摘要
文章运用演化博弈理论的分析方法,构建了应收账款质押融资模式下商业银行与中小企业信贷行为的演化博弈模型,对各利益主体策略的选择进行了演化动态稳定性分析,给出了系统动态演化图,并进行了模型仿真。仿真结果表明,在应收账款质押融资模式下,商业银行短期贷款利率、贷款监管成本、供应链对中小企业违约的惩罚金额、中小企业与交易对手联合骗贷的概率以及利益分配比例是影响中小企业违约概率及商业银行信贷提供概率的重要因素。
With the help of evolutionary game theory, the author designs an evolutionary game model of commercial banks and SMEs credit behavior under the background of financing with the pledge of accounts receivable, analyzes the evolutionary dynamic stability of the selection of every stakeholder＇s strategy, puts forward the dynamic evolution diagram for this system, and carries out the model simulation. It shows that, under the background of financing with the pledge of accounts receivable, commercial banks＇ short-term interest rate, supervision cost, the penalty on SMEs default, the probability of joint cheating in credit and the interest distribution ratio in that are the most important factors having influences on the probability of SME default and the credit probability of commercial banks.
出处
《中国流通经济》
CSSCI
北大核心
2013年第6期121-126,共6页
China Business and Market
基金
国家自然科学基金面上项目"网络能力
企业孵化网络与被孵企业创新绩效关系研究"(项目编号:70972053)
教育部高等学校博士学科点专项科研基金"企业孵化网络的生成机理与协同进化研究"(项目编号:20126118110017)
陕西省科技厅软科学研究计划项目"资源型企业海外并购研究--基于金堆城西色海外并购的实证分析"(项目编号:2011KRM16)
陕西省教育厅科学研究计划项目"陕西资源型企业海外并购研究"(项目编号:11JK0175)资助
