中小企业信用担保体系利益与风险分担研究

发布时间：2018-01-05 10:42

本文关键词：中小企业信用担保体系利益与风险分担研究　出处：《天津大学》2014年硕士论文　论文类型：学位论文

【摘要】：在中小企业解决融资难问题过程,信用担保机构发挥了促进作用,但由于我国着手建立中小企业信用担保体系的时间较晚,缺乏一定的建设经验,在担保体系的发展过程中出现了很多的问题,影响了担保体系的稳定性和长远的发展。对于信用担保行业本身来说,我国的信用担保体系存在着严重的风险和收益不对称的问题,在担保过程中产生的风险在很大程度上由信用担保机构本身承担,因此研究我国信用担保体系参与主体的利益来源、利益矛盾和合理的风险分担机制,具有很强的社会意义和现实意义。本文基于中小企业信用担保体系参与主体的职责和各自的利益来源以及相互之间的利益矛盾展开分析,并且采用不完全信息静态博弈的方式研究中小企业和担保机构之间的行为选择,采用不完全信息动态博弈的方法研究了中小企业、银行和担保机构在不同利益目标下的行为选择,采用讨价还价模型研究了担保机构、再担保机构和银行的风险分担问题。本文的结论有以下几点:第一,各个参与主体的利益目标并不完全一致,各个主体在各自的利益追求下开展业务运作。第二,中小企业守约与否受到以下几个因素的影响:中小企业守约时可能获得的社会收益、中小企业贷款的金额的大小和企业选择失信后获得的惩罚的大小;对于担保机构而言,影响担保机构选择是否向中小企业提供担保的因素有企业选择遵守合约的约定的概率、担保的费率以及在中小企业失信的情况下担保机构需要赔偿的资金数额;银行对企业风险类型的判断会影响银行的放贷行为。第三运用讨价还价模型对担保机构、再担保机构和银行三者的风险分担的研究发现,担保的风险分担比例与担保机构、再担保机构和银行的消耗系数相关。消耗系数是时间的成本,反应了各个主体的忍耐的程度。在实际的工作中应从加强担保项目的风险防控、提升担保从业人员的素质和建立合理的风险分担机制等方面促进中小企业信用担保体系的发展。
[Abstract]:In the process of solving the financing difficulties of SMEs, the credit guarantee institutions have played a promoting role, but because of the late time to establish the SME credit guarantee system in China, there is a lack of construction experience. In the process of the development of the guarantee system, there are many problems, which affect the stability and long-term development of the guarantee system. The credit guarantee system of our country has the serious risk and the income asymmetry question, the risk which produces in the guarantee process is borne by the credit guarantee organization itself to a great extent. Therefore, this paper studies the interest source, interest contradiction and reasonable risk-sharing mechanism of the participants in the credit guarantee system of our country. It is of great social and practical significance. This paper analyzes the responsibility of the participants of the SME credit guarantee system, their respective sources of interest and the conflicts of interests between them. And use incomplete information static game method to study the behavior choice between SMEs and guarantee agencies, and use incomplete information dynamic game method to study small and medium-sized enterprises. The behavior choice of the bank and the guarantee institution under the different benefit target, used the bargaining model to study the risk sharing problem of the guarantee institution, the reguarantee institution and the bank. The conclusion of this paper is as follows: first. The interests of the participants are not exactly the same, each subject in the pursuit of their own interests to carry out business operations. Second. The small and medium-sized enterprises' compliance is affected by the following factors: the social benefits that the small and medium-sized enterprises may get when they keep the contract, the size of the loan amount of the small and medium-sized enterprises and the size of the punishment obtained after the enterprises choose to break their promises; For the guarantee agency, the factors that affect whether the guarantee agency chooses to provide security to SMEs are the probability of the firm choosing to comply with the contract. The rate of the guarantee and the amount of funds required by the sponsoring institution in the event of a breach of trust by the SME; The judgment of the risk type of the bank will affect the bank's lending behavior. Third, the research of risk sharing among the guarantee institution, the guarantee institution and the bank is found by the bargaining model. The risk-sharing ratio of the guarantee is related to the consumption coefficient of the guarantee institution, the re-guarantee institution and the bank. The consumption coefficient is the cost of time. Reflect the degree of tolerance of the various entities. In practical work, we should strengthen the risk prevention and control of the guarantee project. Improving the quality of guarantee workers and establishing reasonable risk sharing mechanism to promote the development of SMEs credit guarantee system.
【学位授予单位】：天津大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.3

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