现实信贷市场中抵质押品的功能探析——基于信息经济学商业银行的研究视角被引量：20

On the Function of Collateral in the Real Credit Market:from the Commercial Bank's Perspective

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摘要文章从信息经济学、信贷配给理论、风险管理理论和巴塞尔新资本协议等视角出发,论述了有关押品的性质、功能和角色,分析了押品发挥作用的基本原理和传导机制,形成了有关现实信贷市场中抵质押品功能的9条结论。最后,结合我国信贷市场发展实际,对商业银行加强押品管理提出了初步建议。 this paper study basic subjects for the nature, functions and roles of collateral by reviews on collateral in the research fields of Economics of Information, Credit Rationing, Risk Management, and Basel Ⅱ. It analyzes the function principles and conducting mechanism of collateral, concluding to 9 statements. Finally recommendations are put forward for the Chinese commercial banks to strengthen collateral management on the basis of China.

作者刘堃段端巴曙松

机构地区中国科技大学管理学院中央财经大学金融学院国务院发展研究中心金融研究所

出处《财经研究》 CSSCI 北大核心 2008年第5期123-132,共10页 Journal of Finance and Economics

关键词押品信息不对称信贷配给违约概率违约损失 collateral asymmetric information credit rationing PD LGD

分类号 F832.33 [经济管理—金融学]

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参考文献14

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二级参考文献22

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