基于多智能的企业集团信用风险延迟效应的仿真  

Simulation of the Delayed Effect of Credit Risks in Enterprise Group Based on Multi-agent

作　　者：管丹辉[1] 周宗放[1] 

机构地区：[1]电子科技大学经济与管理学院,四川成都610054

出　　处：《系统工程》2013年第2期115-120,共6页Systems Engineering

基　　金：自然科学基金资助项目(70971015);电子科技大学博士学科点专项(博导类)科研基金资助项目(20110185110021)

摘　　要：企业集团是个复杂系统,当其自身利益与借贷银行利益发生冲突时,利用其股权结构的特殊性,通过不正常的关联交易、资产转移等"拆东墙补西墙"手段掩盖违约行为,延迟信用风险的爆发。针对该问题,构建基于企业集团的网络结构模型,利用多智能体仿真方法对信用风险延迟效应进行建模与仿真,分析企业集团特征因素对延迟效应的影响机理。研究发现,企业集团的规模和内部关联关系紧密性都会影响企业集团信用风险延迟效应的强度。Abstract. The enterprise group is a complex system. It will take the advantage of its equity structure to delay the exposure of the credit risks by some ＂shattering＂ behaviors when its benefit conflict with the benefit of the bank. To solve this problem, this paper models the enterprise group network and uses the multi-agent simulation to analyze the relationship between enterprise group＇s various factors and the delayed effect. Study shows that the scale of the enterprise group and internal relationships will affect the strength of delayed effects of the credit risks of the enterprise group.

关 键 词：企业集团 信用风险延迟效应 多智能体 

分 类 号：F270[经济管理—企业管理]