摘要
商业银行的利润主要来源于信贷,这一点在中国银行业尤为突出,而由于信贷业务自身特点所决定,信贷业务所包含的借贷双方之间信息不对称以及由此产生的道德风险成为银行信贷业务的一个致命点。为了缓解信息不对称问题,在信贷环节中引入纳什均衡模型,结果表明,企业提供抵押、寻找担保以及加强其违约的惩罚力度有利于缓解信贷过程中的道德风险。
Commercial bank＇s profit comes mainly from the credit; it is even truer in China＇s banking sector. Determined by its own characteristics, credit business contains information asymmetry for both sides thus causes moral risks, which has become a fatal point in the banking credit business. In order to solve the problem, the introduction of the Nash equilibrium model of information asymmetry in the credit link is believed to be able to alleviate the risk of moral hazard in the credit process, as the enterprise provides mortgage, looks for security as well as strengthens the penalties for breaching of the contract.
出处
《广东广播电视大学学报》
2013年第3期91-97,共7页
Journal of Guangdong Radio & Television University
关键词
商业银行
信息不对称
信贷
道德风险
博弈定价
commercial banks information asymmetry
credit
moral risk
game pricing
