银行责任延伸信贷资金循环系统的运转与传导利率作用机制研究

发布时间：2018-01-22 23:44

本文关键词： 博弈银行责任延伸价值增值传导利率协调机制决策模型　出处：《运筹与管理》2014年05期 　论文类型：期刊论文

【摘要】：履行延伸责任是银行承担社会责任的一个重要表现,是解决地区信贷资金支持不足的关键性问题。本文在信贷资金循环系统中分析了银行是否履行延伸责任对系统收益的影响。构建了集成化决策和分散化决策的六种不同的决策环境模型,给出了最优决策,评价了六种模型产生的社会效益和经济效益。引入了利率传导机制,讨论了信贷资金循环系统中集成化决策和分散化决策中利率在引导参与方履行延伸责任的作用,分析了信贷资金循环系统利益的协调实现条件。研究结果表明:在信贷资金循环系统六种决策环境下,履行延伸责任的社会效益和经济效益优于不履行延伸责任的;银行履行延伸责任的优于非银行贷款投放人履行延伸责任;集成化决策环境履行延伸责任的系统收益最好。同时,通过传导利率实现博弈各方利益协调和参与人经济效益的帕累托改进。
[Abstract]:To fulfill the extended responsibility is an important manifestation of the social responsibility of the bank. It is a key problem to solve the problem of insufficient support for regional credit funds. This paper analyzes the influence of whether banks fulfill their extended responsibilities on the system income in the circulatory system of credit funds. The sixth part of integrated and decentralized decision making is constructed. Different decision environment models. The optimal decision is given, the social and economic benefits of the six models are evaluated, and the interest rate transmission mechanism is introduced. This paper discusses the role of interest rate in guiding the participants to fulfill the extended responsibility in the integrated and decentralized decision-making in the credit fund circulatory system. This paper analyzes the conditions for the coordination of the interests of the circulation system of credit funds. The research results show that: in the six kinds of decision-making environment of the circulation system of credit funds. Performing the social and economic benefits of the extended responsibility is superior to not performing the extended responsibility; The bank performs the extended responsibility better than the non-bank loan projector to perform the extended responsibility; The system income of the integrated decision-making environment is the best to fulfill the extended responsibility. At the same time, the Pareto improvement of the benefit coordination of the game parties and the economic benefits of the participants is realized through the conduction interest rate.
【作者单位】：南京航天航空大学经济与管理学院;宁波鄞州农村合作银行;
【基金】：国家社会科学基金(10BGL010) 教育部高校博士点基金(20113218110024)
【分类号】：F224;F830.5
【正文快照】： 0引言银行作为社会企业,需要履行社会责任[1~3]。银行要履行的社会责任之一就是通过信贷投放的手段服务本地客户,这就是本文所指的银行责任延伸。银行责任延伸(Extended Bank Responsibility,EBR)是将本地区筹集的资金还投入到本地区,支持地区经济的发展,而不是将稀缺的资金使

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