银行房地产贷款的博弈分析

发放信用贷款是银行的一项主要业务,但银行经常会面临着客户到期不偿还贷款的风险,现对房地产开发企业在向银行申请贷款阶段以及贷款的偿还阶段进行分析,讨论在如今信息不对称情况下,银行如何有效规避或缩小信贷风险,为商业银行的风险管理提供有效的建议.     

基于银行视角的中小企业贷款博弈模型

随着中国信贷市场的放开、外资银行的涌入和银监会等管理部门的推动,中小企业贷款难的问题已经在较大程度上得到了有效的解决。而如何高效、高质开展中小企业贷款业务成为各商业银行尤其是中小型商业银行今后所面临的首要问题。在信息不对称理论和均衡信贷配给理论的基础上,分析了国内中小企业信贷市场当前存在的问题。同时,基于商业银行的视角,构建了贝《斯均衡的二阶段动态博弈模型,依据高竞争力、高收益、低风险的原则,推导出商业银行中小企业贷款的定价策略。进而得出商业银行在巩固其中小企业贷款市场地位和维护高信用质量客户的同时能够实现自身贷款收益最大化的方案。最后通过A银行2011年中小企业贷款的实际业务数据,利用所构建模型进行具体的数据算例分析,测算出A银行的最优利率定价策略。研究结论为商业银行合理制定中小企业贷款利率和规避风险及保证收益提供了新的实用工具。     

泉州中小企业与银行融资博弈分析

本文对泉州市中小企业融资问题从数理角度分析,运用博弈论理论,建立信息不对称银企动态博弈模型分析这种现象出现的原因,并给出泉州中小企业融资可行性建议.     

企业向银行申请贷款的博弈分析

文章分析企业向银行申请贷款时的博弈均衡问题。在企业向银行申请贷款的博弈中,是否存在政府干预,对商业银行和企业之间的博弈均衡有很大影响。     

我国企业信用困境的博弈分析

企业信用缺失问题的严重性,已威胁到我国市场经济的正常运行。本文以博弈论的视角,应用动态博弈和重复博弈的原理,从企业融资的侧面,建立了企业信用困境模型,通过求解,指出低成本的法律保护、明晰的产权关系、稳定的经济环境,畅通的企业信息征信系统等,是解决该问题的关键。     

商业银行与企业信贷动态博弈分析

本文运用动态博弈理论，通过构建信贷博弈模型，分别从完全且完美信息动博弈和完全但不完美信息动态博弈两个方面，分析了我国商业银行与企业在信贷上的决策互动关系，并在分析的基础上得出了一些有益的启示。     

国家助学贷款信贷动态博弈分析

从目前国家助学贷款市场存在的信息不对称条件出发,利用博弈论及信息经济学的相关理论知识,构造了不完全信息动态博弈,进而分析、阐述了信息不对称或不完全是助学贷款市场失衡的根源。针对上述分析,提出了如何完善国家助学贷款制度的建议：     

重复博弈与企业信用构建

讲信用是国际商务惯例的基本原则。中国已成功加入世贸组织,就要求我们在国际交往中必须遵循相应的国际交易规则。 一、信用的涵义 信用是一种信号显示,表明企业披露给消费者的信息是真实的。在市场交易中,信用表现为:诚实、不欺和遵守诺言。企业如果不诚实守信,就会自毁生存的基石,不仅害人,害社会,最终还害自己。古代的贯休就曾指出:“胡为自坠?言虚行伪”。     

建设企业信用缺失博弈分析及对策探讨

本文试图应用博弈分析理论,模拟建设领域的信用博弈情景,建立博弈分析模型,进而得出解决建设企业信用体系缺失措施和建议。     

银行海外扩张方式选择的博弈分析

银行海外扩张所采用的方式主要有新建与并购,其选择是一个博弈的过程.本文考察了跨国银行、东道国银行及东道国政府三者之间就跨国银行进入东道国市场方式选择的博弈过程,建立了银行海外扩张方式选择的定量分析模型,以增加银行海外扩张的经济效益.     

商业银行资产业务中的信息不对称及博弈论分析

信息经济学认为,现实经济运行中交易者之间普遍存在着信息不对称.信息不对称将导致事前的逆向选择和事后的道德风险.商业银行的日常经营中信息不对称现象普遍存在.分析信息不对称对商业银行资产业务的影响,并从成本效益角度,运用博弈论理论分析逆向选择和道德风险形成的原因,就如何减少商业银行经营中的信息不对称提出一些政策措施.     

