银保协作下商业银行信用风险的传导及管控机制研究--基于系统科学的分析视阈

Study on the Conduction and Control Mechanism of Commercial Banks’ Credit Risks under the Coo-peration between Banks and Guarantee Institutions——from the Perspective of Systematic Science

银保协作信贷模式有助于缓解银保之间的信息不对称,从而有助于提升金融市场的资金配置效率。本文从信贷配给与风险分担的理论逻辑剖析了银保协作的内生机理,从系统视阈构建了银保协作下商业银行信用风险的传导模型,揭示了银保协作下商业银行信用风险的传导机理,并设计了银保协作下商业银行信用风险管控机制的科学架构。本文认为,银保体系所具有的信用风险内部化特征,促使商业银行信用风险沿着微分动力系统的演变轨迹进行传导,而系统的均衡点就是信用风险在商业银行与担保机构之间的最优配置点。该结论将为我国银行业构建科学高效的信用风险管理机制提供重要的理论依据与决策参考。

Cooperation between banks and guarantee institutions may help resolve the problem of asymmetric information between banks and guarantee institutions, and bring benefits to enhance capital allocation efficiency of financial market. This paper analyzes the inner mechanism of Cooperation between banks and guarantee institutions from the perspective of credit rationing and risk sharing, builds the conduction model of commercial banks＇ credit risks from system perspective, and reveals the conduction mechanism to commercial banks＇ credit risks, based on which, it designs scientific framework of control mechanism to commercial banks＇ credit risks. It believes that the internal characteristics of the cooperation between banks and guarantee institutions may lead commercial banks＇ credit risks conducted along the evolution trajectory of differential dynamical system, and achieve balanced configuration. The result will provide important theoretical basis facilitate the decision making process for the banking industry to build scientific and efficient credit risk management mechanism.