基于信息不对称的银行贷款合约分析与设计  

On the Analysis and Design of Bank Loan Contracts Based on Information Asymmetry

作　　者：毛锦[1] 肖泉[1] 蔡淑琴[1] 

机构地区：[1]华中科技大学管理学院,武汉市430074

出　　处：《金融研究》2006年第10期126-133,共8页Journal of Financial Research

基　　金：国家自然科学基金;广西自然科学基金(桂科青:0542033);湖北省人文社科重点研究基地现代信息管理研究中心的资助。

摘　　要：本文以银行抵／质押借款合同设计为研究对象,将关于企业在信用评级中未考察的新信息作为一个重要因素,在模型中考虑因其变化而产生信息不对称状况的变化,进而对银行决策以及信用风险的影响;引入信息不对称度和信息准确度,分析银行贷款决策,提出基于信息不对称的银行合约设计模型。最后指出模型在银行贷款实际中的应用。The paper views bank mortgage and pledge contracts as its research focus and considers new information that is not investigated in the enterprises credit rating as an important factor to examines the change of information asymmetry and its influence on bank policy decision and credit risks. Moreover,the degree of information asymmetry and the degree of information accuracy are introduced to analyze bank loan decision. The authors put forward the bank loan contracts based on information asymmetry and its application in the bank loans practices.

关 键 词：贷款合约 信息不对称 信息不对称度 信息准确度 

分 类 号：F832.4[经济管理—金融学] F224