中小企业信用担保中银保利益关系研究
发布时间：2018-11-06 13:16
【摘要】：中小企业在日趋发展的国民经济中有着举足轻重的地位和作用,但是中小企业都是小资产规模经济,且都具有信息不对称及企业外部风险防范和内部风险控制机制不健全等方面的特点,这些直接导致了银行与中小企业合作困难。在20世纪初开始,我国逐渐重视中小企业发展并积极探索支持其发展的金融融资途径,同时不遗余力构建中小企业信用担保体系,通过信用担保公司介入搭建与银行的信任之桥,希望使得中小企业成功获取银行贷款的渠道更畅通顺利。但是在实际中,银行与担保机构之间总是处于不对等关系中,银行获取大部分利益而担保机构承担大部分甚至于全部的风险。长此以往,这种不对等关系会磨灭信用担保机构发展业务的主动性,担保机构的担保职能无法有效发挥,其生存也会受到威胁。因此,在银保之间建立“风险共担、利益共享”的平等合作关系尤为重要,了解其利益分配关系、风险分担比例会是缓解中小企业融资困难和完善中小企业信用担保体系的关键。基于此,本文希望通过分析合作银行与担保机构之间利益关系,求解银保之间担保风险的合理分担比例帮助担保机构分散风险,激励担保机构发展,实现我国中小企业信用担保业的可持续发展。本文通过从信息经济学视角出发,讨论信息不对称在金融市场中的问题和由其所导致的逆向选择及所产生的道德风险,通过构建模型阐述信息不对称与信贷配给之间理论关系,解释逆向选择和道德风险是如何导致信贷配给产生;通过研究影响银保合作中利益关系的两类指标,分析阻碍银保合作的因素;然后尝试建立合作银行与中小企业信用担保机构两方合作博弈模型,运用Shapley值法求解合理风险分担比例,进而为中小企业信用担保贷款融资体系形成并可持续发展提供理论和实践支持。主要贡献在于:一方面,从信息经济学视角分析了银行与担保机构风险形成原因,并提出应建立银行与担保机构的内、外部协作机制,来实现我国中小企业信用担保的风险内、外部分散目标;另一方面,在创新视角下运用Shapley值分析得出银行与担保机构合作的风险分担比例,提出基于可持续性合作下银行与担保机构的合作方式。不仅将发展和完善中小企业信用担保风险理论,而且对于提升我国中小企业信用担保业在担保实践中的风险防御能力,加快推进我国中小企业信用担保业的科学化发展进程,实现我国中小企业信用担保业的可持续发展,具有非常重要的理论指导与现实意义。
[Abstract]:Small and medium-sized enterprises play an important role in the growing national economy, but small and medium-sized enterprises are all small assets economies of scale. All of them have the characteristics of asymmetric information and imperfect external risk prevention and internal risk control mechanism, which directly lead to the difficulty of cooperation between banks and SMEs. Since the beginning of the 20th century, China has gradually attached importance to the development of small and medium-sized enterprises and actively explored financial financing ways to support their development, while sparing no effort to build a credit guarantee system for small and medium-sized enterprises. Through the credit guarantee company intervention to build the bridge of trust with the bank, it is hoped that the channel of obtaining bank loan will be more smooth and smooth for small and medium-sized enterprises. In practice, however, there is always an unequal relationship between the bank and the guarantee agency, in which the bank obtains most of the benefits and the guarantee institution bears most or all of the risks. In the long run, this kind of non-reciprocal relationship will extinguish the initiative of the credit guarantee institutions to develop their business, and the guarantee function of the guarantee agencies will not be effectively brought into play, and their survival will also be threatened. Therefore, it is particularly important to establish an equal and cooperative relationship between banks and insurers of "risk-sharing and benefit-sharing". The risk-sharing ratio will be the key to alleviate the financing difficulties of SMEs and improve the credit guarantee system of SMEs. Based on this, this paper hopes that by analyzing the relationship between cooperative bank and guarantee institution, we can solve the reasonable proportion of guarantee risk between bank and insurance to help guarantee organization disperse risk and encourage the development of guarantee institution. To realize the sustainable development of credit guarantee industry of small and medium-sized enterprises in China. From the perspective of information economics, this paper discusses the problem of information asymmetry in financial market, the adverse selection caused by it and the moral hazard caused by it, and expounds the theoretical relationship between information asymmetry and credit rationing by constructing a model. Explain how adverse selection and moral hazard lead to credit rationing; By studying the two kinds of indexes which affect the benefit relationship in the bancassurance cooperation, the paper analyzes the factors that hinder the bancassurance cooperation. Then we try to establish the cooperative game model between cooperative bank and SME credit guarantee organization, and use Shapley value method to solve the reasonable risk sharing ratio. Then it provides theoretical and practical support for the formation and sustainable development of credit guarantee loan financing system for SMEs. The main contributions are as follows: on the one hand, from the perspective of information economics, this paper analyzes the causes of the risk formation of banks and guarantee institutions, and puts forward that the internal and external cooperative mechanism between banks and guarantee institutions should be established to realize the risk of credit guarantee of SMEs in China. External decentralized objectives; On the other hand, from the perspective of innovation, the risk sharing ratio between banks and guarantee institutions is obtained by using Shapley value analysis, and the cooperation mode between banks and guarantee institutions based on sustainable cooperation is put forward. It will not only develop and perfect the theory of credit guarantee risk of small and medium-sized enterprises, but also promote the risk defense ability of credit guarantee industry of small and medium-sized enterprises in our country, and accelerate the scientific development process of credit guarantee industry of small and medium-sized enterprises in our country. It is of great theoretical and practical significance to realize the sustainable development of credit guarantee industry of small and medium-sized enterprises in China.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4
