博弈角度下银行融通仓贷款利率和质押率的研究

发布时间：2018-06-07 03:18

本文选题：博弈 + 融通仓　；参考：《浙江工业大学》2013年硕士论文

【摘要】：随着中国经济的快速发展,中小企业的数量越来越多,对国民经济的作用也日益加深,但是这些企业面临着制约他们发展的瓶颈,例如缺少人才和资金短缺,其中后者尤为严重。而传统的银行贷款业务往往需要不动产作为抵押或者拥有担保公司,这两者恰恰是中小企业所欠缺的,导致这些企业难以在传统模式下解决资金问题,因此寻找新的贷款模式显得极为重要。融通仓是一种物流和金融集成式的创新服务,物流公司利用其专业性代替银行监管质押物,由于银行可以专注于融资层面,而将不擅长的部分工作外包给物流公司,因此银行愿意接受动产作为质押物。对于企业来说,则可以同时享受专业的金融服务和物流服务。传统的研究大都将视角定位于三者中的一个,在其余两者确定以及市场作为外生变量的前提下进行分析,但事实上在融通仓中三者之间的联系是非常紧密的,任何一方的决策都会影响到其余两者,与此同时,贷款产生的额外供给也会冲击产品市场,对其产生影响。因此本文最大的创新之处在于将三者作为一个系统进行研究,每一方的决策都是其余双方收益的内生变量,运用博弈学的方法将复杂的反应整合,求出收益最大时的目标变量。文章将以三者相互博弈为出发点,收益最大化作为每一方的目标,结合一定假设条件建立并求解模型,主要变量包括银行的利率和质押率以及物流公司的收费政策。结果显示,市场中供给商越多,银行的利率和收益越高,物流公司和银行的博弈会减少市场的供给,并降低其收益,如果合作,双方可以得到比各自竞争时更多的收益。
[Abstract]:With the rapid development of China's economy, the number of small and medium-sized enterprises (SMEs) is increasing, and the effect on the national economy is deepening. However, these enterprises are facing the bottleneck of restricting their development, such as the lack of talents and the shortage of funds. The latter is particularly serious. But the traditional bank loan business often needs immovable property as the mortgage or owns the guarantee company, these two are precisely what the small and medium-sized enterprises lack, causes these enterprises to solve the fund problem under the traditional pattern. So looking for a new lending model is extremely important. Finance warehouse is an innovative service integrated with logistics and finance. Logistics companies use their expertise to replace bank supervision of collateral, and because banks can focus on financing, they outsource some of the work they are not good at to logistics companies. The bank is therefore willing to accept movable property as a pledge. For enterprises, they can enjoy professional financial services and logistics services at the same time. Most of the traditional studies focus on one of the three, and analyze the other two and the market as an exogenous variable. But in fact, the relationship between the three is very close in the financing warehouse. Either party's decision will affect the other two, while the extra supply generated by loans will hit the product market and have an impact on it. Therefore, the biggest innovation of this paper is to study the three as a system. Each party's decision is the endogenous variable of the other two sides' income. The complex reaction is integrated by the method of game theory, and the objective variable when the profit is maximized is obtained. This paper takes the game between the three as the starting point, maximizes the income as the goal of each party, establishes and solves the model with certain hypothetical conditions. The main variables include the interest rate and pledge rate of the bank and the charging policy of the logistics company. The results show that the more suppliers in the market, the higher the interest rate and income of the bank. The game between the logistics company and the bank will reduce the supply of the market and reduce its income.
【学位授予单位】：浙江工业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F259.23;F832.4;F224.32

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