商业银行贷记卡业务中的逆向选择——来自农业银行柳南支行的证据  

Adverse selection in the credit card market of China——Evidence from Liunan Branch of Agricultural Bank of China

作　　者：赖玥[1] 黄柳芬 

机构地区：[1]广西科技大学(筹)财经学院,广西柳州545006

出　　处：《广西工学院学报》2012年第4期89-93,共5页Journal of Guangxi University of Technology

基　　金：广西高校资助科研项目(200103YB104);广西工学院博士基金项目(院科博11S02)资助

摘　　要：根据农业银行柳南支行内部数据及电话调查数据,对商业银行贷记卡业务中是否存在逆向选择问题进行微观实证分析.在控制了申请者的收入、性别、年龄、学历、是否拥有住房贷款及拥有的活卡数量等易被银行观察到的变量后,实证结果证明商业银行贷记卡业务中存在逆向选择,表现为收入波动较大的申请者获得了较高的贷记卡信用额度.The credit card market has the characteristics of information asymmetry which is the main reason for adverse selection. Based on the information economics theories, the paper conducts micro-empirical analysis by using internal data from Liunan branch of Agricultural Bank of China. The empirical results show that in the case of information asymmetric, there exists adverse selection in the credit card market. The applicants with higher proportion of fluctuated part among total income had been given higher credit limits.

关 键 词：贷记卡 逆向选择 收入波动 实证分析 

分 类 号：O21[理学—概率论与数理统计]