风险限制下银行最优的信贷决策机制  

THE BEST CREDIT DECISION MECHANISM WITH RISK LIMIT

作　　者：詹原瑞[1] 刘江[1] 

机构地区：[1]天津大学管理学院,天津300072

出　　处：《甘肃科学学报》2003年第4期110-115,共6页Journal of Gansu Sciences

摘　　要：　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贷款企业时,银行如何在一定的风险限制下达到利润最大化.文中假设银行为一个上市公司,因而把其利润最大化和风险有效地结合了起来,使模型具有更实际的可操作性和现实意义.We have studied how banks gain maximum profits under certain risk limit. In a credit market with asymmetric information. There are only two types of loan entrepreneurs at different risks: one is the high\|risk type, and the other is the low\|risk type. It is assumed that banks are listed companies and they can connect effectively the maximum profits with risks, so that the model will be more operative and meaningful.

关 键 词：信贷决策机制 信贷风险 激励相容性 信息不对称 利润最大化 

分 类 号：F830.5[经济管理—金融学]