Supply chain finance credit risk evolving intelligent analysis system based on system dynamic model

Abstract

Supply chain finance (SCF) plays a prominent role in solving the small-middle enterprises financing difficulties. But its credit risk is easy to conduct and magnify by the supply chain relation to develop into system risk. In the paper the main structure and causal relationship of SCF credit risk system are analyzed. And then the intelligent analysis system model of SCF credit risk evolving mechanism is constructed based on systematic dynamic, which simulates how the key factors act to each other and how they function to SCF credit risk. The intelligent analysis results show that: (1) The sub-system of bank, core enterprise, small-mid enterprise and risk intermediary interact and constitute the SCF credit risk system. (2) The credit risk management strategy execution and the management infrastructure input of the bank sub-system can promote improving the management base of core enterprise and small-mid enterprises. (3) To increase the management efficiency of core enterprise and small-mid enterprises can improve enterprises operating level and solvency, and then decrease the SCF credit risk. And also, the core enterprise influences the SMEs’ solvency by actively function to the operation ability. (4) The increasing of risk intermediary can accelerate to the SCF loan quantity, and at the same time, reduce the credit risk.