我国商业银行信贷博弈分析

发布时间：2018-05-17 00:11

本文选题：商业银行 + 信贷　；参考：《首都经济贸易大学》2012年硕士论文

【摘要】：随着我国经济的快速增长，我国各领域的增长也取得了长足的进步。金融业的发展更是日趋迅猛，其中，商业银行发挥了举足轻重的作用。但由于历史或其他因素的原因，，我国商业银行存在大量的不良资产，严重阻碍了商业银行的发展。可见，合理防范信贷风险已经成为了摆在在我国商业银行面前的问题。在激烈的市场竞争中，商业银行更加需要增强自身的信贷管理水平，减少不良资产的发生，把握好贷款发放的关键一环，才能增强实力，在市场中占有一席之地。本文首先从信息不对称角度总结了以前学者关于信贷配给的理论和研究成果。之后，分析了我国商业银行和信贷的发展和现状，总结了信贷理论和博弈理论。接下来，运用博弈论的信息对称和信息不对称下的静态和动态理论，分析了我国商业银行和金融机构之间的信贷关系，声誉在其中的重要作用，得出如何使信贷博弈重复进行的解。又分析了商业银行和高违约借款者的信贷关系，得出银行可以用抵押品和打官司等手段减少违约的发生。
[Abstract]:With the rapid growth of China's economy, China's growth in various fields has also made considerable progress. The development of the financial industry is increasingly swift and violent, among which, the commercial bank has played a pivotal role. However, due to historical or other factors, there are a large number of non-performing assets in commercial banks in China, which seriously hinder the development of commercial banks. It can be seen that reasonable prevention of credit risk has become a problem in front of commercial banks in China. In the fierce market competition, commercial banks need to enhance their credit management level, reduce the occurrence of non-performing assets, grasp the key link of loan issuance, in order to enhance their strength and occupy a place in the market. This paper first summarizes the previous theories and research results of credit rationing from the point of information asymmetry. Then, the development and present situation of commercial banks and credit in China are analyzed, and the credit theory and game theory are summarized. Then, using the static and dynamic theory of information symmetry and information asymmetry of game theory, this paper analyzes the credit relationship between commercial banks and financial institutions in China, and the important role of reputation in it. The solution of how to make credit game repeated. After analyzing the credit relationship between commercial banks and high default borrowers, it is concluded that banks can use collateral and litigation to reduce the occurrence of default.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4

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