基于信息不对称的银行信贷风险决策机制及分析(Ⅱ)——信贷风险决策机制  

Credit Risky Decision Mechanism and Analysis for a Bank Based on Information Asymmetry (Ⅱ)—— Credit Risky Decision Mechanism

作　　者：庞素琳 刘永清[1] 徐建闽[2] 黎荣舟[2] 

机构地区：[1]华南理工大学自动控制工程系 [2]华南理工大学交通学院,广东广州510640

出　　处：《系统工程理论与实践》2001年第5期82-87,共6页Systems Engineering-Theory & Practice

基　　金：富邦科技股份有限公司对本文的资助

摘　　要：研究商业银行在信息不对称的信贷市场中 ,当存在高、低两种不同风险类型的代款企业时 ,银行相应的信贷风险决策机制 .揭示了在此机制的作用下 ,企业提供的低押品价值变现之后能够补偿银行信贷资金及其安全投资的收益 .证明了当低押品作为鉴别企业风险类型的手段失效时 ,银行提高利率的结果将会发生逆向选择 .指出在所给模型下 。When there are two risky types of borrowers in society; one is high\|risk type and the other is low\|risk type, we study credit risky decision mechanism corresponding to credit market with information asymmetry. Under the mechanism, collateral can compensate the bank's loan funds and the income when the funds are invested in safe projects. We show that the result that the bank raises interest rate will occur adverse selection when the collateral, as borrower's risky types, lose efficacy. We point out that investments of two types are of benefit to the bank according to our model.

关 键 词：决策机制 激励相容性 逆向选择 信贷风险 商业银行 

分 类 号：F832.4[经济管理—金融学]