从国有商业银行的行为分析不良贷款的生成机制  

Creating Mechanism of Nonperforming Loans based on Behavior Analysis of State-owned Commercial Banks

作　　者：曾诗鸿[1] 刘煜辉[2] 段辰菊[3] 

机构地区：[1]北京工业大学经济管理学院,北京100022 [2]中国社会科学院金融研究所,北京100732 [3]北京大学中国经济研究中心,北京100871

出　　处：《中国软科学》2003年第9期43-48,共6页China Soft Science

基　　金：北京工业大学引进博士科研启动基金项目

摘　　要：本文从日本、中国的国有商业银行具有高不良贷款的现实出发研究商业银行各分支机构的经理人员(代理人)的行为,第一部分的引言强调研究国有商业银行各分支机构的经理人员行为的必要性,并且对现有文献进行了回顾。第二部分扩展了基本的监管模型,研究了国有商业银行各分支机构的经理人员(代理人)在支付矩阵下的行为,第三部分得出结论:在我们的研究范围内,银行不良贷款的产生是因为商业银行在不同的行为参数下,依赖自己的行为参数从效用最大化出发进行博弈的结果。Due to the fact of high amounts of nonperforming loans in Japan and China,this dissertation studies behaviors of state-owned commercial bank managers(agents)in their(constituent or principal)branches.The first section is introduction which emphasizes the inevitability of this research and reviews all the relating mate-rials and references.The second section studies their behaviors under pay off matrix by expanding the monitor model.The third section draws conclusion as the nonperforming loans are created because the commercial banks employ game theory to realize the maximum effectiveness with their own behavior index based on different be-havior index systems.That is to say,the behaviors of state-owned commercial bank managers are not completely supervised or checked-up under the monitor model.

关 键 词：国有商业银行 不良贷款 生成机制 日本 中国 效用最大化 博弈 

分 类 号：F832.33[经济管理—金融学] F833.13