商业银行应该给小额贷款公司提供批发贷款吗?——基于演化博弈模型及其仿真过程的分析  

Should Commercial Banks Grant Small Loan Companies Wholesale Loans?——The Analysis Based on the Evolutionary Game Model and System Simulation

作　　者：张丞[1] 宋奇庆[2] 

机构地区：[1]中国农业大学经济管理学院,北京100083 [2]桂林理工大学理学院,广西桂林541004

出　　处：《广东金融学院学报》2011年第1期23-37,共15页Journal of Guangdong University of Finance

基　　金：中国农业大学研究生科研创新专项(KYCX2010111);中国农业银行农村经济与金融研究中心;中国人民大学农村经济与金融研究所资助

摘　　要：利用演化博弈模型及系统仿真方法,分析了商业银行在将小额贷款公司作为金融中介发放批发贷款的过程中,利率水平、担保比率、贷款总额、放贷成本等因素对二者间合作的实际影响。研究表明,小额贷款公司经营利润率的上升及业务稳定性的提高有助于促进二者间的合作;银行批发贷款利率的提高及担保比率要求的降低则不利于二者间的合作;此外,银行放贷成本及小额贷款公司申贷成本的大幅提高会对二者间的合作产生消极影响,而放宽目前小额贷款公司向银行拆入资金的政策性限制,从而提升小额贷款公司可从银行获得的批发贷款总额则至少不会对二者间的合作产生消极影响。建议银行与小额贷款公司在不断提升自身可持续发展能力的同时,政府可考虑针对小额贷款公司从提供制度建设支持、予以税收优惠以及放宽从银行拆入资金的政策性限制等方面入手促进银行与小额贷款公司间的批发贷款合作,以解决目前小额贷款公司资本金不足的问题。Making use of evolutionary game model and system simulation, in the process of delivery of commercial banks＇ wholesale loans through Small Loan Companies （SLCs） as a financial intermediary, this paper analyses the actual effects of some factors like SLCs＇ profitability, operation stability and borrowing costs, banks＇ lending rate, lending costs, total loans and loans coverage etc. on the cooperation between commercial banks and SLCs. Research shows that the improvement of SLCs＇ profitability or the enhancement of SLCs＇ operation stability has a positive influence on the cooperation between banks and SLCs, while the increase in banks＇ lending rates or the decline in guarantee ratio of banks＇ loans has a negative influence on the cooperation between banks and SLCs. In addition, the substantial increase in banks＇ lending costs and SLCs＇ borrowing costs plays a detrimental role in the cooperation between banks and SLCs, but the looseness of curbs on SLCs＇ borrowings from banks has negative impact. To increase the capital of SLCs, the government should promote the cooperation between banks and SLCs by supporting SLCs＇ with institution establishment, tax preference and loosening curbs on SLCs＇ borrowings from banks, and the banks and SLCs should improve their sustainable development capability to solve the current SLCs capital shortage problem.

关 键 词：商业银行 小额贷款公司 演化博弈 系统仿真 

分 类 号：F830.5[经济管理—金融学]