供应链的风险识别、评估研究
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摘要
供应链风险管理是供应链管理中的重要问题,具有很强现实意义,也是当今科学研究的热点和难点之一。其中研究与构建供应链风险识别的方法、供应链风险评估的定量模型是供应链风险管理中最基本也最重要的理论基石部分,同时也是一个深具实用价值的领域。本文对它进行了深入研究,主要工作如下:
1.在综述国内外供应链风险评估方法的基础上,指出根据传统的风险值计算公式Risk=P(Loss)×Loss所进行的风险评估有可能出现类似于“期望效用”悖论的“风险悖论”,即出现一些与人们的现实决策行为不一致的结果;而且该种方法没有将决策者的经验、直觉纳入决策框架,忽视了经验和直觉在决策过程的重要作用。为此,本文将风险事件的结果和发生的概率分别视为风险决策的属性,提出基于OWA算子的供应链风险评估多属性决策方法。
2.供应链风险源众多,而且存在各种相关性,要将所有的风险源都集成到一个定量分析模型中,并确定它们的相关性,难度很大,甚至不可能。针对这一困境,以上市公司供应链网络为研究对象,构建了客观附值程度较高且简单实用的基于条件在险值法(ConditionalValue at Risk,CVaR)的供应链风险度量模型,并给出相应风险管理策略。
4.构建了一个基于风险因素之间有影响的供应链风险评估模型。该模型主要包括风险网络和风险传播计算流程,风险网络描述了供应链中风险因素之间相互影响的关系,风险传播计算流程则给出了风险的传播过程,然后在此模型的基础上,分别从风险因素、节点企业和整个网络三个角度进行定量的风险评估。随后,以一实例阐明了该模型在供应链风险评估中的应用。
迄今为止,有关供应链风险管理研究的局限和不足是,大部分的文献都侧重在供应链风险管理的定性研究上,而回避了一些难以处理的、但又具有现实意义的供应链风险评估的定量模型研究。本文的工作分别构建了供应链风险识别框架、基于多属性决策的供应链风险评估方法、基于金融工程中的CVaR方法的上市公司供应链的风险评估方法,以及考虑风险因素有影响的供应链风险评估方法等。
Nowadays, supply chain risk management which is a very important issue in the supply chain management has a strong practical significance and is also one of the hot and difficult scientific researches. However, in supply chain risk management, the methods of studying and constructing the supply chain risk identification and the quantitative model of supply chain risk assessment are not only the most basic and the most important part of the theoretical foundation, but also a great practical value field. This paper conducts an in-depth study; the main innovations are as follows:
1. On the basic of summarizing the domestic and international assessment methods of the supply chain risk, the assessment of risk under a traditional formula Risk = P(Loss)×Loss for calculating the risk value is likely to appear a "risk paradox" which is similar to the "expected utility" paradox, that is to say, it will appear some results which is not consistent with the people's reality decision-making activities; and this method doesn't bring the experience and intuition into the decision-making framework, ignoring the important roles of the experience and intuition in the decision-making process. Therefore, in this dissertation, the results and occurrence probability of risk incident are regarded as the property of risk decision-making, and it also raises a multi-attribute decision-making methods of the supply chain risk assessment based on the OWA operator.
3. The source of supply-chain risk is very wide, and also exist many kinds of relevance. It's difficult, even impossible, for us to integrate all the origins of risk into one quantitative analysis model and then determine their relevance. In response to this dilemma, taking listed companies' supply chain network for research (the so-called listed companies' supply chain means the major suppliers, manufacturers, distributors are all listed companies supply chain), this paper has constructed supply chain risk measurement models with a higher degree of objective added value which is based on Conditional Value at Risk, and also has offered the corresponding risk management strategies.
4. It has constructed a supply chain risk assessment model based on the affect among risk factors. The model includes risk network and risk communication calculated process. Risk network described the relationship of the affect among risk factors in supply chain; while risk communication calculated process offered the course of the risk communication and the risk movement regulation. On the basis of this model, carrying out the quantitative risk assessing from three degrees respectively: risk factors, nodes enterprises and the entire network. And then, it clarified the application of this model in supply chain assessment through a living example.
So far, the limitations and shortcomings of the study about supply chain risk management are that most of the literatures have mostly focused on the qualitative research about supply chain risk assessment, while avoiding some supply chain risk assessment quantitative model, which is difficult to handle but is of practical significance. In this paper, respectively, it has constructed the framework of supply chain risk identification, the methods of assessing supply-chain based on multi-attribute decision-making, the methods of assessing the listed firms' supply chain risk based on CVaR in financial engineering and the methods of assessing supply chain risk in which risk factors are likely to be affected.
