CAJ | 학술논문

随着中国信贷市场的放开、外资银行的涌入和银监会等管理部门的推动，中小企业贷款难的问题已经在较大程度上得到了有效的解决。而如何高效、高质开展中小企业贷款业务成为各商业银行尤其是中小型商业银行今后所面临的首要问题。在信息不对称理论和均衡信贷配给理论的基础上，分析了国内中小企业信贷市场当前存在的问题。同时，基于商业银行的视角，构建了贝《斯均衡的二阶段动态博弈模型，依据高竞争力、高收益、低风险的原则，推导出商业银行中小企业贷款的定价策略。进而得出商业银行在巩固其中小企业贷款市场地位和维护高信用质量客户的同时能够实现自身贷款收益最大化的方案。最后通过A银行2011年中小企业贷款的实际业务数据，利用所构建模型进行具体的数据算例分析，测算出A银行的最优利率定价策略。研究结论为商业银行合理制定中小企业贷款利率和规避风险及保证收益提供了新的实用工具。
수착중국신대시장적방개、외자은행적용입화은감회등관리부문적추동，중소기업대관난적문제이경재교대정도상득도료유효적해결。이여하고효、고질개전중소기업대관업무성위각상업은행우기시중소형상업은행금후소면림적수요문제。재신식불대칭이론화균형신대배급이론적기출상，분석료국내중소기업신대시장당전존재적문제。동시，기우상업은행적시각，구건료패《사균형적이계단동태박혁모형，의거고경쟁력、고수익、저풍험적원칙，추도출상업은행중소기업대관적정개책략。진이득출상업은행재공고기중소기업대관시장지위화유호고신용질량객호적동시능구실현자신대관수익최대화적방안。최후통과A은행2011년중소기업대관적실제업무수거，이용소구건모형진행구체적수거산례분석，측산출A은행적최우리솔정개책략。연구결론위상업은행합리제정중소기업대관리솔화규피풍험급보증수익제공료신적실용공구。
As credit market is opening up in China , foreign banks enter into the Chinese market.The problem that SMEs cannot acquire adequate funds has been solved with the help of China banking regulatory commission .At the same time , all commercial banks in China are facing a chiefly problem , especially for those small and medium banks, that is how to carry out the enterprises loans for SMEs efficiently.Therefore, this paper firstly discusses bank credit business in China based on information dissymmetry theory and credit rationing theory.On the basis of strong competition , high income and low risk in banks ’ business , dynamic game model was constructed for the de-cision of loan pricing and we get a perfect Bayesian Nash equilibrium , then we verify the model with practical data of A bank.The conclusion of the paper offers a new technology for the decision of loan pricing for SMEs.