信息化水平对银行资金链牛鞭效应影响的仿真分析

Simulation Analysis of the Influence of Informationization Level on Bullwhip Effect in Bank Funds Chain

通过构建有无信息反馈机制的银行资金存流量系统动力模型,对比分析了信息及时性、充分性和完备性对银行资金链“牛鞭效应”的影响。主要结论如下:1) 信息获取越及时,信息量越充分,信息移动平均期越长,越有利于降低“牛鞭效应”;从整体看,信息及时性的作用显著高于信息充分性的影响。2) 资金需求比库存资金的波动更小,提高信息及时性和充分性的交互作用对需求波动的弱化效果更为显著,将大大降低各级网点和整个银行资金体系的“牛鞭效应”。3) 提高银行资金链上某一环节的信息完备性会显著降低该环节的“牛鞭效应”,对下游无影响,有可能造成上游环节“牛鞭效应”的扩大,但依然有助于从整体上降低银行资金系统的“牛鞭效应”。

By constructing a dynamic model of the bank funds chain system with or without information feed-back mechanism, the effects of timeliness, adequacy and completeness of information on inventory levels and demand are compared and analyzed. The main conclusions are as follows: 1) The more timely or adequate the information in each link of the bank funds chain, the more beneficial it is to reduce the “bullwhip effect”;and the effect of information timeliness is significantly higher than adequacy. 2) The fluctuation of demand is smaller than fund inventory, and the interaction between them has a more significant weakening effect on demand fluctuations, which will greatly reduce the “bullwhip effect” in all links and the entire bank fund chain. 3) Improving the completeness of in-formation will significantly reduce the “bullwhip effect” of that link, not affect the downstream, may increase the “bullwhip effect” of the upstream, but will still help reduce the “bullwhip effect” of the bank fund chain as a whole.