基于DEA模型和博弈论的商业银行小微信贷业务研究

发布时间：2018-07-04 06:48

本文选题：商业银行 + 小微信贷业务　；参考：《天津大学》2014年硕士论文

【摘要】：2011年6月,我国颁布《中小企业划型标准规定》,对中小企业进行了具体划分,明确表明国家的金融服务重心将向小微企业倾斜,并发布文件进一步指导和鼓励金融机构开展针对小微企业的信贷业务。小微企业在我国经济社会发展中发挥了重要作用,但是长期面临严重的融资困境。商业银行信贷是小微企业的主要融资渠道,而商业银行开展小微信贷业务可以帮助商业银行摆脱目前因“金融脱媒”和“利率市场化”带来的利差收窄的困境,扩大商业银行的收益,实现小微企业和商业银行双赢。本研究分析了我国目前主要商业银行开展的小微信贷业务情况,基于DEA效率模型和博弈论分析结果,对我国商业银行开展小微信贷业务提出针对性建议。本文共分为五部分,第一部分介绍了研究背景、意义,国内外相关方面研究成果,提出本文的主要研究方法和内容,总结创新点。第二部分对小微企业概念进行界定,并且介绍了理论分析工具:DEA效率模型和博弈论。第三部分总结了目前我国主要商业银行开展小微信贷业务的情况,着重分析了较为成功的民生银行“商贷通”业务。第四、五、六部分通过DEA效率模型对“信贷工厂”模式进行实证分析,并且构建了联合担保动态博弈模型,提出我国商业银行开展小微信贷业务需要努力做到以下几点:提高对小微企业发展的认识、加强小微企业征信系统的建立和完善、建立专营机构服务小微企业、建立独立的审批机制、依托集群授信防控信贷风险。这样可以进一步提升我国商业银行小微信贷业务规模和水平,支持小微企业做大做强,同时实现我国金融业的发展,提高经济社会发展水平。
[Abstract]:In June 2011, our country promulgated the Standard provisions for small and Medium-sized Enterprises (SMEs), which specifically divided small and medium-sized enterprises, and clearly indicated that the focus of national financial services will be tilted towards small and micro enterprises. And release documents to further guide and encourage financial institutions to develop small and micro-enterprise credit business. Small and micro enterprises play an important role in the economic and social development of our country, but they face serious financing difficulties for a long time. Commercial bank credit is the main financing channel for small and micro enterprises, and commercial banks can help commercial banks to get rid of the current "financial disintermediation" and "interest rate marketization" brought about by the narrow spread of interest. Enlarge the profit of commercial bank, realize small and micro enterprise and commercial bank win-win. Based on DEA efficiency model and the result of game theory, the paper puts forward some suggestions for the development of small and micro credit business in China's commercial banks. This paper is divided into five parts. The first part introduces the research background, significance, related research results at home and abroad, puts forward the main research methods and contents of this paper, summarizes the innovation points. The second part defines the concept of small and micro enterprises, and introduces the theoretical analysis tool: DEA efficiency model and game theory. The third part summarizes the situation that the main commercial banks of our country carry out the small and micro credit business at present, and emphatically analyzes the more successful "commercial loan" business of the Minsheng Bank. The fourth, fifth and sixth parts make empirical analysis on the "credit factory" model through DEA efficiency model, and construct the dynamic game model of joint guarantee. It is pointed out that the commercial banks of our country should make great efforts to do the following things: to improve the understanding of the development of small and micro enterprises, to strengthen the establishment and improvement of the credit information system of small and micro enterprises, and to set up specialized institutions to serve small and micro enterprises. Establish an independent examination and approval mechanism, relying on the cluster credit prevention and control of credit risk. In this way, we can further enhance the scale and level of the small and micro credit business of our commercial banks, support the small and micro enterprises to become bigger and stronger, at the same time realize the development of our financial industry and raise the level of economic and social development.
【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】：F832.4

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