1.在综述国内外供应链风险评估方法的基础上,指出根据传统的风险值计算公式Risk=P(Loss)×Loss所进行的风险评估有可能出现类似于“期望效用”悖论的“风险悖论”,即出现一些与人们的现实决策行为不一致的结果;而且该种方法没有将决策者的经验、直觉纳入决策框架,忽视了经验和直觉在决策过程的重要作用。为此,本文将风险事件的结果和发生的概率分别视为风险决策的属性,提出基于OWA算子的供应链风险评估多属性决策方法。
2.供应链风险源众多,而且存在各种相关性,要将所有的风险源都集成到一个定量分析模型中,并确定它们的相关性,难度很大,甚至不可能。针对这一困境,以上市公司供应链网络为研究对象,构建了客观附值程度较高且简单实用的基于条件在险值法(ConditionalValue at Risk,CVaR)的供应链风险度量模型,并给出相应风险管理策略。
4.构建了一个基于风险因素之间有影响的供应链风险评估模型。该模型主要包括风险网络和风险传播计算流程,风险网络描述了供应链中风险因素之间相互影响的关系,风险传播计算流程则给出了风险的传播过程,然后在此模型的基础上,分别从风险因素、节点企业和整个网络三个角度进行定量的风险评估。随后,以一实例阐明了该模型在供应链风险评估中的应用。
迄今为止,有关供应链风险管理研究的局限和不足是,大部分的文献都侧重在供应链风险管理的定性研究上,而回避了一些难以处理的、但又具有现实意义的供应链风险评估的定量模型研究。本文的工作分别构建了供应链风险识别框架、基于多属性决策的供应链风险评估方法、基于金融工程中的CVaR方法的上市公司供应链的风险评估方法,以及考虑风险因素有影响的供应链风险评估方法等。
Nowadays, supply chain risk management which is a very important issue in the supply chain management has a strong practical significance and is also one of the hot and difficult scientific researches. However, in supply chain risk management, the methods of studying and constructing the supply chain risk identification and the quantitative model of supply chain risk assessment are not only the most basic and the most important part of the theoretical foundation, but also a great practical value field. This paper conducts an in-depth study; the main innovations are as follows:
1. On the basic of summarizing the domestic and international assessment methods of the supply chain risk, the assessment of risk under a traditional formula Risk = P(Loss)×Loss for calculating the risk value is likely to appear a "risk paradox" which is similar to the "expected utility" paradox, that is to say, it will appear some results which is not consistent with the people's reality decision-making activities; and this method doesn't bring the experience and intuition into the decision-making framework, ignoring the important roles of the experience and intuition in the decision-making process. Therefore, in this dissertation, the results and occurrence probability of risk incident are regarded as the property of risk decision-making, and it also raises a multi-attribute decision-making methods of the supply chain risk assessment based on the OWA operator.
3. The source of supply-chain risk is very wide, and also exist many kinds of relevance. It's difficult, even impossible, for us to integrate all the origins of risk into one quantitative analysis model and then determine their relevance. In response to this dilemma, taking listed companies' supply chain network for research (the so-called listed companies' supply chain means the major suppliers, manufacturers, distributors are all listed companies supply chain), this paper has constructed supply chain risk measurement models with a higher degree of objective added value which is based on Conditional Value at Risk, and also has offered the corresponding risk management strategies.
4. It has constructed a supply chain risk assessment model based on the affect among risk factors. The model includes risk network and risk communication calculated process. Risk network described the relationship of the affect among risk factors in supply chain; while risk communication calculated process offered the course of the risk communication and the risk movement regulation. On the basis of this model, carrying out the quantitative risk assessing from three degrees respectively: risk factors, nodes enterprises and the entire network. And then, it clarified the application of this model in supply chain assessment through a living example.
So far, the limitations and shortcomings of the study about supply chain risk management are that most of the literatures have mostly focused on the qualitative research about supply chain risk assessment, while avoiding some supply chain risk assessment quantitative model, which is difficult to handle but is of practical significance. In this paper, respectively, it has constructed the framework of supply chain risk identification, the methods of assessing supply-chain based on multi-attribute decision-making, the methods of assessing the listed firms' supply chain risk based on CVaR in financial engineering and the methods of assessing supply chain risk in which risk factors are likely to be affected.
引文
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