Mathematical modelling of enterprise financial risk assessment based on risk conduction model

Abstract

Risk transmission has three elements: risk source, risk flow and risk carrier. The paper quotes the asymmetric model and the joint asymmetric model to analyse the conduction effects of financial risks. At the same time, the article uses the elasticity coefficient to quantitatively calculate the risk transmission effect of the two supply chain financial financing modes. The research results prove that the risk transmission ability of each financial market has individual differences, and the foreign exchange market does not have significant risk transmission ability to other markets during the rising stage. The joint asymmetric model is more effective in predicting corporate financial risks.

Keywords

• risk transmission
• asymmetry
• financial risk
• mathematical modelling
• linear regression
• 62j05