供应链风险压力测试的研究-(10219)

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1、东华大学旭日工商管理学院硕士学位论文险传播渠道和风险因子评估模型方面详细展开。根据不同供应风险源，建立两类反映决策者风险偏好的度量模型：市场期望模型和最坏情况模型。市场期望模型采用数学解析方法建立，依据偶发事件两种不同的风险传播渠道分别讨论并建模，模型研究在Stackelberg博弈下，短生命周期产品的二级供应链的单周期决策问题。最坏情况模型通过计算机仿真技术建立，给出了该类模型仿真的一般思路，并通过具体实例，模拟一中小型电路板制造企业受人为事件干扰后一段时间内的运行效果，模型研究重复多周期决策问题，并考虑了更

2、多不确定性因素，以测算上游供应部分中断后企业经营情况的变化。此外，指出了供应风险压力测试的作用和启示。关键词供应链风险管理；压力测试；极端JXL险；风险度量；仿真建模■厶．1AbstractThisthesisisconcernedwiththestresstestingtheoryinsupplychainriskmanagement．Stresstesting，oneofthefinancialriskquantitativetechniques，ismainlyusedinriskanalysisfore

3、xtremescenarios(eventswithsmallprobabilitybutseriousconsequences)，reflectinglossunderextremeevents．Inessence，stresstestingistoestimatepotentiallossundercertainscenariobymeansofcalibratingstressscenarios，usingdeterminedvaluationmodel．Inresponsetothesimilarity

4、inriskmanagementtheory,thisthesismakesstresstestingthatbeoriginallyusedinfinancialsystemakeytoolinassessingsupplychainrisks，withcharacteristicsofsupplychain，andstudyonthefollowingcoreissues：First，Atheoryofstresstestinginsupplychainisestablished．Thefocuscasts

5、ontheoryintroduction．Thethesisdemonstratesthesupplychainrisktransmissionmap，afterwithnecessityandfeasibilityanalysis，andonwhichbasis，appliesstresstestingintoriskmeasurementofsupplychain．Thepaperinitiatestheconceptofstresstestingasupplychainbydefiningandspeci

6、fyingsomerelevantcontents，followedbyestablishingageneraltheoreticalframework．Meanwhile，thispaperclearstherelationshipbetweenthisnewconceptandExistingsupplychainriskmanagementtheory．Second，theimplementationprocessofstresstestinginsupplychainisexplored．Thethes

7、isdiscussesprerequisitesforsuccessfulimplementation，includinginstitutionalandtechnicalsupport，andafterthat，elaboratesnineelementsoftheprocessandfollow—ups，withasupplementfordifficultiesandchallengesintheprocess，questiononstresstestsandotherrelevantcontents．“

8、What’Sstresstestinginsupplychain?”，“Whyweshouldusestresstestingasoneoftheriskmeasurementtools?”，and“Howtoimplementstresstestsinsupplychain?”Afteransweringthosequestions，thepaperappliestheaboveth