Research on Operational Risk Warning for Online Supply Chain Finance Based on Multi-Agent

DOI: 10.5176/2251-2039_IE16.28

Authors: Chenrui Zhang and Liguo Zhou

Abstract: Drawing on the complex system theory, an operational risk warning model is built that aims to supervise the potential operational risks by using the Agent technology. Based on the system theory, the authors build a Multi-Agent System (MAS) model by using the Agent technology. Using the simulation method to test the adaptability and effectiveness of the model based on a numerical study. The simulation results show that the model could effectively warns the operational risks. And the past successful financing histories of Small and Medium Enterprises (SMEs) could not only help them to decrease the financing cost, but also cut the managing cost of the bank. Instead, the frauds could harm both parties.

Keywords: Online Supply Chain Finance; Operational Risk; Multi-Agent; Key Risk Indicators; Risk Warning