供应链上广泛存在着上游企业对下游企业的赊销行为,下游企业不按照赊销合同履行义务将严重影响上游企业的信用风险。而商业银行对供应链企业信用风险评估往往仅将其视为独立的主体,并不考虑其与供应链其它企业的交互。本文首先描述了上下游企业之间的博弈和赊销行为并在结构化模型的基础上度量了赊销风险,然后应用跳跃扩散过程刻画了赊销风险如何对信用风险产生冲击。研究表明赊销风险与信用风险具有很强的相关性;上游企业通过调整价格策略可以降低其面临的赊销风险,进而降低自身信用风险。
Credit behavior is widespread in supply chain.The downstream enterprises' failure to fulfill their obligations of credit contract will seriously affect the credit risk of upper enterprise.Commercial banks which assess the credit risk of the enterprise of supply chain often only consider these enterprises just as a separate subject,and ignore the interaction between the enterprises in supply chains.This paper describes the game between the upstream and the downstream and credit behavior.Further it measures the risk of credit behavior.Then it depicts how the credit of credit behavior affects to the credit risk of upstream by the method of jump-diffusion.The research shows that the there is a strong correlation between the credit risk and credit behavior;the upstream can reduce the risk of credit behavior by adjusting its pricing strategy,thereby reduces its credit risk.