| 风险限制下银行最优的信贷决策机制 |
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| 引用本文： | 詹原瑞,刘江.风险限制下银行最优的信贷决策机制[J].甘肃科学学报,2003,15(4):110-115. |
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| 作者姓名： | 詹原瑞 刘江 |
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| 作者单位： | 天津大学管理学院,天津,300072 |
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| 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．
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| 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 |
| 文章编号： | 1004-0366(2003)04-0110-06 |
| 修稿时间： | 2002年12月29 |
THE BEST CREDIT DECISION MECHANISM WITH RISK LIMIT |
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| ZHAN Yuan-rui,LIU Jiang.THE BEST CREDIT DECISION MECHANISM WITH RISK LIMIT[J].Journal of Gansu Sciences,2003,15(4):110-115. |
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| Authors: | ZHAN Yuan-rui LIU Jiang |
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| Abstract: | 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. |
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| Keywords: | credit decision mechanism credit risk incentive compatibility information asymmetry maximum profit |
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