担保机构与银行合作的最优担保规模  

The Optimal Guarantee Scale of Cooperation between Commercial Banks and Guarantee Agencies

作　　者：仲伟周[1] 王新红[1] 郭大为[1] 刘凯[1] 

机构地区：[1]西安交通大学经济与金融学院,陕西西安710061

出　　处：《西安交通大学学报（社会科学版）》2010年第6期25-29,共5页Journal of Xi'an Jiaotong University：Social Sciences

基　　金：新世纪优秀人才支持计划项目(NCET-08-0450);西安交通大学"985"工程二期建设项目(07200701)

摘　　要：商业银行和担保机构之间不平等的地位造成了双方无法达成双赢的担保规模,应用拉格朗日乘数法,对商业银行和担保机构合作中,满足各自利润要求时的最优担保规模进行了求解,同时对担保比例、担保规模、代偿率之间的关系进行了分析与现实比较。指出要促使担保规模合理化,需完善中小企业信用担保的法律法规体系与中小企业的信用评级体系,建立担保机构的资金补充方式与合理的银行-担保机构风险分担模式。The unequal position between commercial banks and guarantee agencies results in that the two sides are unable to reach a win-win guarantee scale.In this paper,we used the Lagrange multiplier method to solve the optimal guarantee scale problem to meet the profit requirements of commercial banks and guarantee agencies in their cooperation.Then we analyzed the relationship among the ratio of surety,guarantee size,compensation rate and so on.Moreover we made analysis and actual comparison of these factors,pointing out that it is needed to improve the rationalization of the guarantee scale,to perfect the system of laws and regulations for the credit guarantee and the credit rating system for small and medium enterprises（SME）,to establish fund complement means of the guarantee agencies,and to establish a rational risk sharing model for banks and guarantee agencies.

关 键 词：担保机构 商业银行 最优担保规模 

分 类 号：F830.5[经济管理—金融学]