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银行与企业信用贷款博弈分析
  • 期刊名称:中国经济评论,2008年,第8卷,第2期,第1-9及19页
  • 时间:0
  • 分类:F832.4[经济管理—金融学] F224.32[经济管理—国民经济]
  • 作者机构:[1]江西财经大学金融发展与风险防范中心,江西南昌330013, [2]江西财经大学金融学院,江西南昌330013
  • 相关基金:本文为国家自然科学基金项目(NO.70562001和70262001)的阶段性成果和后续成果;是江西省普通高校人文社科重点研究基地一金融发展与风险防范研究中心,以及“金融深化遏程申信用风险的测度和控制创新团队”的研究成果.
  • 相关项目:基于盈利能力的债务风险与防范
中文摘要:

本文以企业和银行的不完全信息动态博弈为基础,针对信用贷款过程以及当事人的策略和行动,重点分析了贷款和还款两个阶段的银行和企业的博弈策略。在对贷款过程进行一定的约简假设基础上,构建信贷博弈模型并对其进行求解,得出不同条件下企业和银行的最优策略选择。本文在计算银行和借款企业的支付成本时突出考虑了机会成本,摒弃了其它模型中的模糊数据成分,使得模型能够得到更为直观的结果。

英文摘要:

The non-performing assets of the commercial bank have been a difficult problem of perplexing the banking of all countries over the world all the time. As to China, especially four major state-run banks, the problem of the non-performing assets is particularly serious. Because the non-performing assets are mainly caused by the non-performing loan, the quality of the loan has influenced the quality of bank assets directly. So, with the constant promotion of the reform of Chinese commercial bank, as the most traditional, occupying the largest proportion of the income and cost of Chinese commercial bank, the loan business of commercial bank becomes the main direction of the reform. The behavior of seeking for loans of enterprises and the behavior of lending money of commercial bank have been paid close attention to by people gradually; the tactics of enterprises and bank in the loan procedure become the focus among them. This text uses the Games of Incomplete Information Model to analyze the behavior of bank and enterprise in the fiduciary loan procedure dynamically, and obtains the optimal tactics to be chosen by both the enterprise and the bank under different conditions. On this basis, we get some suggestions for banks to control the enterprise behavior and improve loan quality effectively.

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