Research On Inventory Portfolio Mortgage Loan Based On Liquidity Risk

Stock inventory pledge loan are developed on the basis of taking inventory business ideas into the portfolio, its effective expand the Banks and loan enterprise business scope, and provide the third party logistics enterprise a new profit growth point, beneficial to inventory business about lean、refinement and scientific. However there exist a pledge to liquidate,and liquidity risk is the most common risks in the process of realization,once liquidity risk appear,it can cause bank a big losses instantaneous,so the study of liquidity risk with the inventory pledge loan portfolio business is necessary and very important.The article is to stand in the angle of the bank,and based on the liquidity risk,take an analysis on decision-making of pledge with portfolio optimization、risk control、the optimal liquidation and optimizing countermeasures,then provide some countermeasures and suggestions for banks with a better to carry out the combination of pledge business,help banks revenue increased under the condition of effective avoid liquidity risk,improve banks enthusiasm to participate in various business,and then increase the development of it,others the development of the pledge business can increase the number of small and medium-sized enterprises financing loans, to solve the financing problem,meet the demand of the development of it.This article first carried a detailed research on inventory pledge loan business、stock inventory pledge loan business and the liquidity risk about research status both at home and abroad, with the review of the literature indicates that stock inventory pledge loan business, especially the liquidity of the business is still relatively blank area on research. This take a direction for research.In order to reading this article for readers successfully, at the beginning of the chapter, we took a detail elaborated the inventory and inventory pledge loan business,which includes the meaning and basic operation method of inventory pledge loan、business involved in the main body, pledge business model both at home and abroad、risk analysis、the loan operation of stock inventory pledge loan、the advantages of the combined pledge, this make a reader have a preliminary understanding about the inventory and inventory pledge loan business, or make a system review for readers which already familiar with.The third chapter discussed the another key concept of liquidity. First combined with a variety of definitions of liquidity, an inventory business liquidity in the meaning,and through the graph clearly show the generate mechanism of the endogenous and the exogenous liquidity risk. Finally show the liquidity measures as well as a variety of measurement methods, made a conceptual support for the later chapters of various models established.The chapters of fourth、fifth、sixth made a studied with the combination of various business based on liquidity risk, including the loan decision-making optimization, risk control and the optimal liquidation, and then construct analysis of the optimal model based on some assumption conditions, concluded the optimal solution with the liquidity risk. Finally, in the seventh chapter,made a clearly analysis with portfolio pledge loan obstacle factors based on liquidity risk, and then given the corresponding suggestions.By the end, we summarized the research contents of this article,and point out the shortcomings.