Online Appendix for Credit Risk Propagation along Supply Chains: Evidence from the CDS Market

2019 ◽  
Author(s):  
Senay Agca ◽  
Volodymyr Babich ◽  
John R. Birge ◽  
Jing Wu
2018 ◽  
Vol 10 (10) ◽  
pp. 3699 ◽  
Author(s):  
WeiMing Mou ◽  
Wing-Keung Wong ◽  
Michael McAleer

Supply chain finance has broken through traditional credit modes and advanced rapidly as a creative financial business discipline. Core enterprises have played a critical role in the credit enhancement of supply chain finance. Through the analysis of core enterprise credit risks in supply chain finance, by means of a ‘fuzzy analytical hierarchy process’ (FAHP), the paper constructs a supply chain financial credit risk evaluation system, making quantitative measurements and evaluation of core enterprise credit risk. This enables enterprises to take measures to control credit risk, thereby promoting the healthy development of supply chain finance. The examination of core enterprise supply chains suggests that a unified information file should be collected based on the core enterprise, including the operating conditions, asset status, industry status, credit record, effective information to the database, collecting related data upstream and downstream of the archives around the core enterprise, developing a data information system, electronic data information, and updating the database accurately using the latest information that might be available. Moreover, supply chain finance and modern information technology should be integrated to establish the sharing of information resources and realize the exchange of information flows, capital flows, and logistics between banks. This should reduce a variety of risks and improve the efficiency and effectiveness of supply chain finance.


Author(s):  
Senay Agca ◽  
Volodymyr Babich ◽  
John R. Birge ◽  
Jing Wu
Keyword(s):  

2021 ◽  
Vol 122 ◽  
pp. 102888
Author(s):  
Han Zou ◽  
Maged M. Dessouky ◽  
Shichun Hu

2009 ◽  
Author(s):  
Kelly D. Dages ◽  
John W. Jones ◽  
Bailey Klinger
Keyword(s):  

2020 ◽  
Vol 02 (03/04) ◽  
pp. 60-61
Author(s):  
Jörg Schlüchtermann ◽  
Johannes Heller

Insbesondere in komplexen Supply Chains ist es heute üblich, dass Kunden ihre Lieferanten über Selbstverpflichtungserklärungen (Codes of Conduct) steuern. Forschungen aus anderen Industrien zeigen die Möglichkeiten, aber auch Grenzen der Arbeit mit diesem Instrument des Lieferantenmanagements. Davon können auch Krankenhauseinkäufer profitieren.


2018 ◽  
pp. 49-68 ◽  
Author(s):  
M. E. Mamonov

Our analysis documents that the existence of hidden “holes” in the capital of not yet failed banks - while creating intertemporal pressure on the actual level of capital - leads to changing of maturity of loans supplied rather than to contracting of their volume. Long-term loans decrease, whereas short-term loans rise - and, what is most remarkably, by approximately the same amounts. Standardly, the higher the maturity of loans the higher the credit risk and, thus, the more loan loss reserves (LLP) banks are forced to create, increasing the pressure on capital. Banks that already hide “holes” in the capital, but have not yet faced with license withdrawal, must possess strong incentives to shorten the maturity of supplied loans. On the one hand, it raises the turnovers of LLP and facilitates the flexibility of capital management; on the other hand, it allows increasing the speed of shifting of attracted deposits to loans to related parties in domestic or foreign jurisdictions. This enlarges the potential size of ex post revealed “hole” in the capital and, therefore, allows us to assume that not every loan might be viewed as a good for the economy: excessive short-term and insufficient long-term loans can produce the source for future losses.


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