本文選題：中小企業(yè) + 信貸違約　； 參考：《華南理工大學(xué)》2013年碩士論文

【摘要】：中小企業(yè)信貸違約率高這一現(xiàn)象，在嚴(yán)重阻礙其自身可持續(xù)發(fā)展的同時(shí)，也為銀行的信貸業(yè)務(wù)帶來了巨大風(fēng)險(xiǎn)。在“資金脫媒”、“利率市場化”、“經(jīng)濟(jì)下行”等宏觀經(jīng)濟(jì)背景下，研究如何有效規(guī)避中小企業(yè)的信貸違約風(fēng)險(xiǎn)和降低違約率對(duì)實(shí)現(xiàn)“政、銀、企”三方互利共贏有著重要的現(xiàn)實(shí)意義。 本文以中小企業(yè)信貸違約現(xiàn)象為研究對(duì)象，主要通過建立銀企博弈模型來研究如何降低中小企業(yè)信貸違約率。本文的研究在模型中創(chuàng)新性的引入行賄成本這一變量，既符合我國特殊的國情，也優(yōu)化了銀企博弈的已有模型。除此之外，本文還將貸前的信號(hào)博弈與貸后的進(jìn)化博弈聯(lián)系起來，并從建立社會(huì)效益最大化的新型銀企博弈模型的角度，探討了其實(shí)現(xiàn)的臨界條件，提出了政府與銀行視角下降低中小企業(yè)信貸違約率的建議。 在對(duì)中小企業(yè)信貸違約現(xiàn)象的研究過程中，我們通過貸后的進(jìn)化博弈模型解析得出，當(dāng)銀行的監(jiān)管比率大于貸款本息和與行賄成本的差額除以懲罰成本得到的商時(shí)，企業(yè)群體都會(huì)傾向于選擇不違約這一穩(wěn)定策略。當(dāng)企業(yè)的違約比率小于銀行的監(jiān)管成本除以懲罰收益得到的商時(shí)，銀行群體都會(huì)傾向于選擇不監(jiān)管這一穩(wěn)定策略。通過建立企業(yè)不違約銀行不監(jiān)管這一社會(huì)效益最大化的新型銀企關(guān)系模型，我們發(fā)現(xiàn)當(dāng)?shù)唾|(zhì)量企業(yè)的行賄成本提高到大于貸款本息和與平均監(jiān)管收益(銀行監(jiān)管比率與懲罰收益的乘積，通常是一個(gè)常數(shù))的差額時(shí)，新型銀企關(guān)系才能實(shí)現(xiàn)。對(duì)于如何提高行賄成本，本文又從企業(yè)信貸的次數(shù)、政府成本性與收益性政策、行業(yè)商譽(yù)與企業(yè)個(gè)體信譽(yù)等多個(gè)角度進(jìn)行了探討，為政策建議提供了一些思路。在通過對(duì)銀企貸后博弈模型和新型銀企關(guān)系博弈模型的研究之后，，本研究還為金融市場的相關(guān)政策完善提出了一些合理化建議。 本研究不僅有助于降低銀行授信業(yè)務(wù)風(fēng)險(xiǎn)、加快銀行利潤增長，還有利于促進(jìn)中小企業(yè)的健康發(fā)展，并對(duì)提高政府對(duì)信貸市場的重視起到一定的作用。
[Abstract]:The high credit default rate of small and medium-sized enterprises not only seriously hinders their own sustainable development, but also brings huge risks to the credit business of banks. Under the macroeconomic background of "capital disintermediation", "interest rate marketization", "economic downturn" and so on, this paper studies how to effectively avoid the credit default risk of small and medium-sized enterprises and how to reduce the default rate to realize "government, silver," Enterprise "three-way mutual benefit and win-win has important practical significance." In this paper, the phenomenon of SMEs credit default as the research object, mainly through the establishment of a game model to study how to reduce the credit default rate of SMEs. In this paper, the variable of bribery cost is innovatively introduced into the model, which not only accords with the special situation of our country, but also optimizes the existing model of the game between banks and enterprises. In addition, this paper also connects the pre-loan signal game with the post-loan evolutionary game, and discusses the critical conditions for its realization from the point of view of establishing a new type of bank-enterprise game model that maximizes social benefits. This paper puts forward some suggestions to reduce the credit default rate of SMEs from the perspective of government and bank. In the course of studying the phenomenon of credit default of SMEs, we draw a conclusion by analyzing the evolutionary game model after loan that when the bank's supervision ratio is greater than the loan principal and interest and the difference between the loan cost and the bribe cost divided by the penalty cost. Corporate groups tend to opt for a stable strategy of not defaulting. When the default ratio of firms is less than the regulatory cost of banks divided by the reward of punishment, the banks tend to choose the stable strategy of not supervising. Through the establishment of a new model of the relationship between banks and enterprises without defaulting banks, which maximizes the social benefits of the banks, We find that the new relationship between banks and enterprises can only be achieved when the cost of bribery increases to greater than the loan principal and interest and the difference with the average regulatory return (the product of the bank regulation ratio and the penalty income is usually a constant). As to how to increase the cost of bribery, this paper probes into the times of enterprise credit, the policy of government cost and profitability, the goodwill of industry and the reputation of individual enterprise, and provides some ideas for the policy suggestion. After the study of the game model and the new game model of the relationship between banks and enterprises, this study also puts forward some reasonable suggestions for the improvement of the relevant policies of the financial market. This study not only helps to reduce the risk of bank credit business, accelerate the growth of bank profits, but also promote the healthy development of small and medium-sized enterprises, and play a certain role in enhancing the government's attention to the credit market.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.4;F224.32

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