【作者】 王静；

【导师】 马天山；

【作者基本信息】 长安大学 ， 物流工程与管理， 2009， 博士

【摘要】 供应链管理正成为国际企业界盛行的一种先进管理模式。近几年来，突发事件及供应链企业间赊欠事件的增多等因素，尤其是在中国市场经济飞速发展的今天，企业间的“信”却面临着严峻考验，在经济利益的诱惑下，企业已经越来越难以做到“重信轻利”，使得供应链中的违约风险越来越多，违约风险造成的危害也越来越严重。因此，能否正确把握和建立企业间信任及合作关系，是供应链企业间合作伙伴健康发展的保证。能否加强对供应链中违约风险的认识和防范，是关系到供应链管理取得预期效果的关键。通过本文的研究，首先，增加了供应链违约风险对供应链的影响效应研究，更加丰富了企业间信任领域的研究成果，针对中国企业的文化背景，建立供应链企业间信任的产生机制及其与合作的关系。进一步拓展了供应链违约风险的防范和控制的研究领域，使违约风险理论研究达到系统状态，补充了对供应链风险的理论研究。其次，有助于开阔企业思路，打造以信任为基础的企业间合作及竞争优势的指导框架。提供了识别、控制与防范供应链违约风险的实践方法，对指导我国企业在实施供应链管理过程中如何规避风险，获得最大经济效益具有重要的作用，增强和弥补了现实性和可操作性。本文以系统的理论梳理和实地调研为基础，坚持“真实、准确、全面、深刻”的研究思想，沿循资料准备和开展调研、理论推导与定性研究、经验研究与企业调查、定量研究与实证分析、补充调研和成果修订的研究路线。运用博弈论、灰色系统理论和随机分析理论等对供应链中的违约风险进行系统的研究，在归纳分析供应链违约风险形成原因的基础上，从微观角度解释生成机制，从宏观层次上分析违约风险给供应链带来的负面影响，通过供应商和销售商两个维度建立违约风险影响评价模型；以“信任”作为研究的切入点，从本土化的视角探讨了供应链企业间信任的产生机制及其对合作的影响，进一步识别了合作伙伴选择的供应链违约风险，分析了信息共享对供应链违约风险防范和控制的作用。最后以新的财务角度研究供应链违约风险防范和控制。以期达到有效识别、度量和规避违约风险的目的，为供应链企业间信任领域及其违约风险管理体系的理论研究与相关的实践，做出一些有意义的探索。详细阐述了供应链与供应链管理基础知识，为本文的研究作出理论铺垫。定性分析供应链违约风险的形成原因以及违约风险对供应链的影响；因为供应链中供应商——销售商是二元结构，以此订货过程为研究对象，运用Stackelberg博弈，分别就供、销双方各自违约的两种情况，定量分析违约风险对供应链的影响。创新在于，供商增加违约概率会降低销商的最优订货量及销商、供商和供应链最优利润等；销商增加违约概率则会增加供商的最优订价等，以实际案例分别进行分析；建立供商——销商双方满意度模型。分析表明，由于双方不信任和不满意而存在的违约风险降低了合作伙伴的关系以及供应链的稳定性。划分了适合中国企业本土文化的信任维度，在信任产生的前因性及机制性的研究基础上，探索供应链内企业间信任的产生机制，提炼出影响信任产生的自变量及控制变量；从供应商的特征以及企业与供应商的关系特征两方面，逐一对自变量与信任的关系进行分析；通过企业间信任与合作的关系、演化过程，以及控制变量企业的自身特征与企业间的信任与合作，研究了供应链内企业间信任对合作的影响；验证了中国企业本土文化的信任与合作的变量测量。创新在于，将信任划分为“计算型信任”和“关系型信任”两个维度；将企业自身特征以控制变量的方式引入研究模型中，使企业间信任的产生机制研究更加完善；并将企业间的合作分为“计算型合作”和“关系型合作”，计算型信任对关系型合作的直接影响为显著的负向关系，如果计算型信任可以转化为关系型信任或计算型合作，就可以促进关系型合作。结果表明，企业在选择与供应商的合作方式时一定要兼顾企业间的信任问题。变量测量结果验证了信任与合作的划分适合中国企业本土文化的合理分类方式。将信任作为中介变量，根据计算结果检验了假设的成立。分析了合作伙伴关系带来利益的同时也带来了违约风险；回顾了合作伙伴选择的影响因素，为了有效地识别和防范违约风险，提出了影响合作伙伴选择的重要因素，简述了供应链合作伙伴的评价选择程序，分析了现有供应链合作伙伴选择方法的优缺点。创新在于，鉴于所研究系统的灰色性特点，利用灰色系统理论，基于违约样本，建立了一个“典型违约企业”，给出了合作伙伴选择的灰关联度方法。实例表明，该方法能有效地识别和防范供应链合作伙伴的违约风险。分析了信息共享防范和控制违约风险的作用；基于博弈论证明信息共享实现的重要作用是激励，在激励机制的基础上，设计信息共享模型以及信息共享的激励方式；分析信息共享的有效实现途径来防范和控制供应链违约风险，包括供应链企业实现信息化，企业股权控制，加强信任与交流等；另外，针对不同的信息，需要采用不同的信息共享方式。创新在于，提出恰当的激励措施则可以调动供应链企业信息共享的积极性，且激励效果的实现程度受到社会信息传播速度的影响，给出了有效的信息共享激励方式。结果表明，重点给出的合作伙伴间股权控制是一种信息共享的有效实现方式。分析了供应商管理库存(VMI)模式的信用风险管理，基于财务角度，为主要的信用风险管理工具信用衍生产品的剖析提供理论基础；提出信用衍生产品的业务工具仓单质信，是新型而极具实用价值的VMI信用风险管理工具；剖析了仓单质信给VMI运作带来的改变，建立VMI模式下考虑信用风险的供应链收益分配机制；介绍信用衍生产品的主要形式信用违约互换，在假定市场风险和违约风险线性相关的前提下，给出了标准信用违约互换和远期信用违约互换的简约定价模型。创新在于，实证分析了建立VMI模式下控制信用风险的供应链收益分配模型的实践意义，进一步增加收益分配机制的可操作性；发现违约风险是决定信用违约互换的关键变量，以销售商违约为例，利用信用违约互换模型规避供应链违约风险，供应商和销售商更易达成交易。结果表明，可以从财务角度运用信用衍生产品来防范和控制供应链违约风险。国内外供应链管理的实践证明，供应链随时都面临着违约风险的考验，经受着由于违约风险带来的危害。虽然供应链中违约风险的发生几率高、危害大，尤其是对于中国企业间信任的经验研究相对缺乏。但研究认为供应链内企业间信任及合作关系能够通过有效途径来正确把握和建立，供应链中违约风险可以采取有效措施加以识别、防范和控制。希望通过本文的研究，可以对我国供应链企业间的信任及其违约风险管理的研究有一定的推动作用，并且研究的结果可以给企业提供一定的借鉴和指导。更多还原

【Abstract】 Supply chain management is becoming a popular international business community, an advanced management mode. In recent years, the unexpected events and inter-enterprise supply chain event of an increase in credit and other factors, especially in the rapid development of China’s market economy of today, inter-firm "Trust" is facing a severe test, the temptation in the economic benefits, an enterprise has become increasingly difficult to achieve "light Shigenobu Lee", made in the supply chain more and more default risk, default risk is also the harm caused by more and more serious. Therefore, the ability to correctly grasp and set up inter-firm trust and cooperative relations are inter-enterprise supply chain partners to ensure healthy development. Can the supply chain to strengthen the understanding of default risk and prevention, are related to supply chain management the key to achieve the desired results. Through this study, first of all, an increase of default risk on the supply chain effects of supply chain research, enriched by inter-firm trust in the field of research results, in view of the cultural background of Chinese enterprises, set up inter-enterprise supply chain mechanism of trust and its and cooperative. Further expand the supply chain default risk prevention and control research field, so that default risk theoretical research to achieve the system state to supplement the supply chain risk theoretical research. Secondly, help to broaden business ideas, to create trust-based inter-enterprise cooperation and the guiding framework for a competitive advantage. Provided the identification, control and guard against default risk of supply chain practices in guiding China’s enterprises in the implementation of supply chain management process of how to avoid risk, to maximize economic efficiency plays an important role, and