基于SWN-SEIRS模型的供应链金融信用风险传染测度研究  

Research on Credit Risk Contagion Measure of Supply Chain Finance Based on SWN-SEIRS Model

作　　者：张瑞锋 李欣秋 ZHANG Ruifeng;LI Xin-qiu(School of finance, Hebei University of Economics and Business,Shijiazhuang,Hebei 050061)

机构地区：[1]河北经贸大学金融学院,河北石家庄050061

出　　处：《财经理论与实践》2021年第2期20-26,共7页The Theory and Practice of Finance and Economics

基　　金：河北省社会科学基金项目(HB18YJ043)。

摘　　要：针对供应链金融信用风险传染问题,采用SWN-SEIRS模型进行仿真模拟分析。研究发现:SWN-SEIRS模型可以有效描述供应链金融信用风险传染路径与过程;网络规模扩大增加了信用风险传染的速度,增大了信用风险扩散范围;核心企业数量的上升虽然加快了信用风险传染的速度,但有效控制了信用风险扩散范围。这为供应链金融风险传染问题的研究方法开拓了新的思路,并为金融风险防范提供了决策依据。The SWN-SEIRS model is analyzed by simulation.The results show that:SWN-SEIRS model can effectively describe the supply chain finance credit risk contagion path and process;the expansion of network scale increases the speed of credit risk contagion and the scope of credit risk diffusion.Although the increase in the number of core enterprises has accelerated the rate of credit risk contagion,it has effectively controlled the scope of credit risk spread.It opens up new ideas for the research methods of supply chain financial risk contagion,and provides decision-making basis for financial risk prevention.

关 键 词：供应链金融 信用风险传染 SWN模型 SEIRS模型 

分 类 号：F832.59[经济管理—金融学]