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

作　　者：刘红生[1,2] 李帮义[1] 

机构地区：[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

出　　处：《运筹与管理》2015年第6期205-210,共6页Operations Research and Management Science

基　　金：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)

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。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.

关 键 词：信贷契约 信号博弈 信息共享模型 利润共享 

分 类 号：F830.5[经济管理—金融学] O21[理学—概率论与数理统计]