基于信贷风险控制的机制设计及优化选择  

Mechanism design of optimal option based on credit risk control

作　　者：张啸川[1] 李家军[1] 

机构地区：[1]西北工业大学,陕西西安710072

出　　处：《计算机工程与设计》2007年第24期5991-5993,共3页Computer Engineering and Design

基　　金：国家社科基金项目(05BJY021)

摘　　要：实施信贷风险控制的一项重要措施是机制设计,设计一种满足参与约束与激励相容约束的机制,有利于信贷的银行方控制主观信贷风险。当给定贝叶斯均衡模型(IR1)、(IC2)成立时,推导出银行降低信贷风险的优化机制。该机制将典型的机制设计的三阶段不完全信息博弈,简化为一个阶段的不完全信息博弈,信贷风险控制整体优化,证明该机制设计及最优选择的有效性。An effective way of implementing the credit risk control is the mechanism design. Only when satisfying the particaption control and encouragement control, this mechanism can be a realistic and maneuverable one. Supposing the Bayes equivalence model IR1 and IC2 are true, the optimal mortgage （guarantee） mechanism of the bank is established and give the optimal and direct mechanism to deduce. In the way, this mechanism design simplifies the representative three incomplete stage information game for one incomplete information stage game, so that the whole is the optimal, and namely the dependability of mechanism design and the optimal option is proved.

关 键 词：风险控制 机制设计 最优选择 价值评估 贝叶斯均衡 投资决策 

分 类 号：TP311[自动化与计算机技术—计算机软件与理论]