基于博弈论和Creditrisk+模型的知识产权质押评估新模式研究  

New Model of Intellectual Property Evaluation Based on Game Theory and Creditrisk+ Pledge Model

作　　者：苏任刚[1] 王炜[1] 贾超群[2] 

机构地区：[1]安徽商贸职业技术学院会计系,安徽芜湖241002 [2]中国人民银行合肥中心支行,安徽合肥230091

出　　处：《河北北方学院学报（自然科学版）》2013年第4期49-58,共10页Journal of Hebei North University:Natural Science Edition

基　　金：安徽省高校省级自然科学研究项目:"基于博弈论与Creditrisk+模型的知识产权质押融资评估模型研究"阶段成果(KJ2012B068)

摘　　要：目前单笔知识产权质押价值评估研究较多,但风险测控缺位,且评估视角选择不符合质押贷款实际情况。选择质押融资主导方银行视角,提出应在一定时间范围内,集中多笔知识产权质押贷款形成组合,进行统一评估、风险测控和批复。可以大大节约交易成本。根据知识产权质押贷款实际情况,运用博弈论和集值统计方法确定单笔知识产权质押评估值。运用Creditrisk+模型对知识产权质押贷款组合进行整体风险测控。在满足银行风险控制要求和企业资金需求的前提下,创建知识产权质押贷款新模式。Recently,there have been more studies on single pledge of intellectual property valuation but none on risk measurement and control and evaluation perspectives selected do not accord to the actual financing situations.From the perspective of mortgage financing-led banking,the paper suggests that within a time range it can greatly reduce transaction costs to form multiple intellectual property pledge loans into portfolio and unify assessment and credit risk control and approval.According to the actual circumstance of intellectual property rights pledge loan,game theory and set-valued statistic method can determine evaluation of single pledge on intellectual property.Creditrisk+ model measures and controls the risk of mortgage loan portfolio.Under the premise of meeting requirements of bank’s risk control and capital demand of enterprises,a new model of the intellectual property pledge loan is created.

关 键 词：知识产权评估 博弈论 集值统计 CREDITRISK+模型 

分 类 号：S[农业科学]