Analysis Of Financing Mode And Risk By CVaR Model About Small And Medium Enterprises And Bank Based On Supply Chain Finance

With the scale of financial institutions in recent years, the number of banks is also increasing. Large enterprises are unable to meet the demand for bank financing, and the problem of financing on small enterprises has been plagued by China's economic development. Large and small enterprises in the supply chain collaborate mutually. These enterprises share logistics, capital flow and information flow, which has prompted the emergence of supply chain finance, and promote the further development of financial market. Banks can focus on core business and rely on the close relationship about enterprises. Banks set up the relational model of supply chain financing for the specific supply chain, which can speed up capital operation, broaden the financing objects, promote integration of the product chain, reduce the financing risk and relieve the small enterprises financing difficulties. Through research,with the increasing market demand of supply chain finance, more and more banks began to use this business. But the financial risks cannot be ignored, so banks need to establish strict access mechanism and risk control system.Banks are added to the supply chain management. The mode of supply chain finance framework is built. The concept of supply chain finance is put forward by the concept of co-operation. Firstly, according to the theory of supply chain finance, research on three basic financing model, access mechanism and risk control. Under the prepayments financing, the CVaR model is established to dig the impact of each risk factor on enterprises. Secondly, from the perspective of no risk, it build revenue function of supply chain finance suppliers, retailers, banks by using stackelberg game model to obtain the optimal equilibrium value. When the wholesale price, purchases and rate reach a certain value, manufacturers, retailers and bank achieve the best benefit. The results show that, banks, manufacturers and retailers ensure the optimal operation of the whole supply chain through restrict each other. In addition, from the perspective of risk, it describes risk control issues by CVaR theory and verifies the rationality of CVaR through modeling and numerical simulation under prepayments financing model. Finally, it analyses actual cases of Ping An Bank and verifies the feasibility of prepayments financing model and provides a theoretical basis for future application of CVaR theory in the financial industry.A brief conclusion, the lack of research and the prospects for the future are given in Chapter 6. This study is not only enriches the theory of supply chain finance, but also puts forward the theory with innovative ways and provide theoretical security and decision support for banks and supply chain enterprises.