本文關(guān)鍵詞：基于博弈論的物流金融信用風(fēng)險(xiǎn)管理研究　出處：《重慶師范大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

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【摘要】：中小企業(yè)是我國(guó)國(guó)民經(jīng)濟(jì)和社會(huì)發(fā)展的重要力量。促進(jìn)中小企業(yè)發(fā)展，是保持國(guó)民經(jīng)濟(jì)平穩(wěn)較快發(fā)展的重要基礎(chǔ)，是關(guān)系民生和社會(huì)穩(wěn)定的重大戰(zhàn)略任務(wù)。然而長(zhǎng)期以來，超過半數(shù)以上的中小企業(yè)因融資難而制約了發(fā)展，特別是2008年的金融危機(jī)進(jìn)一步加劇了該問題，很多中小型企業(yè)由于資金鏈斷裂而面臨著生存危機(jī)。如何幫助中小企業(yè)獲得融資，已成為全社會(huì)共同關(guān)注的熱點(diǎn)。物流金融業(yè)務(wù)的出現(xiàn)，有效的緩解了這一難題，得到業(yè)界與學(xué)術(shù)界的廣泛認(rèn)可。物流金融是指銀行等金融機(jī)構(gòu)與物流企業(yè)相互協(xié)作而推出的一系列金融產(chǎn)品，旨在解決供應(yīng)鏈上中小企業(yè)融資困難的瓶頸，實(shí)現(xiàn)物流，資金流與信息流的有機(jī)統(tǒng)一，達(dá)到三方共贏的目的。 但物流金融作為一種尚在探索發(fā)展階段的創(chuàng)新服務(wù)產(chǎn)品，還存在著許多問題，尤其是傳統(tǒng)信貸業(yè)務(wù)中商業(yè)銀行與中小企業(yè)兩方主體之間的信貸風(fēng)險(xiǎn)，變?yōu)榱宋锪鹘鹑跇I(yè)務(wù)中商業(yè)銀行、中小企業(yè)、第三方物流企業(yè)三方主體之間的信用風(fēng)險(xiǎn)。能否有效地分析和控制信用風(fēng)險(xiǎn)是物流金融業(yè)務(wù)能否成功的關(guān)鍵之一。以往信用風(fēng)險(xiǎn)的管理研究，著重客觀層面的評(píng)估與度量，而在實(shí)際上主觀信用風(fēng)險(xiǎn)問題更以難控制，而后者產(chǎn)生的根源在于信息不對(duì)稱而導(dǎo)致的道德風(fēng)險(xiǎn)。因此運(yùn)用博弈論分析信用風(fēng)險(xiǎn)，能更深入挖掘信用風(fēng)險(xiǎn)產(chǎn)生的本質(zhì)原因，從而更加有效地加以控制。 本文首先對(duì)物流金融業(yè)務(wù)進(jìn)行了相關(guān)介紹與理論綜述；其次，，使用委托-代理理論深入探究物流金融業(yè)務(wù)中信用風(fēng)險(xiǎn)發(fā)生的內(nèi)在動(dòng)因，識(shí)別商業(yè)銀行和第三方物流企業(yè)在物流金融業(yè)務(wù)中可能會(huì)面臨的信用風(fēng)險(xiǎn)；然后，以廣東發(fā)展銀行的物流金融業(yè)務(wù)為例，借助傳統(tǒng)信貸業(yè)務(wù)的兩方博弈模型與物流金融業(yè)務(wù)的三方博弈模型進(jìn)行實(shí)證分析。最后，提出結(jié)論并從政府及物流金融三個(gè)主體的角度，給出信用風(fēng)險(xiǎn)控制的建議，并指出研究的不足與下一步的研究方向。 通過量化博弈模型的實(shí)證研究，本文試圖為物流金融的信用風(fēng)險(xiǎn)管理提出理論依據(jù)，為商業(yè)銀行規(guī)避物流金融業(yè)務(wù)帶來的信用風(fēng)險(xiǎn)提供一種新的思路，從而促進(jìn)中小企業(yè)的順利融資及我國(guó)物流金融的發(fā)展。
[Abstract]:Small and medium-sized enterprises are an important force in the development of our national economy and society. To promote the development of small and medium-sized enterprises is an important foundation to maintain the steady and rapid development of the national economy. However, for a long time, more than half of small and medium-sized enterprises have restricted their development because of financing difficulties, especially the financial crisis in 2008 further aggravated the problem. Many small and medium-sized enterprises are facing the survival crisis because of the break of the capital chain. How to help the small and medium-sized enterprises to obtain the financing has become the focus of attention of the whole society and the appearance of the logistics financial business. Logistics finance is a series of financial products that banks and other financial institutions cooperate with logistics enterprises. The purpose of this paper is to solve the bottleneck of financing difficulties of small and medium-sized enterprises in supply chain, to realize the organic unification of logistics, capital flow and information flow, and to achieve the goal of tripartite win-win. However, as a kind of innovative service product which is still exploring the stage of development, logistics finance still has many problems, especially the credit risk between commercial banks and small and medium-sized enterprises in traditional credit business. Into the logistics financial business commercial banks, small and medium-sized enterprises. Whether the credit risk can be effectively analyzed and controlled is one of the keys to the success of logistics financial business. The management of credit risk has been studied in the past. In fact, the subjective credit risk is more difficult to control, and the source of the latter lies in the moral hazard caused by asymmetric information. Therefore, the game theory is used to analyze the credit risk. It can dig into the essential causes of credit risk and control it more effectively. Firstly, this paper introduces the logistics finance business and summarizes its theory. Secondly, using the principal-agent theory to explore the inherent causes of credit risk in the logistics financial business, identify the commercial banks and third party logistics enterprises in the logistics financial business may face the credit risk; Then, taking the logistics financial business of Guangdong Development Bank as an example, with the help of the two-party game model of the traditional credit business and the tripartite game model of the logistics financial business, the empirical analysis is carried out. From the angle of government and logistics finance, the paper gives the suggestion of credit risk control, and points out the deficiency of the research and the research direction of the next step. Through the empirical study of quantitative game model, this paper tries to provide a theoretical basis for the credit risk management of logistics finance, and provide a new way of thinking for commercial banks to avoid the credit risk brought by logistics financial business. So as to promote the smooth financing of small and medium enterprises and the development of logistics finance in China.
【學(xué)位授予單位】：重慶師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F252;F832.2;F224.32

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