基于博弈分析的商业银行中小企业信贷问题研究

发布时间：2018-06-16 23:59

本文选题：中小企业融资 + 交易成本　；参考：《南京大学》2013年硕士论文

【摘要】：近年来,中小企业在我国经济发展中的地位越发重要,其生存现状得到了空前的关注。国际经济形势的风云变幻和国内经济转型改革的不断推进使得中小企业面临前所未有的机遇与挑战,为促进中小企业发展,国家出台多项措施,从财政倾斜、税收优惠到政策法规的保障,管理机构的完善等,但是一直困扰中小企业发展的融资难题却依然存在,且有愈演愈烈之势。相对于大企业而言,中小企业的融资方式单一,以间接融资为主且大量依赖银行贷款。但商业银行对待中小企业信贷业务的态度却十分谨慎,“惜贷”现象十分普遍。本文选择以商业银行的视角考察中小企业的信贷融资问题,也正是看中商业银行在中小企业信贷融资中的重要地位。目前针对中小企业信贷融资的研究涉及商业银行层面的不多,而将商业银行和中小企业的信贷行为作为互动过程的研究又大多停留在理论分析的层面,量化分析较少。本文利用模拟仿真的手段对银企信贷互动过程进行了量化实验,试图找到制约商业银行中小企业信贷业务发展的关键因素,为破解中小企业的融资难题提供有益思路。本文通过对我国商业银行中小企业信贷现状的分析和国外开展中小企业信贷业务有益经验的借鉴,认为业务的交易成本过高和潜在的损失风险较大是商业银行不愿进行中小企业信贷业务的主要原因。在一定的假设条件下抽象出商业银行中小企业信贷的静态博弈基本模型,并将交易成本和担保收益作为变量引入模型,分别得到交易成本模型和担保收益模型,利用MatLab对模型进行模拟仿真实验,得到结论：(1)随着银行贷款业务的交易成本降低,其对中小企业要求的贷款抵押率下降,银行更易做出贷款决策的同时中小企业更易得到贷款,银企良性互动增加。(2)增加企业违约后的银行担保收益,可以使银行对中小企业的贷款抵押率以及抵押物回收系数的要求降低,银行和中小企业更易形成合作,有利于中小企业信贷业务的发展。根据得到的结论,本文提出了促进我国商业银行中小企业信贷发展的若干对策建议。
[Abstract]:In recent years, the status of small and medium-sized enterprises (SMEs) has become more and more important in China's economic development. The changing international economic situation and the continuous promotion of domestic economic transformation and reform make small and medium-sized enterprises face unprecedented opportunities and challenges. In order to promote the development of small and medium-sized enterprises, the state has issued a number of measures, which are in favor of finance. Tax benefits to the protection of policies and regulations, the improvement of management institutions, but has been puzzling the development of small and medium-sized enterprises financing problems still exist, and has a growing trend. Compared with large enterprises, SMEs have a single financing mode, mainly indirect financing and rely heavily on bank loans. However, commercial banks are very cautious about the credit business of small and medium-sized enterprises, and the phenomenon of "sparing loans" is very common. This paper chooses to study the credit financing of small and medium-sized enterprises from the perspective of commercial banks, which is also the important position of commercial banks in the credit financing of small and medium-sized enterprises. At present, there are few researches on the credit financing of SMEs at the commercial bank level. However, the research on the credit behavior of commercial banks and SMEs as an interactive process mostly stays at the level of theoretical analysis, and the quantitative analysis is less. This paper makes a quantitative experiment on the interactive process of bank and enterprise credit by means of simulation and tries to find out the key factors restricting the development of the credit business of small and medium-sized enterprises in commercial banks and to provide useful ideas for solving the financing problems of small and medium-sized enterprises. Based on the analysis of the credit situation of SMEs in commercial banks in China and the beneficial experience of developing SME credit business in foreign countries, It is considered that the high transaction cost and high potential loss risk are the main reasons why commercial banks are unwilling to carry out SME credit business. The static game model of SME credit in commercial banks is abstracted under certain assumptions, and the transaction cost model and guaranteed income model are introduced as variables to obtain transaction cost model and guaranteed income model, respectively. By using MATLAB to simulate and simulate the model, we can draw a conclusion: 1) with the decrease of transaction cost of bank loan business, the loan mortgage rate required for small and medium-sized enterprises will decrease. It is easier for banks to make loan decisions and for small and medium-sized enterprises to get loans. The number of benign interactions between banks and enterprises increases. It can reduce the demand of loan mortgage rate and mortgage recovery coefficient for small and medium-sized enterprises, and make it easier for banks and small and medium-sized enterprises to form cooperation, which is conducive to the development of credit business of small and medium-sized enterprises. According to the conclusions, this paper puts forward some countermeasures and suggestions to promote the credit development of small and medium-sized enterprises in Chinese commercial banks.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4;F224.32

【参考文献】