认知差异对商业银行信贷配给的影响效应分析

中国管理科学 ›› 2013, Vol. 21 ›› Issue (5): 23-28.

认知差异对商业银行信贷配给的影响效应分析

马理, 刘洋, 牛勇

武汉大学金融系, 湖北武汉 430072

收稿日期:2011-10-21 修回日期:2012-09-26 出版日期:2013-10-30 发布日期:2013-10-15
基金资助:
国家社科基金重大项目(12&ZD046);教育部人文社会科学研究规划基金(13YJA790083);武汉大学70后团队研究计划资助项目

Impact of Risk Cognition Difference on Credit Rationing of Commercial Banks

MA Li, LIU Yang, NIU Yong

Department of Finance, Wuhan University, Wuhan 430072, China

Received:2011-10-21 Revised:2012-09-26 Online:2013-10-30 Published:2013-10-15

摘要/Abstract

摘要： 探讨如何缓解商业银行的信贷配给,尽最大可能满足企业特别是小企业的贷款需求是一个具有很强的现实意义的研究课题。本文在以往学者的研究基础上,将银行和企业对投资项目的风险认知差异引入模型分析,研究了风险认知差异程度和信贷配给两者之间的相关性,并基于此进行仿真模拟。结果显示,信贷配给会随着局中人风险认知差异程度的扩大而恶化,因此降低银行和企业在风险项目上的认知差异可以有效的缓解信贷配给的难题,并基于此提出了如何加大对小企业贷款的相关政策建议。

关键词: 认知差异, 信贷配给, 仿真模拟

Abstract: Discussion about how to alleviate commercial banks' credit rationing and to meet the enterprises' demand for loans at the maximum extent is a topic with great realistic significance. In this paper, the cognition difference is introduced in investment project's risk between banks and enterprises into the model to analyze the relationship between cognition difference in risk and the degree of credit rationing. Then the model is simulated and the result shows these two are positively correlated. Thus, an effective way to relieve the credit rationing is to avoid the cognitive differences in the project's risk between banks and enterprises.

Key words: risk cognition difference, credit rationing, simulation

中图分类号:

马理, 刘洋, 牛勇. 认知差异对商业银行信贷配给的影响效应分析[J]. 中国管理科学, 2013, 21(5): 23-28.

MA Li, LIU Yang, NIU Yong. Impact of Risk Cognition Difference on Credit Rationing of Commercial Banks[J]. Chinese Journal of Management Science, 2013, 21(5): 23-28.

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