Strategic Model of Factoring Portfolio of Debtors of the Enterprise

Abstract:

The model of factoring portfolio on the ground of the portfolio investing model CAMP after Sharpe W.F is developed. Portfolio investing models are adapted to the settlement of the factoring agreement in order to maximize company`s profit. The risk assessment methods and the profitability of enterprise assets portfolios are analyzed. The Matrix of risk factors is constructed when analyzing debtors. On the basis of the discrete price model of the capital market, the following conditions of the factoring agreement are formed: restriction on risk and specified income level. The constructed model can be used for factoring portfolios of two levels: Enterprise and Factor. The implementation of the proposed proposals to improve the efficiency of the management of factoring trading enterprises is an effective tool for maximizing profits at trade enterprises, its maximization of the effect of this instrument can be carried out in general with the use of other mechanisms. This will allow developing cost-effective means (including factoring) for repayment of accounts receivable of enterprises and the development of debt relations between enterprises; and also to prevent the occurrence of negative phenomena in the debt relations between enterprises in the future.