A credit risk modelling approach to assess supplier default risk

Wagner, Stephan M. ; Bode, Christoph

DOI: https://doi.org/10.1007/978-3-642-20009-0_75
URL: http://link.springer.com/chapter/10.1007%2F978-3-6...
Document Type: Conference or workshop publication
Year of publication: 2011
Book title: Operations Research Proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
Page range: 471-476
Date of the conference: Sept. 1-3, 2010
Publisher: Hu, Bo
Place of publication: Berlin [u.a.]
Publishing house: Springer
ISBN: 978-3-642-20008-3 , 978-3-642-20009-0
ISSN: 0721-5924
Publication language: English
Institution: Business School > Stiftungslehrstuhl für Procurement (Bode 2014-)
Subject: 650 Management
Abstract: The purpose of this paper is to quantify the supplier default risk in a buying firm’s supplier portfolio. Based on credit risk models, we develop a methodology that buying firms can use to pro-actively determine their exposure to supplier default risk. To illustrate the proposed methodology, we use empirical data pertaining to supplier portfolios of executive-size car models from three German automotive OEMs. We show that some supplier portfolios are exposed to higher default risk which places them at a disadvantage, because they face a higher probability that the supply of components can be disrupted and cars cannot be built and sold.

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.

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