非对称信息条件下银企信贷问题的双信号博弈分析  

Double Signal Game Analysis of Credit Problem between Bank and Enterprise on the Premise of Information Dissymmetry

作　　者：杨美琴[1] 龚日朝[1] 

机构地区：[1]湖南科技大学商学院,湖南湘潭411201

出　　处：《哈尔滨商业大学学报（社会科学版）》2009年第1期63-65,75,共4页Journal of Harbin University of Commerce:Social Science Edition

基　　金：教育部人文社会科学规划课题(我国巨灾管理体系与保险机制建设研究)(07JA790084);;湖南省自然科学基金项目(06JJ2019);湖南省社科基金项目(06YB63);湖南省教育厅优秀青年基金(06B34)

摘　　要：通过研究在信息非对称条件下企业和银行的信贷问题,建立风险率、资产负债率的双信号传递博弈模型,可以得出企业风险率、资产负债率的临界值。银行可通过对企业发出的风险率以及资产负债率与其临界值的比较进行推测,从而判断是否对企业进行贷款。The credit problem in enterprise and bank were studied under asymmetric Information. The double signal transfer game model of risk rate arts asset - liability ratio was established. The critical value of risk rate and asset - liability ratio in enterprises was got. The comparison of the real value nd the critical value of risk rate and asset - liability ratio in enterprises was made and the loan was determined.

关 键 词：非对称信息 风险率 资产负债率 双信号博弈 

分 类 号：F821.5[经济管理—财政学]