發(fā)布時(shí)間：2018-01-05 10:42

  本文關(guān)鍵詞：中小企業(yè)信用擔(dān)保體系利益與風(fēng)險(xiǎn)分擔(dān)研究　出處：《天津大學(xué)》2014年碩士論文　論文類(lèi)型：學(xué)位論文

  更多相關(guān)文章： 信用擔(dān)保 利益矛盾 風(fēng)險(xiǎn)分擔(dān) 博弈

【摘要】：在中小企業(yè)解決融資難問(wèn)題過(guò)程,信用擔(dān)保機(jī)構(gòu)發(fā)揮了促進(jìn)作用,但由于我國(guó)著手建立中小企業(yè)信用擔(dān)保體系的時(shí)間較晚,缺乏一定的建設(shè)經(jīng)驗(yàn),在擔(dān)保體系的發(fā)展過(guò)程中出現(xiàn)了很多的問(wèn)題,影響了擔(dān)保體系的穩(wěn)定性和長(zhǎng)遠(yuǎn)的發(fā)展。對(duì)于信用擔(dān)保行業(yè)本身來(lái)說(shuō),我國(guó)的信用擔(dān)保體系存在著嚴(yán)重的風(fēng)險(xiǎn)和收益不對(duì)稱(chēng)的問(wèn)題,在擔(dān)保過(guò)程中產(chǎn)生的風(fēng)險(xiǎn)在很大程度上由信用擔(dān)保機(jī)構(gòu)本身承擔(dān),因此研究我國(guó)信用擔(dān)保體系參與主體的利益來(lái)源、利益矛盾和合理的風(fēng)險(xiǎn)分擔(dān)機(jī)制,具有很強(qiáng)的社會(huì)意義和現(xiàn)實(shí)意義。本文基于中小企業(yè)信用擔(dān)保體系參與主體的職責(zé)和各自的利益來(lái)源以及相互之間的利益矛盾展開(kāi)分析,并且采用不完全信息靜態(tài)博弈的方式研究中小企業(yè)和擔(dān)保機(jī)構(gòu)之間的行為選擇,采用不完全信息動(dòng)態(tài)博弈的方法研究了中小企業(yè)、銀行和擔(dān)保機(jī)構(gòu)在不同利益目標(biāo)下的行為選擇,采用討價(jià)還價(jià)模型研究了擔(dān)保機(jī)構(gòu)、再擔(dān)保機(jī)構(gòu)和銀行的風(fēng)險(xiǎn)分擔(dān)問(wèn)題。本文的結(jié)論有以下幾點(diǎn):第一,各個(gè)參與主體的利益目標(biāo)并不完全一致,各個(gè)主體在各自的利益追求下開(kāi)展業(yè)務(wù)運(yùn)作。第二,中小企業(yè)守約與否受到以下幾個(gè)因素的影響:中小企業(yè)守約時(shí)可能獲得的社會(huì)收益、中小企業(yè)貸款的金額的大小和企業(yè)選擇失信后獲得的懲罰的大小;對(duì)于擔(dān)保機(jī)構(gòu)而言,影響擔(dān)保機(jī)構(gòu)選擇是否向中小企業(yè)提供擔(dān)保的因素有企業(yè)選擇遵守合約的約定的概率、擔(dān)保的費(fèi)率以及在中小企業(yè)失信的情況下?lián)C(jī)構(gòu)需要賠償?shù)馁Y金數(shù)額;銀行對(duì)企業(yè)風(fēng)險(xiǎn)類(lèi)型的判斷會(huì)影響銀行的放貸行為。第三運(yùn)用討價(jià)還價(jià)模型對(duì)擔(dān)保機(jī)構(gòu)、再擔(dān)保機(jī)構(gòu)和銀行三者的風(fēng)險(xiǎn)分擔(dān)的研究發(fā)現(xiàn),擔(dān)保的風(fēng)險(xiǎn)分擔(dān)比例與擔(dān)保機(jī)構(gòu)、再擔(dān)保機(jī)構(gòu)和銀行的消耗系數(shù)相關(guān)。消耗系數(shù)是時(shí)間的成本,反應(yīng)了各個(gè)主體的忍耐的程度。在實(shí)際的工作中應(yīng)從加強(qiáng)擔(dān)保項(xiàng)目的風(fēng)險(xiǎn)防控、提升擔(dān)保從業(yè)人員的素質(zhì)和建立合理的風(fēng)險(xiǎn)分擔(dān)機(jī)制等方面促進(jìn)中小企業(yè)信用擔(dān)保體系的發(fā)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.
【學(xué)位授予單位】：天津大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F832.3

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