本文编号：2314386
[Abstract]:Small and medium-sized enterprises play an important role in the growing national economy, but small and medium-sized enterprises are all small assets economies of scale. All of them have the characteristics of asymmetric information and imperfect external risk prevention and internal risk control mechanism, which directly lead to the difficulty of cooperation between banks and SMEs. Since the beginning of the 20th century, China has gradually attached importance to the development of small and medium-sized enterprises and actively explored financial financing ways to support their development, while sparing no effort to build a credit guarantee system for small and medium-sized enterprises. Through the credit guarantee company intervention to build the bridge of trust with the bank, it is hoped that the channel of obtaining bank loan will be more smooth and smooth for small and medium-sized enterprises. In practice, however, there is always an unequal relationship between the bank and the guarantee agency, in which the bank obtains most of the benefits and the guarantee institution bears most or all of the risks. In the long run, this kind of non-reciprocal relationship will extinguish the initiative of the credit guarantee institutions to develop their business, and the guarantee function of the guarantee agencies will not be effectively brought into play, and their survival will also be threatened. Therefore, it is particularly important to establish an equal and cooperative relationship between banks and insurers of "risk-sharing and benefit-sharing". The risk-sharing ratio will be the key to alleviate the financing difficulties of SMEs and improve the credit guarantee system of SMEs. Based on this, this paper hopes that by analyzing the relationship between cooperative bank and guarantee institution, we can solve the reasonable proportion of guarantee risk between bank and insurance to help guarantee organization disperse risk and encourage the development of guarantee institution. To realize the sustainable development of credit guarantee industry of small and medium-sized enterprises in China. From the perspective of information economics, this paper discusses the problem of information asymmetry in financial market, the adverse selection caused by it and the moral hazard caused by it, and expounds the theoretical relationship between information asymmetry and credit rationing by constructing a model. Explain how adverse selection and moral hazard lead to credit rationing; By studying the two kinds of indexes which affect the benefit relationship in the bancassurance cooperation, the paper analyzes the factors that hinder the bancassurance cooperation. Then we try to establish the cooperative game model between cooperative bank and SME credit guarantee organization, and use Shapley value method to solve the reasonable risk sharing ratio. Then it provides theoretical and practical support for the formation and sustainable development of credit guarantee loan financing system for SMEs. The main contributions are as follows: on the one hand, from the perspective of information economics, this paper analyzes the causes of the risk formation of banks and guarantee institutions, and puts forward that the internal and external cooperative mechanism between banks and guarantee institutions should be established to realize the risk of credit guarantee of SMEs in China. External decentralized objectives; On the other hand, from the perspective of innovation, the risk sharing ratio between banks and guarantee institutions is obtained by using Shapley value analysis, and the cooperation mode between banks and guarantee institutions based on sustainable cooperation is put forward. It will not only develop and perfect the theory of credit guarantee risk of small and medium-sized enterprises, but also promote the risk defense ability of credit guarantee industry of small and medium-sized enterprises in our country, and accelerate the scientific development process of credit guarantee industry of small and medium-sized enterprises in our country. It is of great theoretical and practical significance to realize the sustainable development of credit guarantee industry of small and medium-sized enterprises in China.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4
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