基于信息不对称商业银行信用风险管理研究

Research on Dynamic Supervise of Credit Risk in Commercial Bank Based on Asymmetric Information

本文试图在信息不对称的大前提下,用委托人一代理人理论对商业银行信用风险形成的机理和原因进行阐述,以期获得适合我国中小银行信用监控现状的、可操作的监控方法。本论文第一部分采用信息不对称理论对商业银行信用风险形成的机理和原因进行了分析。

This paper tends to analyze how and why commercial bank credit risk come into being by game theory and systemic, dynamic concepts under the hypothesis of asymmetric information in order to acquire the operable supervise measures which adapt to our country＇s medium and small banks credit supervise.