摘要
本文在考虑担保机构与银行之间存在信息不对称和银行有道德风险的情况下构建了一个银行与担保机构风险分担的模型。通过分析,发现受银行风险规避程度和市场风险影响的内生交易费用的大小决定银行是否与担保机构合作;选择与担保机构合作后,风险分担比例是由银行的风险规避程度,单位努力成本以及市场风险共同决定的。
Considering the asymmetric information between guarantee organization and commercial bank and the moral hazard of commercial banks,this article constructs a model,which describes the allocation of risks between guarantee organization and commercial bank.Basing on the analysis of this model,we find that it is the endogenous transaction cost that determines whether commercial banks cooperate with guarantee organizations or not.The proportion of risks allocation is decided by the degree of risk averse of banks,unit diligent cost and market risks.
出处
《中南财经政法大学研究生学报》
2007年第6期18-22,75,共6页
Journal of the Postgraduate of Zhongnan University of Economics and Law
关键词
道德风险
风险分担
内生交易费用
Moral Hazard
Allocation of Risks
Endogenous Transaction Cost
