| 中小企业一银行信贷博弈定价分析 |
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| 引用本文： | 胡鹏飞.中小企业一银行信贷博弈定价分析[J].广东广播电视大学学报,2013,22(3):91-97. |
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| 作者姓名： | 胡鹏飞 |
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| 作者单位： | 云南财经大学,云南昆明,650221 |
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| 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。
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| 关 键 词： | 商业银行 信息不对称 信贷 道德风险 博弈定价 |
The Game Pricing Analysis of SME-Bank Credit Risks |
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| HU Peng-fei.The Game Pricing Analysis of SME-Bank Credit Risks[J].Journal of Guangdong Radio & Television University,2013,22(3):91-97. |
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| Authors: | HU Peng-fei |
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| Institution: | HU Peng-fei (Yunnan University of Finance and Economics, Kunming, Yunnan, China,650221) |
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| Abstract: | 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. |
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| Keywords: | commercial banks information asymmetry credit moral risk game pricing |
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