基于第三方电商平台的线上供应链金融风险预警控制研究

线上供应链金融（Online Supply Chain Finance，OSCF）通过电商平台得以蓬勃发展的同时，所导致的风险问题也不容忽视。本项目拟在分析基于第三方电商平台的OSCF模式特征基础之上，对OSCF中主体博弈关系进行分析，基于演化博弈、信号博弈等研究电商平台、银行、物流企业和融资企业之间、跨链的参与主体之间的竞争合作关系，将非理性、不完全信息、动态演化特征纳入博弈模型，定量研究其中关键参数的影响并对其进行优化，然后用多Agent建模仿真方法研究OSCF的动态演化规律，在理论上具有探索和启发意义。同时，本项目从银行角度构建包括数据收集、风险评价、风险处理的动态风险预警模型，对OSCF风险进行管理，最后为OSCF各参与主体提供多方协作共赢的平台和激励机制，为人行、银监会等监管者提供更有效的OSCF风险管理辅助决策系统和可操作性建议，使本研究有重要的实践价值。

By combining with the electronic commerce with an irresistible force in financial field, the online supply chain finance (OSCF) is developing fastly ，and at the same time new risk management problems caused by OSCF are increasingly become the focus of research. First of all, we study the OSCF operation mode and characteristics , and then under the irrational,incomplete information and dynamic evolutionary condition,we use the principal-agent theory , signaling game theory model , and evolutionary game model to reconstruct the new game relationships between OSCF related multi-agents in order to get the risk factors of OSCF, and then use the multi-agent simulation method to analyze the dynamic evolution character，the research are of therotical importance on SCF management theory. At the same time,we analysis the basic risk warning and control system by using the structural equition model and Logistic regression method combining with the simulation method to manage the risk, and finally we offer the subsidery decision system to the OSCF multi-agents and give some suggestions to the governor, the china central bank,on how to manage the risk of OSCF more efficiently, and to provide suggestions for enterprises decisions ,thus the research has practical importance on how government develop Chinese OSCF rapidly and safely.