商业银行与小微企业的信贷博弈分析

近年来,随着中国金融市场改革的不断深化,金融市场竞争逐渐加强,为了寻找新的增长点,不少商业银行将小微企业作为突破口,大力发展小微企业客户。然而,小微企业收入不稳定、财务管理不规范、抵押物不足等问题提高了对其授信的风险,为商业银行的风险管理带来了挑战。为此,本文构建了一个信号传递模型,来模拟商业银行和小微企业在申请、审批等信贷活动中的动态博弈情形,并通过对均衡的分析,对商业银行应该如何控制小微企业的信用风险提供对策,为加强风险管理提供参考。

Commercial and small enterprise financing analysis

In recent years, along with the deepening of China＇s financial reform, financial market competi- tion is gradually strengthened, in order to seek new growth points, many commercial banks regard small and micro enterprises as a breakthrough point, vigorously develop them as customers. However, problems of small and micro businesses such as unstable income, non- standardized financial management and lack of collat- eral increase their credit risk. This challenges risk management of commercial bank. In order to solve this problem, this paper constructs a signaling model, to simulate the dynamic game interaction between commer- cial banks and small and micro businesses during the credit activities. Through equilibrium analysis, pro- vides the countermeasure of credit risk control for commercial banks.