The Study On The Risk Management Of Bank Supply Chain Finance Based On The Big Date

Based on the core enterprise as the breakthrough point,Supply chain finance(SCF)combines financing and logistics,and makes capital flow,logistics,information flow together.By means of overall credit and mass customer's development,SCF breaks the barriers of monomer credit which is necessary for traditional financing.SCF solves the financing problems of small and medium-sized enterprises,as it creates a new 'blue ocean' for commercial banks.However,as a new financial product,SCF doesn't have a complete risk management system.Come so far,risk controlling in SCF still principally relies on artificial experience,which lacks of quantitative analysis.Based on big data technology,in-depth study of risk management can provide new ideas for the healthy and innovative development of SCF.First,this paper clarifies the concept of SCF,studies the operation mode and the business process of supply chain finance,and confirms what the research angle is from credit risk and the operational risk.This paper describes the current situation and problems of the SCF risk management in Chain.It analyzes how big date technology can be applied in risk management,and put forwards solutions of SCF risk management in the view of big date.On one hand,this paper proposes the evaluation index for the credit risk of SCF,uses Back-propagation Neural Network to build risk assessment model and adopts related dates of 39 listed SMEs to carry out empirical study with the purpose of examining the accuracy of the model.In addition,carry on the sensitivity analysis,to find out the sensitive factors of credit risk and put forward credit risk control strategies.On the other hand,in this paper,evaluation index system of the operation risk of SCF is constructed,operation risk assessment model is established by using Fuzzy Comprehensive Evaluation Method(FCE)and Analytic Hierarchy Process(AHP),and an example is given to illustrate the calculation of the model.Moreover,this paper sets up an information management system for operational risk monitoring,explains how to realize risk monitoring,and gives the controlling strategies for operational risk.