本文關(guān)鍵詞：信用再擔保體系中主體的收益與風險分擔研究　出處：《江蘇大學》2017年碩士論文　論文類型：學位論文

  更多相關(guān)文章： 信用再擔保 經(jīng)濟主體 收益 風險分擔 演化博弈

【摘要】：中小企業(yè)在中國經(jīng)濟的發(fā)展中發(fā)揮了非常重要的作用,然而在現(xiàn)實中卻面臨融資難融資貴的困境。為了緩解該現(xiàn)狀,信用擔保、信用再擔保相繼開始出現(xiàn)。然而隨著信用再擔保在我國的發(fā)展,出現(xiàn)了許多問題,其中比較突出的問題之一便是再擔保體系中主體的收益與風險分擔存在不均等的現(xiàn)象。本文正是在此背景下展開的,希望通過對信用再擔保體系中主體的收益與風險分擔的研究,提出相應的對策建議,從而在一定程度上促進再擔保體系更好的發(fā)展。本文主要研究內(nèi)容如下:首先闡述了信用再擔保相關(guān)的理論基礎(chǔ)以及相關(guān)概念的界定。然后,分析了我國信用再擔保體系中主體收益與風險分擔的現(xiàn)狀。接著,在對再擔保體系中主體收益影響因素研究的基礎(chǔ)上,構(gòu)建了再擔保體系中主體的收益模型。通過收益模型的分析得出了影響經(jīng)濟主體收益的關(guān)鍵因素,然后通過控制變量法,分別研究了隨著關(guān)鍵影響因素的變化,經(jīng)濟主體收益變化的情況。然后,在經(jīng)濟主體收益模型分析的基礎(chǔ)上,構(gòu)建了“擔保機構(gòu)—再擔保機構(gòu)—協(xié)作銀行”三方之間的演化博弈模型。在分析三者在不同策略組合下各自成本和收益的基礎(chǔ)上,研究了三者的博弈關(guān)系,對演化博弈模型進行求解確立各方行為策略選擇趨于穩(wěn)定狀態(tài)的條件。最后,根據(jù)前文的研究提出改善信用再擔保體系中主體收益和風險分擔的對策和建議。本文主要得到以下結(jié)論:(1)再擔保體系中主體的收益與風險不對等,其中信用放大倍數(shù)、信用擔保資金、銀行存款利率、代償率、反擔保物變現(xiàn)后占代償金額的比例、風險分擔比例是影響協(xié)作銀行、擔保機構(gòu)和再擔保機構(gòu)收益與風險的關(guān)鍵因素。(2)在其他條件不變的前提下,隨著風險分擔比例的變化,信用再擔保經(jīng)濟主體——協(xié)作銀行、擔保機構(gòu)和再擔保機構(gòu)會作出不同的策略選擇。而每一個主體在作出自己策略選擇的時候,所能夠承擔的風險比例都有一個臨界點。此外,通過改變部分參數(shù),可以促使擔保機構(gòu)、再擔保機構(gòu)和協(xié)作銀行的策略選擇的改變。(3)有效地降低年平均代償率、提高反擔保物變現(xiàn)后占代償金額的比例、實施合理的風險分擔機制、適當?shù)靥岣咝庞梅糯蟊稊?shù)和銀行存款利率,能夠在一定程度上改善再擔保體系中主體的收益與風險分擔。
[Abstract]:Small and medium-sized enterprises play a very important role in the development of Chinese economy, but in reality it is facing financing difficulties financing difficulties. In order to alleviate this situation, credit guarantee, credit guarantee have appeared. However, with the development of credit guarantee in our country, there are many problems, one of the more prominent the problem is there are inequalities in income and risk guarantee system the main share. This paper is launched under this background, I hope that through research the income and risk of credit re guarantee system in the main share, put forward the corresponding countermeasures and suggestions, so as to promote the development of re guarantee system better to a certain extent in this paper. The main contents are as follows: firstly, the definition of credit re guarantee the relevant theoretical basis and related concepts. Then, analysis of China's credit guarantee system in the main revenue The status quo and risk sharing. Then, on the basis of the main factors to guarantee the system of the income effect, construct income model and guarantee system of the subject. Through the analysis of income model that the key factors affecting the economic subject of income, and then through the control variable method, were studied with the key factors affecting the change the change of income, economic subject. Then, based on the analysis of economic main body income model, build a "guarantee institutions guarantee - evolutionary game model between the mechanism of cooperative bank" three party. In the analysis of the three different strategies based on their costs and benefits, studies the game relationship between the three the evolution of the game model to establish each behavior strategy choice to the steady state conditions. Finally, the author put forward to improve the credit guarantee system of subject Return and risk sharing countermeasures and suggestions. The main conclusions are as follows: (1) to the main income and risk guarantee system is not equal, the credit amplification, credit guarantee funds, bank deposit rates, compensation rate, cash collateral after accounting for the proportion of the amount of compensation, risk sharing ratio is affecting the bank the key factors, guarantee institution and re guarantee institutions to return and risk. (2) when the other conditions remain unchanged, with the change of risk sharing proportion, credit guarantee economic entity cooperative banks, guarantee agencies and guarantee agencies will make a different selection strategy. Each subject when making their own strategies choose, can bear the risk ratio has a critical point. In addition, by changing some parameters, to guarantee institutions, re guarantee institution and bank strategy choice (3) have changed. Effectively reduce the average annual compensation rate, improve the liquidity of collateral after accounting for the proportion of the amount of compensation, the implementation of reasonable risk sharing mechanism, increasing credit magnification and bank deposit rates, to a certain extent, improve the income and risk of re guarantee system in the main share.

【學位授予單位】：江蘇大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.39

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本文編號：1372143