信贷合约内部机理及关键影响因素研究  

The Internal Mechanism and the Determinants of Loan Contracts

作　　者：刘卫国[1] 管述学[2] 

机构地区：[1]南京审计学院管理学院,江苏南京211815 [2]中国建设银行陕西分行,陕西西安710001

出　　处：《审计与经济研究》2011年第2期104-112,共9页Journal of Audit & Economics

摘　　要：以信号理论、信息不对称理论、关系型信贷理论以及债务代理成本理论等信贷合约相关理论为基础,围绕信贷合约的内生变量利率、担保和期限三者之间的相互关系以及影响信贷合约的关键外生变量,提出了若干核心理论假设;在考虑信贷合约要素利率、担保和期限内生性的情况下建立了结构方程模型,同时对结构方程模型解的识别进行了验证,并对结构方程模型进行了理论求解。Based on signal theory,asymmetric information theory,relationship lending theory and debt cost theory,the paper analyses the internal mechanism of loan contract such as endogenous variable interest rate,security and duration and the key exogenous variables impacting the credit contract,and proposes some core theoretical assumptions that need to verify.Considering the circumstances that elements interests,security and duration are endogenous,a structural equation model is established.Finally,the identification of solution is verified and the theoretical solution is presented on structural equation model.

关 键 词：信贷合约 关系型信贷 内部机理 二阶段回归 

分 类 号：F830.5[经济管理—金融学]