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研究商业银行在信息不对称的信货市场中 ,当存在高、低两种不同风险类型的贷款企业时 ,银行因无法准确判断企业投资项目的风险类型 ,因而造成了信贷资金的损失或机会损失 .分析并研究了这两种损失常见的几种情形及其数学原理 ,建立了银行信贷风险的决策模型 ,给出其 Kuhn-Tucker条件 .指出了在模型之下 ,当抵押品作为鉴别企业风险类型的手段失效时 ,为规避信贷风险 ,银行对企业提供的抵押品价值将有特殊的要求 .
Research on commercial banks in asymmetric information in the credit market, when there are two types of high and low risk loans of enterprises, the bank can not accurately determine the type of venture investment projects, resulting in credit losses or loss of opportunity This paper analyzes and studies several common cases and mathematical principles of these two kinds of losses, establishes a decision model of bank credit risk and gives its Kuhn-Tucker condition, and points out that under the model, when collateral is used to identify the risk of an enterprise Type of means of failure, in order to avoid credit risk, the value of the collateral provided by the bank will have special requirements.