基于信息不对称的银行信贷风险决策机制及分析(Ⅰ)——信贷风险决策模型

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 .

The Credit Risky Decision Mechanism and Analysis for Banks Based on Information Asymmetry (Ⅰ) —— Credit Risky Decision Model

In this paper, we study the credit fund's losses or its opportunity losses to banks with information asymmetry. The losses give birth to that banks have no way to judge exactly the entrepreneurs' risk types on their investing projects when there are two types of loan entrepreneurs of different risk in society, one is high\|risk type and the other is low\|risk type. We analyze the several common cases about two losses and study their mathematical principles. We establish the decision model on the bank's credit risk and give its Kuhn\|Tucker's conditions. We point out, when collateral as borrower's risky types loses efficacy in order to avoid credit risk, banks claim special requirements to collateral value that entrepreneurs provide.