enhance and make up a realistic and feasible.In this paper, card and system theory, based on field research, adhere to the "true, accurate, comprehensive, profound," the study of thought, along the information on the preparation and carrying out research, theory and qualitative research, empirical studies and enterprise surveys, quantitative research and empirical analysis to supplement the results of research and study of the revised route. The use of game theory, the gray system theory and stochastic analysis on the supply chain system of the default risk of the study, analysis of the supply chain into the formation of the reasons for default risk on the basis of the interpretation from the perspective of micro-generation mechanisms, from the macro-level analysis of default risk to the supply chain has a negative impact on the adoption of suppliers and vendors to establish the two dimensions of the impact of default risk assessment model; to "trust" as the starting point, from the perspective of the localization of inter-enterprise supply chain of trust mechanism and its impact on co-operation, and further identified partners of the supply chain to choose default risk, an analysis of the supply chain to share information to prevent and control the risk of default role. Finally, the new financial perspective the supply chain to prevent and control the risk of default. With a view to effective identification, measurement and the purpose to avoid the risk of default, in order to inter-enterprise supply chain and its breach of trust in the field of risk management system with the relevant theoretical research practice, to make some meaningful exploration.Described in detail the supply chain with the basic knowledge of supply chain management, in order to study the theory of this article set the stage. Qualitative analysis of the supply chain the formation of the reasons for default risk and default risk on the supply chain impacts; to the dual structure of the supply chain (supplier - seller) for the study, based on the ordering process are Stackelberg game, respectively, on the breach of contract and supplier breach of contract vendors both cases, quantitative analysis of default risk on the supply chain impact. Innovation lies in the fact that suppliers to increase the probability of default would lead to optimal vendor order quantity and sales, suppliers and the supply chain to reduce the optimal profit, etc.; vendors to increase the probability of default will result in optimal supplier pricing increase, etc., and case studies were carried out; set up supply and marketing relationship satisfaction model. Analysis shows that, as the two sides do not trust and are not satisfied with the existence of default risk reduces the partnership and supply chain stability.Suitable for Chinese enterprises into local culture of trust dimensions, Chinese enterprises fit into the local culture of trust dimensions, in the antecedent of trust and mechanisms based on research to explore the inter-enterprise supply chain mechanism of trust, trust to extract the impact of the independent variables and control variables; characteristics from the supplier and business relationships with suppliers of both the characteristics of each independent variable on the relationship and trust analysis; through trust and cooperation between enterprises in the relationship between the evolution process, as well as the control variable of its own business characteristics and inter-firm trust and cooperation to study the supply chain co-operation between enterprises of the impact of trust; verified Chinese enterprises to local culture of trust and cooperation of the variables measured. Innovation lies in the fact that the trust is divided into "calculated trust" and "relational trust" two dimensions; the characteristics of the enterprises themselves in order to control the introduction of variables in the model so that inter-firm trust in the emergence of a more perfect mechanism; and cooperation between enterprises classified as "cooperative computing" and "cooperative relationship", calculating the type of trust relationship between the type of co-operation for the direct impact of a significant negative relationship between the trust if the calculation can be translated into relational trust or cooperative computing, will be able to promote cooperative relations. The results show that enterprises in the supplier selection and manner of cooperation between enterprises must take into account the question of trust. Variable measurement results validate the trust