论文部分内容阅读
讨论了拖欠还款概率的存在对银行期望收益的影响以及项目成功概率的大小对企业期望收益的影响,阐述了抵押品和配给量在防范信贷风险尤其是道德风险的过程中所起的重要作用.在考虑拖欠还款概率存在的影响下,建立了信贷风险决策模型,给出了相应的信贷风险决策机制.并在该机制的作用下,分析了信贷配给与无需配给的贷款申请条件,得出了在拖欠还款概率影响下企业只能申请有抵质押贷款的重要结论.此外,还在不对称信息条件下,进一步讨论了银行与贷款企业之间的激励问题.通过设计正向激励与负向激励,揭示了拖欠还款概率与项目成功概率之间的内在联系.
It discusses the effect of the existence of default in repayment on the expected return of the bank and the impact of the probability of project success on the expected return of the enterprise. It also expounds the important role of collateral and ration in preventing credit risk, especially moral hazard Under the influence of the probability of default in repayment, a credit risk decision-making model is established and a corresponding credit risk decision-making mechanism is given, and under the action of this mechanism, the conditions of credit rationing and non-rationing loans are analyzed Out of the loan under the influence of the probability of repayment under the enterprise can only apply for a pledge loan collateral important conclusions.In addition, but also asymmetric information conditions, to further discuss the issue of incentives between banks and lending companies.Through the design of positive incentives and Negative motivation reveals the intrinsic link between the probability of default in repayment and the probability of project success.