非對(duì)稱信息態(tài)的商業(yè)銀行風(fēng)險(xiǎn)控制分析


頁(yè)數(shù)：5 字?jǐn)?shù)：5254

非對(duì)稱信息態(tài)的商業(yè)銀行風(fēng)險(xiǎn)控制分析
摘要：商業(yè)銀行貸款活動(dòng)中出現(xiàn)的非對(duì)稱信息對(duì)貸款帶來(lái)了一定的風(fēng)險(xiǎn)，本文在首先分析商業(yè)銀行貸款中由于信息的不對(duì)稱性所造成的風(fēng)險(xiǎn)后，提出了一個(gè)模型，采用目前處理信息不對(duì)稱問(wèn)題的委托代理理論的方法，本文假定銀行處于壟斷經(jīng)營(yíng)的地位，假定經(jīng)濟(jì)中的所有借款人是風(fēng)險(xiǎn)中立的；在處理風(fēng)險(xiǎn)與收益之間的關(guān)系時(shí)，則采用經(jīng)典的期望效用框架，最后提出如何規(guī)避風(fēng)險(xiǎn)的建議。
關(guān)鍵詞：非對(duì)稱信息，商業(yè)銀行，委托代理理論
Abstract：The appearance of asymmetric information has broken many risks for bank to provide their loans. On the basis of what kind of risks will appear during the activities,a model was developed in the paper. It adopts a method which is used to deal with the asymmetric information now. asumming the bank is monopolizing the industry and all debtors is on both sides of the fence to risks.however, we use the clasical prospective available theory to anylize the relations between the