技术专利融资信用风险动态迁移过程和系统分担结构研究

项目名称： 技术专利融资信用风险动态迁移过程和系统分担结构研究

项目编号： No.71202103

项目类型： 青年科学基金项目

立项/批准年度： 2013

项目学科： 工商管理

项目作者： 夏轶群

作者单位： 上海应用技术学院

项目金额： 21万元

中文摘要： 本项目以复杂系统的科学思维和科学方法，从信用风险的产生机理，风险的动态迁移过程、风险的系统性分担关系及其协调策略三个问题层面，对结构性技术专利融资信用风险支持体系构建研究领域亟待解析的重要科学问题逐层深入地进行研究。借助统计计量、动态规划等方法，从专利资产组合形式、信用风险结构性特征、信用风险动态传染关系及其与信用违约的相关性等方面，解析信用风险产生机理，进而借助随机过程及其优化等模型工具，探讨信用增级过程和融资参与过程的信用风险动态迁移过程模型以及过程结构的优化设计。在此基础上，结合中国情境参数，借助智能模式识别建模与仿真等工具，研究中国技术专利融资信用风险系统性分担结构的优化设计、融资参与机构之间风险协调策略，以及相应的激励和约束政策。本项目的研究将为中国结构性技术专利融资信用风险预测、协调、监管提供有价值的策略依据，并为相应信用支持体系构建的学术理论和科学实践提供有价值的研究参考。

中文关键词： 科技知识产权；技术专利融资；信用风险；风险评价；风险结构

英文摘要： Based on scientific thinking and scientific methodology of complex systems, this project resolves the urgent and important scientific problems in the research field of building the credit risk support system for structural technology patents financing. Scientific problems in three levels, which include the generation mechanism of credit risk, the dynamic migration process of credit risk, the systemic risk-sharing relationships and corresponding coordination strategy, will be researched gradually and deeply. With the tools of statistics, econometrics and dynamic programming, the research in the generation mechanism of credit risk will supported by analyzing the following problems: the forms of the patent portfolio, the structural characteristics of credit risk, the dynamics infection of credit risk and the correlation between the degree of infection and credit default, etc. And then, with stochastic processes models and optimization tools, the dynamic migration process models of credit risk in the credit enhancement process and the financing process will be explored, as well as the optimal design of the structure about these processes. On this basis, combined with situational parameters of China, with the intelligent pattern recognition modeling and simulation tools, the optimal design for systematic sharing stru

英文关键词： Sci-tech intellectual property；Technology patent financing；Credit risk；Risk evaluation；Credit structure