团体贷款中商业银行中小企业贷款行为的动态博弈仿真分析.PDFVIP

18 6 系 统 管 理 学 报 V ol. 18 N o. 6 2009 12 J ournal o f System s M anagement Dec. 2009 : 2009) 1 1 1 2 熊 熊 , 武栋才 , 张永杰, 张 今 1. , 300072; 2. , 300222) ! 为了解决中小企业贷款的担保问题, 同一 工业园区或一 产业链条上企业间的担保贷款, 即 团体贷款就成为解决问题的一种方式利用动态博弈模型, 采用仿真的方法对团体贷款中影响银企贷款行 为的因素进行了研究, 得出通过企业的动态学习, 均衡下的企业策略随着社会惩罚和外部惩罚的变动而变 动当外部惩罚足够严厉时, 这时的企业策略选择不仅仅只比较团体内部各参与人收益大小, 还要考虑同团 体中其他 体进行比较 : 贷款; 计算实验金融; 团体贷款; 动态博弈 : F 830. 5 : A A Study on Commercial BanksSMES Dynamic Game Simulation of Group Lending 1 1 1 2 X I ON G X iong , W UDongcai , ZH A N G Yongj ie , ZH A N G Jin 1. Scho ol o f Management , T ianjin U niversity , T ianjin 300072, China; 2. Bu siness Schoo l, T ianjin Universit y of F inance and Economics , T ianjin 300222 , China) Abstract! Ent erprises in an indu st rial park or an industr y chain applying lo ans t o banks as g roups in w hich the m em bers providing mut ual securit y t o each o t her has beco me a w ay t o solv e the problem of t he lack of enough g uarant ee. Based on dy namic game m odel under complete infor mat io n, t his paper does som e re search on f act ors w hich have some im pact on SM ES∀ behavior o f gr oup lending u sing sim ulat ion m et hod. T he ent erpr ises∀ st rateg y under equilibrium changes as t he social and outside punishments change t hrough dynamic lear ning. When the out side punishment is severe enough , t he ent erprises w ill not only com pare the inco me w it h part icipant wit hin g roup but also w it h ot her g roups . T he cooperat ion st rat eg y of ent erpri ses is t he best st rat egy