仓单质押风险控制研究

【作者】 席萍；

【导师】 陈建中；

【作者基本信息】 中南大学 ， 金融学， 2007， 硕士

【摘要】 近年来,仓单质押业务发展迅速,各家商业银行纷纷寻求合作伙伴开展仓单质押以拓展利润来源;物流企业也活跃起来,积极提供金融服务。但是,随着仓单质押业务的发展,其风险问题也越来越突出。本文从商业银行和物流企业这两个风险承担主体出发,介绍对应的风险控制措施。我国目前的仓单质押业务有四种模式,在业务开展过程中存在着管理风险、信贷风险和法律风险。管理风险的主要承担者是物流企业,它主要表现为质押商品选择风险、客户资信风险、仓单风险、质押物价值评估风险和商品监管风险,因而物流企业应该从这几个方面入手进行风险控制。商业银行作为信贷风险和法律风险的主要承担者,要慎重挑选合作的第三方物流企业,严格审核客户,制定合理的仓单质押率和价格警戒线,有效率的处置质押物,并针对法律不完善的地方,通过合同条款进行补充。在整个仓单质押业务的风险控制中,质押率的确定是极其关键的,确定合理的质押率不仅需要选择科学的计算方法,还需要设定有效的合理性判断指标。文章在最后将质押率确定单独提出进行了分析,用数据模拟了仓单质押贷款质押率的确定过程。更多还原

【Abstract】 In recent years, warehouse receipts pledge business has developed rapidly, individual commercial banks have an offense to seek pledge cooperation partners to expand the source of profits; Logistics enterprises also active, and actively provide financial services. However, as warehouse receipt pledge business development, the risk has become increasingly acute. This paper from the position of the commercial banks and logistics enterprises who bear the main risk introduces the corresponding risk control measures.China currently has four warehouse receipts pledge business model, launched in the course of business there is management risk, credit risk and legal risk.The main bearers of management risk are logistics enterprises, and the management risk is mainly manifested as pledge commodity option risks, customer credit risks, warehouse receipts risks, valuing commodity risks and merchandise monitoring risks, so logistics enterprises should carry out from these several aspects to control risk. Commercial banks, as the bearers of the credit risk and legal risk, should select third-party logistics enterprises carefully, strictly examine customer, decide a reasonable rate and price warning level, handle the pledge efficiently, and address inadequacies in the law, supplement it on the terms of the contract.Throughout the risks controlling of warehouse receipts pledge, the pledge rate’s determination is crucial. Deciding a reasonable rate pledge not only needs to choose the scientific method of calculation, but also need to set an effective reasonable judgment indicators.The article analyzes pledge rate’s determination in the final separately, using data to simulate warehouse receipts pledge loans’ rate determination process.更多还原