伴随着经济全球化进程的加快,我国企业面临着越来越严峻的市场竞争形势,从而

不可避免的面临着诸多风险,因而提升企业对风险管理的认知水平和风险管理的能力已

势在必行。本文在对风险管理理论、熵与耗散结构理论、系统动力学等相关文献进行梳

理与分析的基础上,首先,将企业内生性风险界定为企业内部组织要素匹配过程中的不

确定性,并以企业内生性风险发生的概率和影响程度为维度将企业内生性风险区分为核

心风险、细化风险、边缘风险三种类型。其次,从动态的视角梳理出企业内生性风险存

在的五种动态演化模式,分别为:增补、厚化、滑行、简化和删减,为认识企业内生性

风险提供了一个新的视角。再次,以熵和耗散结构理论为基础,从“物质能量守恒”的

角度对企业内生性风险关联集合演化机理进行了分析,提出了企业内生性风险关联集合

演化路径选择是由系统内外多种因素的综合影响导致系统熵变所致的观点。最后,以系

统动力学为基础运用Vensim PLE系统动力学仿真软件构建起了企业内生性风险关联集

合系统的因果图和系统流图,并分别在反馈回路关闭与开启的条件下进行了系统模拟,

仿真结果验证了本文所建立的企业内生性风险关联集合系统动力学模型与本文所构建

的企业内生性风险演化机理模型的一致性,并检验了不同企业风险敏感性对企业内生性

风险关联集合演化过程的影响,得出在系统外部输入摘变固定的情况下,企业风险敏感

性系数较小的方案会导致系统熵变量更大,活跃熵值增加更快,系统崩溃与重构的频率

更快,固定熵值增加的也更快的结论。

关键词:风险管理;演化模式;机理分析;熵与耗散结构;仿真

Abstract

With the accelerated process of economic globalization, China's enterprises are facing

increasingly tough market competition, thus,inevitably, faced with many risks. So, improving

enterprise's level of awareness of risk management and risk management capability is

imperative. Firstly,based on the risk management theory, entropy and dissipative structure

theory and system dynamics, the enterprise endogenous risk is defined as the uncertainty in

the process of enterprise internal organizational elements matching. Based on the probability

and impact of enterprise endogenous risk, the enterprise endogenous risk is divided into three

types, named key risk, refined risk and edge risk. Secondly, the endogenous risk, from a

dynamic perspective, is to tease out the five dynamic evolution models, namely: addition,

thicken, glide,simplify and cut, so as to provide a new angle of recognizing the endogenous

risk. Thirdly, based on the entropy and dissipative structure theory, the mechanism of

evolution of risk collection, from the conservation of matter and energy perspective,is

analyzed. And we propose a view,the change of system entropy, caused by the combined

effects of many factors,inside and outside the system, leads to the selection of the

evolutionary path of the risk collection. Finally, based on the system dynamics, using Vensim

PLE,the simulating software of system dynamics, the causal diagrams and system flow

diagram of risk collection system are build. And system simulations are carried out under the

conditions of feedback loop closed and open. The simulation results verify the consistency of

system dynamics model of risk collection and the model of risk evolution mechanism. And

examine tiie impact of different levels of risk-sensitive to evolutionary process of risk

collection. And draws the following conclusions, under the condition of fixed external

entropy input, the program, with smaller enterprise risk sensitivity coefficient,will lead to

greater entropy change, faster active entropy increase, system crashes and reconstruction

frequency and fixed entropy increase.

Key words: risk management; the model of evolution; mechanism analysis; entropy and

dissipative structure; simulation