对我国商业银行信用风险管理的思考

信用风险已经成为我国商业银行面临的严峻挑战。我国商业银行信用风险管理需要解决基础数据、科学评价客户信用、建立信用风险管理文化等一系列问题。     

Labour unions and global bank loan market

This article attempts to collect a data set of labour unions in global 500 biggest banks and investigate whether labour unions of banks influence the designing of bank loan contracts. We use global syndicate loan market to examine this issue. For simplicity, banks with and without labour unions are referred to as ‘unionized banks’ and ‘nonunionized banks’, respectively. We find that unionized banks tend to loosen their lending standard in the bank loan contract: unionized banks are more likely to charge lower loan spread and favourable nonprice terms compared with nonunionized banks. Hence, our results support that unionized banks tend to lend more loans to reduce the negative effect of labour unions.     

国家助学贷款存在的问题及对策建议

国家助学贷款实行以来帮助了很多贫困学生，但是在实施的过程中也产生了许多问题。如国家助学贷款与“五金”结构失衡；其政策性目标与商业化经营相冲突；财政的有限分担机制使商业银行无法出清风险；贷款制度主要要素的规定不够科学；贷款驱动机制不合理；贷款运行机制不健全等。解决国家助学贷款在现实中存在的主要问题，应建立个人信用评价体系；优化国家助学贷款结构；建立将一般助学贷款与国家助学贷款相结合的体系以及建立政策性银行并使其成为国家助学贷款的供给主体。     

工程建设中商业贿赂防范博弈分析

治理工程建设领域的商业贿赂行为是我国反腐败工作的重中之重。本文首先分析了工程建设领域中商业贿赂行为的特点和表现形式,然后运用博弈论对其进行了详细的分析。本文建立了包括委托人、代理人与相对人的三方博弈分析框架。本文首先进行三方的单方面博弈分析,然后进行了三方的复合动态博弈分析。根据分析所得结论,最后主要从机制方面提出了工程建设领域商业贿赂行为的防范对策。     

IMF conditionality and central bank independence

This paper studies the role of the International Monetary Fund (IMF) in promoting central bank independence (CBI). While anecdotal evidence suggests that the IMF has been playing a vital role for CBI, the underlying mechanisms of this influence are not well understood. We argue that the IMF has ulterior motives when pressing countries for increased CBI. First, IMF loans are primarily transferred to local monetary authorities. Thus, enhancing CBI aims to insulate central banks from political interference to shield loan disbursements from government abuse. Second, several loan conditionality clauses imply a substantial transfer of political leverage over economic policy making to monetary authorities. As a result, the IMF through pushing for CBI seeks to establish a politically insulated veto player to promote its economic policy reform agenda. We argue that the IMF achieves these aims through targeted lending conditions. We hypothesize that the inclusion of these loan conditions leads to greater CBI. To test our hypothesis, we use a recently available dataset on IMF programs that includes detailed information on CBI reforms and IMF conditionality for up to 124 countries between 1980 and 2012. Our findings indicate that targeted loan conditionality plays a critical role in promoting CBI. These results are robust towards varying modeling assumptions and withstand a battery of robustness checks.     

商业银行开展行业分析工作探讨

行业分析是金融从业人员、大众投资者为获取行业本质规律、信贷承载能力和价值回报水平等而进行的分析工作。商业银行开展行业分析工作具有重要意义。行业分析的内容不但要包括行业发展趋势,还要深入分析行业的物流、资金流和信息流等运营特征;不但要把握行业的信贷风险,还要组合设计合适的产品,同时对银行所维护的行业客户质量有清晰的认识。对于商业银行来说,开展行业分析是以常态化、组织化和实用化为基础的。     

A dynamic framework for analyzing technology standardisation using network analysis and game theory

As more technologies and industries converge, technology standards are more likely to be a strategic factor for firms and governments that are interested in the market with standards-based competition. From the previous research, a new standardisation framework was proposed by combining network analysis and the game theory model but was constrained by feasibility and dynamic approach. In this study, the case of the standards war between HD-DVD and Blu-ray was analyzed with patent data as an empirical case considering a dynamic framework. With this framework, we observed a change in a firm’s technology relations and could predict the decline in a firm’s preference and the shift of equilibrium ahead of Toshiba’s resignation.     

The effect of economic policy uncertainty on bank valuations

This article examines how economic policy uncertainty (EPU) affects bank valuations. Using a large sample of banks over a long period, we find that EPU has a negative effect on bank valuations. One explanation for this result is that EPU reduces bank loan growth, and lower loan growth then leads to lower bank valuations. Consistent with this explanation, we find that the negative effect of EPU is more pronounced for banks with a higher ratio of loans to total assets.