信用担保风险分担机制研究

【作者】 陈坚；

【导师】 陈晓红；

【作者基本信息】 中南大学 ， 管理科学与工程， 2007， 硕士

【摘要】 中小企业是促进经济发展的重要力量，信用担保在中小企业金融支持体系中发挥着不可替代的作用。在实际情况中，信用担保机构承担的风险过大，已经影响了我国信用担保行业的可持续性发展。本文从政府、银行、信用担保机构、企业四个主体的角度阐述信用担保风险分担机制的构建。本文首先分析信用担保的风险特征和来源，借鉴了国际上几个国家的信用担保风险分担模式。从信用担保的准公共品属性的角度，研究了政府在分担信用担保风险中的角色，指出政府应该在信用担保风险分担中发挥主导作用，提出一些政府扶持信用担保行业发展的具体措施。接下来介绍信用担保机构与银行的合作现状，用静态博弈模型研究银行和信用担保机构的行为特征，从贷款成本的角度分析信用担保机构承担风险过多的原因，用完全信息和不完全信息的讨价还价博弈模型研究信用担保机构和银行合理的风险分担比例。然后提出一些信用担保机构从内部加强风险控制的措施。最后从防范企业的信用风险角度，提出企业风险预警系统的构想，以层次分析法为基础论述了风险预警系统的理论依据，结合实际中的企业案例，演示了企业信用担保风险预警系统的运作原理。更多还原

【Abstract】 Small and medium-sized enterprises is an important strength foreconomy development, credit guarantee plays an irreplaceable role infinance supporting system for small and medium-sized enterprises.Actually, credit guaranty organization shares too much risk, this hasinfluenced sustainable development of credit guarantee. This paperanalyzes credit guarantee risk sharing system from based on main bodys-government、bank、credit guarantee organization、enterprise.At first, this paper analyzes character and source of risk of creditguarantee, uses several international credit guarantee risk sharing modelfor reference. On point view of Attribute of quasi-pubic goods of creditguarantee, analyzes the role government plays on sharing credit risk.Points that government should play a dominant role on sharing credit risk,puts forward some measures for development of credit guarantee carriedout by government. In follow, introduces cooperating actuality of creditguarantee organization and bank, researchs behavioring feature of bankand credit guarantee organization by static game model, analyzes thereasons why credit guarantee organization shares too much risk and therational proportion of risk for them by bargaining game with completeinformation and incomplete information.Then puts forward somemethods of strengthening risk control for credit guarantee organization. Inorder to keep away from credit risk of enterprise, puts forward creditguarantee risk alarm and control system, researchs risk alarm systemrested on analytic hierarchy process for theory. Unifies actual case,demonstrates operation principle.更多还原