Analysis on the Optimization of Pledge Loan for Stock Portfolio Based on Liquidity Risk

Abstract

The stock portfolio pledge loan is an innovation of the stock pledge loan business, which can better solve the financing difficulties of SMEs in China. Portfolio pledge business is a continuation of the stock pledge business and will encounter a series of problems related to liquidity. This paper takes the liquidity risk as an entry point to analyze the optimization of the portfolio loan pledge. The obstacle factors include the difficulty in choosing a reasonable portfolio of pledges, liquidity risk increases business difficulty and the difficulty in determining the pledge rate. Based on the above problems, this paper gives the corresponding solution at the end.