摘要
本文研究商业银行处于完全竞争的信贷市场中在不完全信息下的信贷决策机制，给出了当企业有能力或没有能力提供足够的抵押品两种情形下信贷决策机制的设计，讨论了信贷决策机制的若干性质．本文研究工作是基于对风险刻画的“均值保持展形”概念的．
This paper is devoted to the decision mechanism of credit with imperfect information when the credit market is in perfect competition. The designs of decision mechanism of credit in two cases,namely,the enterprises'endowments are more or less than collateral, are given and some perporties are studied. The research work here is based on the concept "mean-preseving spread" of risk.
出处
《系统工程学报》
CSCD
1996年第2期52-58,共7页
Journal of Systems Engineering
关键词
银行
信贷
信贷决策
信贷市场
credit decision analysis
incentive compatible mechanism
incomplete information
mean preserving spread
complete competition
