东北大学学报（自然科学版）

东北大学学报(自然科学版) ›› 2010, Vol. 31 ›› Issue (8): 1204-1207.DOI: -

• 论著 • 上一篇    下一篇

信息不对称下的银企信贷关系研究

张彦冰;刘建波;张艳艳;   

  1. 东北大学工商管理学院;东北大学秦皇岛分校;
  • 收稿日期:2013-06-20 修回日期:2013-06-20 出版日期:2010-08-15 发布日期:2013-06-20
  • 通讯作者: -
  • 作者简介:-
  • 基金资助:
    中央高校基本科研业务费专项资金资助项目(N090323007)

Credit relation between bank and enterprise under information asymmetry

Zhang, Yan-Bing (1); Liu, Jian-Bo (2); Zhang, Yan-Yan (2)   

  1. (1) School of Business Administration, Northeastern University, Shenyang 110004, China; (2) Northeastern University at Qinhuangdao, Qinhuangdao 066004, China
  • Received:2013-06-20 Revised:2013-06-20 Online:2010-08-15 Published:2013-06-20
  • Contact: Liu, J.-B.
  • About author:-
  • Supported by:
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摘要： 根据诚信在银企合作中的重要作用,运用委托代理、蜈蚣博弈等相关理论对银行与企业的信贷关系进行研究.将银行与企业的信贷过程分为一次博弈与重复博弈两个阶段.在一次博弈阶段,解释了银行惜贷现象产生的原因;在重复博弈阶段,确定了最佳的合作周期以及申请贷款企业对信贷配给的最低期望.通过这种机制,在一定程度上降低了银行与企业信贷过程中的逆向选择和道德风险.

关键词: 信贷, 蜈蚣博弈, 决策模型, 商业诚信, 均衡

Abstract: According to the commercial integrity that plays an important role in the cooperation between bank and enterprise, the credit relation between them is studied on the basis of the principal-agent theory and centipede game theory, etc., and the credit process is divided into two stages, i.e., one-time game and repeated game. In the one-time game the phenomenon of reluctance to loan is explained, and in the repeated game the optimal cycle of cooperation is determined, as well as the minimum expected credit rationing of the enterprise applying for loan. Such a mechanism will avoid the adverse selection and reduce the moral risk in the credit process to a certain degree.

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