CAJ | 학술논문

为了分析因果传染和违约传染对供应链违约风险的影响，在强度模型的基础上引入违约相关因素，构建供应链违约风险传染度量模型。通过比较两级和三级供应链情形下成员企业的违约概率变化可以发现，一个成员企业违约会通过传染的方式引起关联企业违约强度的正向跳跃。违约概率的关联系数可以为供应链成员企业控制合作伙伴风险提供依据。
위료분석인과전염화위약전염대공응련위약풍험적영향，재강도모형적기출상인입위약상관인소，구건공응련위약풍험전염도량모형。통과비교량급화삼급공응련정형하성원기업적위약개솔변화가이발현，일개성원기업위약회통과전염적방식인기관련기업위약강도적정향도약。위약개솔적관련계수가이위공응련성원기업공제합작화반풍험제공의거。
In order to analyze how the causal contagion and default contagion influences the supply chain default risk,this paper set up a supply chain default risk contagion model by adding the factor of default correlation into intensity model.The members’default probability change in the two-level and three-level supply chain shows one member’s default will cause a forward leap on other related members’default intensity by contagion.Incidence coefficients of default probability can be a reference to control the partners’risk for members in the supply chain.