非对称信息决策机制的构建

The Implementation of Decision Mechanism Based on The Asymmetric Information

在信息不对称的信贷市场中存在风险高低不同的贷款企业,商业银行因无法准确判断企业投资项目的风险类型,研究由此而造成的信贷资金损失或机会损失。分析并研究了这两种损失常见的几种情形及其数学原理,建立了银行信贷风险的决策模型。在非对称信息条件下的决策模型的基础上,根据实际情况,确定了模型的相关系数。以我国商业银行信贷状况为背景,计算利率的变动区间。计算我国商业银行实际数据,得到较符合实际情况的结果。

In this paper, we study the credit fund’s losses or its opportunity losses to banks with information asymmetry. The losses give birth to that banks have no way to judge exactly the entrepreneurs’ risk types on their investing projects when there are two types on loan entrepreneurs of different risks in society, one is high-risk type and the other is low-risk type, we analyze the several common cases about two losses and study their mathematical principles. We establish the decision model on the bank’s credit risk. According to actual situation,this paper confirms the relevant parameters of the model, which is on the basis of credit decision model under the asymmetric information condition. Taking state of commercial bank credit loan of our country as the background further, calculates the change range of the interest rate and pledge. Through calculation the real data of commercial bank of our country, get the relative result according with the actual situation.