Credit Risk Measurement and the Marking to Market System of Internet Supply Chain Finance

China Business and Market - - 第一页 - WANG Bao-sen1 and WANG Di2 (1.Beijing Wuzi University,Beijing101149,China;2.Tianjin University,Tianjin300072,China)

Abstract:In measuring the credit risk involved in Internet supply chain finance,we can fully take advantage of Internet to obtain the real time dynamic non-financial data about SMEs to understand such indicators as the basic status of SMEs,the current situation of Internet transaction,the quality of Internet service,and the current situation of supply chain industry;with the help of PCA,we can also determine the main influencing factors of Internet supply chain finance and accurately and timely understand the risk level involved in Internet supply chain finance to break through the tradition barrier that taking financial indicators as the main measurement of financial risk. Based on this,we can learn from the risk management in the Futures market,design the marking to market system for risk management in Internet supply chain finance,estimate the credit risk by using the logistic regression model,and further control and reduce credit risk involved in Internet supply chain finance.

Key words:logistic regression model;Internet supply chain finance;credit risk;marking to market

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