农产品物流金融服务平台下融通仓业务风险管理演化博弈

Evolutionary Game of Risk Management of Warehousing Business under the Agricultural Product Logistics Financial Service Platform

摘要: 本研究基于农产品物流金融服务平台，运用演化博弈理论构建了融通仓业务模式下物流企业与农产品中小企业之间的风险博弈模型，通过MATLAB软件对业务过程中信用风险、操作风险及质押物风险产生的关键影响因素进行数值仿真分析，提出相应的风险管理建议。研究表明：(1) 物流企业的业务监管成本与信用风险及操作风险大小呈负相关，物流企业应优化信息监管平台以降低业务监管成本。(2) 物流企业设定的业务违约罚金与信用风险及操作风险大小呈负相关，物流企业应完善违约处罚机制以提高业务违约成本。(3) 农产品质押物的市场价值变动对质押物风险及信用风险大小具有显著影响，物流企业应合理选择农产品质押物以降低质押物风险，而农产品中小企业应提升农产品质押物的品质以避免产生信用风险。(4) 农产品中小企业的声誉价值对信用风险大小具有一定影响，农产品中小企业应完善企业信用体系以提高自身声誉价值。

Abstract: Based on the agricultural product logistics financial service platform, this study uses evolutionary game theory to construct a risk game model between logistics companies and agricultural product SMEs under the financing warehouse business model. The key influencing factors of credit risk, operational risk and collateral risk in the business process are numerically simulated and analyzed by MATLAB software, and corresponding risk management suggestions are put forward. The research shows that: (1) The business supervision cost of logistics companies is negatively correlated with the size of credit risk and operational risk. Logistics companies should optimize the information supervision platform to reduce business supervision costs. (2) The business default penalty set by logistics companies is negatively correlated with the credit risk and operational risk. Logistics companies should improve the default penalty mechanism to increase the business default cost. (3) The end-of-period market price of agricultural product collateral has a significant impact on the size of collateral risk and credit risk. Logistics companies should reasonably select agricultural product collateral to reduce collateral risk, while agricultural product SMEs should improve the quality of agricultural product collateral to avoid credit risk. (4) The reputation value of agricultural product SMEs has a certain impact on the size of credit risk. Agricultural product SMEs should improve the corporate credit system to improve their own reputation value.