VMI运作环境下考虑信用风险的供应链收益分配机制研究

【作者】 郝莉；

【导师】 路应金；

【作者基本信息】 电子科技大学 ， 数量经济学， 2007， 硕士

【摘要】 21世纪是变革与创新的世界,同时也是系统思考、协同共生的世界。供应链管理思想的产生与发展正是对这一世界趋势的积极回应。供应商管理库存(Vendor Management Inventory,VMI)作为一种基于信息共享的敏捷供应链合作协议,克服了传统库存管理静态、单级、重复及失调的特点,也因此逐渐成为供应链管理技术一个新的发展方向。而VMI作为一种在供应链相邻两级,由上游企业对下游企业的流通库存进行统一管理和控制的一种新型库存管理方式,其成功运作最重要的一个关键点,便是建立考虑风险、成本与收益相匹配的公平合理的收益分配机制。利用该机制协调不同利益主体之间的战略伙伴关系,以公平的互利性作为互动性、合作性、协议性的基石,从而实现并优化供应链整体效益。本文首先着眼于VMI运作环境下供应链两阶段收益分配机制的建立。论文从制造商需求响应研究着手,以制造商采购成本约束下最大可得综合服务水平为优化目标,在各订货周期构造误差平方和最小的最优组合权矩阵,建立VMI运作环境下具有时变特征的制造商采购份额决策模型,为VMI模式长期收益分配格局的形成提供合理前提,并提高供应方生产及配货份额决策的合理性及柔性。随后运用收益规制思想,以供应链节点单位成本利润率、供应链节点贡献率为基础,通过主-从博弈方式构造VMI即期收益分配模型,实现网状供应链即期收益的合理分配。供应链信用风险的有效防范,是供应链收益分配机制得以实现的重要保障。在前文基础上,本文随后简要介绍VMI信用风险管理基本体系。借鉴仓单质押理念,提出仓单质信概念――一种适用于VMI信用风险防范的金融衍生工具,并着重探讨了仓单质信在VMI信用风险控制中的应用。最后尝试通过仓单质信对VMI信用风险进行量化,再以此为基础建立VMI运作环境下考虑信用风险的供应链收益分配模型。实证分析证明了以上研究的重要实践意义。更多还原

【Abstract】 It’s a new century which has more innovation and invention as well as systematic analystics and collaboration living. And the theory of supply chain management is just an active respondence of this world trend. Moreover, worked as an agile cooperation agreement based on information sharing, vendor management inventory (VMI) overcomes much shortcoming of traditional inventory management means, such as single layer, out of harmaony, etc. It has been a new developing technology of supply chain management. The key of successful VMI is the establishment of a revenue sharing mechanism considered on the match among income, risk and cost. Used the mechanism, whole supply chain performance can been optimized by regulated strategic partner relationship on the basis of fair pro-benefit.This paper aims at the establishment of two-phase revenue sharing mechanism in VMI environment. At first, it works at demand responding. Putted forward a dynamic variable weights matrix by minimized errors square sum between the forecasted value of demands and each target market at some time-points, it establishes a products distribution model to determine the optimal dynamic combined purchasing weights of manufacturer. The model offers a reasonable foundation for long-term revenue sharing. Subseqently, applied the theory of revenue regulation, the paper sets up restriction of revenue considered nodes’per-profit and contribution to put forward a spot revenue sharing model subsequently used the means of Stackelberg games.Efficient management of credit risk insures the implement of revenue sharing mechanism. Following pre-study, the paper introduces credit management system of VMI. On the reference of pledged by warehouse receipts, It designs a new derivative tool -----pledged by warehouse receipts and credit which is more adapted to VMI environment. Applicative value of the new tool is discussed later. At last, the paper works at a new revenue sharing model considered quantitive credit risk of VMI.A numerical case verifies the applicative values of those models.更多还原