and cooperation of Chinese enterprises fit into local culture of a reasonable classification. The trust as an intermediary variable, according to calculations by the assumption that the establishment of inspection.Analysis of partnership benefits at the same time it also brings the risk of default; reviewed the impact of partner selection factors, in order to effectively identify and guard against default risk, the impact of proposed partner selection an important factor in the supply chain on evaluation of partner selection process, analysis of the existing supply chain partners the advantages and disadvantages of options. Innovation lies in the fact that in view of the research system of the characteristics of gray, using gray system theory, based on breach of contract samples, set up a "breach of contract typical enterprise", give the partner of choice method of gray correlation degree. Examples show that this method can effectively identify and guard against supply chain partners of default risk.Analysis of information sharing to prevent and control the role of default risk; based on game theory to prove the realization of information sharing is the important role of incentives in the incentive mechanism, based on the design of information-sharing model and the way information-sharing incentives; analysis were enjoy the realization of the effective ways to prevent and control the risk of default supply chain, including supply chain information technology enterprises, enterprise equity control, strengthening trust and communication, etc.; In addition, for different information, need to adopt different methods of information sharing. Innovation lies in the fact that an appropriate incentives can mobilize the enterprise supply chain information-sharing initiative, and the incentive effect of the degree of realization of the social impact of the speed of information dissemination, given an effective means of information-sharing incentives. The results show that given the focus of equity partners is an information-sharing control of the effective ways.Analysis of supplier-managed inventory (VMI) model of credit risk management, based on the financial point of view, as the main instrument of credit risk management of credit derivatives provide a theoretical basis for analysis; to credit derivatives business letter quality instrument warehouse receipts, are new and very practical value of the VMI credit risk management tools; qualitative analysis of the warehouse receipt letter to the operation of the changes brought about VMI and VMI warehouse receipts operation of the quality of the pricing principle letter, the credit risk embedded in the control model of the loans, set up under the VMI model to consider the credit risk of supply chain revenue distribution mechanism; introduce credit derivatives in the main form of credit default swaps, in the assumption that market risk and default risk under the premise of linear correlation, give a standard credit default swap credit default swaps and long-term pricing of the simple model. Innovation lies in the fact that empirical analysis has been set up under the control of VMI models of credit risk distribution model for supply chain gains practical significance, a further increase in income distribution mechanism operable; found the risk of default are credit default swaps decide the key variables in order to breach of contract vendors For example, the use of credit default swaps to avoid supply chain model of default risk, supplier and marketer of more deals. The results showed that from a financial point of view the use of credit derivatives to prevent and control the supply chain default risk.Domestic and international supply chain management practice has proved that the supply chain at any time are faced with the default risk of the test, as a result of experiencing the harmful effects of the default risk. Although the supply chain, the risk of default probability of the occurrence of high hazard, especially for Chinese enterprises of trust between the relative lack of empirical research. However, studies suggest that the supply chain of inter-firm relationship of trust and cooperation through an effective way to be able to correctly grasp and set up, default risk in the supply chain can take effective measures to identify, prevent and control. Hope that through this study can be inter-enterprise supply chain in China’s trust and its breach of contract risk management research has a certain role in promoting, and the results of the study can provide some reference and guidance.更多还原