委托代理模式下的銀行信貸合同設(shè)計(jì).pdf

1、分類號(hào)：F830.54 密級(jí)：公開(kāi)UDC：336 學(xué)校代碼：11065碩士學(xué)位論文委托代理模式下的銀行信貸合同設(shè)計(jì) 委托代理模式下的銀行信貸合同設(shè)計(jì)張曉霞指 導(dǎo) 教 師 徐慶 教授學(xué)科專業(yè)名稱 管理科學(xué)與工程論文答辯日期 2017 年 5 月 26 日Abstract.The socialist market economy has been booming after the reform and opening up.The sta

2、te encourages public enterprises for the survival through the economy, the law andthe necessary administrative methods, meanwhile the supply chain finance model becamemore and more perfect. However, there still exist som

3、e problems in this process,especially in the contract design between banks and small-sized enterprises. The operationmodel of supply chain financial based on principal-agent theory provides the method anddirection for so

4、lving these problems.In this paper, we used the quantitated method to research the problems about how tothe design credit contract for bank, and how to avoid the moral hazard through theprincipa-agent theory and supply c

5、hain finance theory. And the main contents andconclusions are as follows:(1) Under the background of certain situations, which involve the improving theprofits and reducing the investment risk of bank, reviewing and dist

6、inguishing the creditlevel of loan enterprises, we established the bank credit contract model with punishmentmechanism by comparing the utility between the symmetry and asymmetry information,so as to give the credit cont

7、ract model of enterprises to bank under different credit levels.The research shows that, only when the difference of enterprise with different credit levelin the opportunity utility is greater than a certain value, the l

8、ow credit level enterprise hasenthusiasm for counterfeiting the high credit level enterprise. Compare with the creditcontract under the condition of symmetry, bank can appropriately increase the loanamount for high credi

9、t enterprises to attract them to come to the loan. At the same time, itcan increase the punishment of lying to low credit companies. However, when thedifference of opportunity utility between the two types of credit leve

10、l of enterprise isrelatively larger, in order to prevent the low credit enterprise lie, in addition to increasethe punishment of lying, but also it will provide low loan interest rate to low creditcompanies compared to t

11、he situation of information symmetry in order to encourage lowcredit level enterprise to repay loans.(2) The moral hazard avoidance model was built through the introduction of thepunishment mechanism, which can solve the

12、 problems about the collaborate between theborrowing enterprises and the third logistics enterprises to cheat the bank under theasymmetric information. The study shows that the third-party logistics companies willabide t

13、he contract when the bank’s punishments are serious and the interests offered byenterprises are less attractive. On the contrary, the situation will change. And the penaltyparameters will affect the decision of third-par