再担保体系内银保风险共担研究——基于系统动力学

近年来,我国中小企业信用再担保体系的发展为中小企业融资做出了巨大贡献,但作为贷款风险分散机构,担保机构、再担保机构在与银行合作过程中一直处于弱势地位。我国再担保机构一直致力于完善银保合作机制,加强银保沟通,实现银保风险共担。国外一些再担保体系在银保风险共担方面相对比较成熟,值得我国再担保体系学习和借鉴。本文以再担保机构、担保机构和合作银行为研究对象,运用系统动力学,建立中小企业信用再担保体系动态仿真模型。将江苏省再担保数据,代入模型仿真模拟,研究银保风险共担对信用再担保体系系统模型内主体经济收益的影响,研究结果表明,银行在银保合作中承担一定风险,可以抵御代偿率增加对再担保体系发展的负面影响,在一定程度上能够保证再担保体系的可持续发展,从而保证银行能够获得更为长远的利益。

The Study of Bank-guarantee Risk Sharing in Re-guarantee System--Based on System Dynamics

In recent years, the development of credit re-guarantee system for Medium-Sized Enterprises （SME） has made great contribution for SME finance in China. As loan risk diversification institution, guarantee and re-guarantee institutions are always at weak positions when they are cooperating with banks. The re-guarantee institutions in China are trying to commit to improve the cooperation mechanism of bank-guarantee, strengthening communication and achieving bank-guarantee risk sharing. The re-guarantee system of risk sharing in some foreign countries is relatively mature and worthy to learn. The re-guarantee inst- itutions, guarantee institutions and cooperative banks have been studied, and the dynamic simulated model of credit re-guarantee system for SME has been constructed. Re-guarantee data from Jiangsu Province have been calculated in the simulated model. The important influences of bank-guarantee risk sharing to the benefits from credit re-guarantee system model have been researched. The results show that banks assuming a certain risk in the process of cooperating with the guarantee institutions can resist the negative effects in development of re-guarantee system with the increasing of compensatory rate. The certain extent of cooperation ensures the sustainable development of re-guarantee system in order to ensure banks to get more long-term interests.