市场利率环境下银企信贷信息共享信号传递博弈模型

doi:10.12005/orms.2015.0214

运筹与管理 ›› 2015, Vol. 24 ›› Issue (6): 205-210.DOI: 10.12005/orms.2015.0214

市场利率环境下银企信贷信息共享信号传递博弈模型

刘红生^1,2, 李帮义¹

1.南京航天航空大学经济与管理学院,江苏南京 210016;
2.宁波鄞州农村合作银行,浙江宁波 315100

收稿日期:2014-01-07 出版日期:2015-12-25
作者简介:刘红生,男,河南襄城人,高级审计师,博士生,研究方向:博弈论、金融风险;李帮义,男,山东邹平人,教授,博士生导师,研究方向:供应链建模与优化、委托－代理理论。
基金资助:
国家社会科学基金重点项目(13AZD062);国家社会科学基金(10BGL010);教育部人文社会科学基金(09YJA630064);教育部高校博士点基金项目(20113218110024)

Credit Funds Information Sharing Model Between Bank and Corporate Based on Signaling Game Theory for Market Interest Rate Environment

LIU Hong-sheng^1,2 , LI Bang-yi¹

1.College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China;
2.Ningbo Yinzhou Rual Cooperatve Bank, Ningbo 315100, China

Received:2014-01-07 Online:2015-12-25

摘要/Abstract

摘要： 在市场利率环境下,运用信号传递博弈理论,在成本倒挂情况下,采取利息补贴承诺的方法,设计一种以风险分担实现利润共享的契约机制,利润共享参数起到了传递信息的信号作用。研究结果表明,在该契约下企业没有撒谎的动机,契约参数是传达信息的信号。该契约机制下不仅可以实现信贷资金供求信息的共享,而且能够保证系统的协调,系统收益达到最优,使企业能够得到新产品生产所需资金,银行解决信贷资金的风险损失的问题。

关键词: 信贷契约, 信号博弈, 信息共享模型, 利润共享

Abstract: This study theoretically proves that based on Market interest rate environment for banks to take an Interest subsidy commitment approach to design a risk-sharing profit sharing contract mechanism, profit sharing parameters play a role in transmitting information signals. The results show that companies do not have motive to lie in the contract, and the contract parameters are to convey the information signal. It can not only achieve the information sharing of supply and demand of credit funds under the contractual mechanisms, but also ensure the coordination of the system, so that the system can achieve optimal: companies can get funds for new products, and banks can solve the problem of credit risk of capital loss prevention.

Key words: credit contract, signaling game, information sharing model, profit sharing

中图分类号:

F830.5
O21

刘红生, 李帮义. 市场利率环境下银企信贷信息共享信号传递博弈模型[J]. 运筹与管理, 2015, 24(6): 205-210.

LIU Hong-sheng , LI Bang-yi. Credit Funds Information Sharing Model Between Bank and Corporate Based on Signaling Game Theory for Market Interest Rate Environment[J]. Operations Research and Management Science, 2015, 24(6): 205-210.

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市场利率环境下银企信贷信息共享信号传递博弈模型

Credit Funds Information Sharing Model Between Bank and Corporate Based on Signaling Game Theory for Market Interest Rate Environment

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