不完全信息下银行信贷风险的决策机制  

THE DECISION MECHANISM OF CREDIT RISK FOR BANKS WITH IMPERFECT INFORMATION

作　　者：庞素琳[1] 刘永清[1] 黎荣舟[2] 郭旭芬[3] 

机构地区：[1]华南理工大学自动控制工程系,广州510640 [2]中信实业银行广州分行,510622 [3]广东商学院会计系,510320

出　　处：《华南理工大学学报（自然科学版）》1999年第8期20-25,共6页Journal of South China University of Technology(Natural Science Edition)

基　　金：国务院侨务办公室重点学科科研基金

摘　　要：本文研究商业银行的信贷市场在不完全信息下银行信贷风险的决策机制． 给出了当企业的初始财富达到银行所要求的最低限度而且不超过最高限度两种情形下银行信贷风险决策机制的配给和无需配给的设计， 揭示了在这两种机制的作用下， 银行能有效鉴别出企业谎报风险信息的程度， 给出了银行拒绝企业贷款申请的条件．This paper studies the decision mechanism of credit risk in the credit markets of the commercial banks with imperfect information. When an entrepreneur's initial wealth reaches the lowest limit but does not go beyond the highest limit as demanded by the bank, the design of rationing and non_rationing is given by the decision mechanism of credit risk. In the case of imperfect information, the credit risk decision model and the optimal conditions of the mechanism are both presented. The paper aims to show that the bank can efficiently identify the extent to which an entrepreneur lies about the information on risk credit. The paper also offers the conditions under which the bank may reject the entrepreneur's loan application.

关 键 词：信贷风险 决策机制 不完全信息 信贷配给 银行 

分 类 号：F830.5[经济管理—金融学]