商业银行小微企业信贷中的信任研究

项目名称： 商业银行小微企业信贷中的信任研究

项目编号： No.71473275

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 管理科学

项目作者： 邓超

作者单位： 中南大学

项目金额： 54万元

中文摘要： 小微企业难以偿还银行信贷的主要原因除了还款能力客观不足外，还包括存在机会主义行为倾向。获取小微企业的软信息可以降低信息不对称、减少机会主义行为的发生，但传统研究未将银企信任纳入考虑。实际上，银企信贷关系中的信任可以降低机会主义行为倾向，对缓解小微企业信贷约束具有重要启示。本项目运用博弈论、实证和实验方法研究银行与小微企业关系中的信任问题:首先，将信任引入银行与小微企业信贷博弈中，从利他和互利两个角度建立信任效用函数，并将利他倾向和互利倾向参数内生化，构建银企信任演化模型，运用仿真方法求解长期重复博弈均衡；其次，从实际出发，通过调查问卷实证检验银行信任的来源及其对小微企业信贷的影响，以及小微企业对银行信任的影响因素；再次，利用关键事件法和过程追踪技术深入研究信任对银行信贷决策的影响；最后，提出基于信任的小微企业信贷机制完善的建议，为改进银行的小微企业信贷管理提供理论依据和现实指导。

中文关键词： 信任；小微企业；博弈；仿真；过程追踪

英文摘要： Small and Micro-Enterprises' (SMEs) failure to repay the bank loan results from their opportunism as well as their objective incapability. Obtaining soft information could reduce information asymmetries as well as opportunistic behavior, while related researches fail in taking trust into consideration. Trust within the relationship between bank and SME helps to reduce both agent behavior and opportunistic motivation, which provides a significant implication for easing credit constraints for SMEs. This project studies trust within the relationship between bank and SME by applying game theory, empirical methods and experimental methods. First, based on the motivations of trust, we introduce trust into the credit game between bank and SME, and construct trust utility functions from both sides of altruism and reciprocity in order to resolve the one-shot equilibrium, and further endogenize the altruism and reciprocity parameters and establish a evolution model of trust between bank and SME, in which simulating method is applied to obtain the long-term repeated equilibrium. Secondly, we empirically test the source of trust, its impact on SME lending together with its related influencing factors through questionnaire survey. Thirdly, we deeply explore the impact of trust on the banks' lending decision by means of the critical incident method and process tracking technology. Finally, we are devoted to constructing the lending mechanism based on trust aimed at providing theoretical basis as well as practical guidance for promoting the credit availability of SME.

英文关键词： trust;small and micro-enterprise;game;simulation;process tracing