非对称信息态的商业银行风险控制分析.doc

非对称信息态的商业银行风险控制分析


页数：5 字数：5254

非对称信息态的商业银行风险控制分析
摘要：商业银行贷款活动中出现的非对称信息对贷款带来了一定的风险，本文在首先分析商业银行贷款中由于信息的不对称性所造成的风险后，提出了一个模型，采用目前处理信息不对称问题的委托代理理论的方法，本文假定银行处于垄断经营的地位，假定经济中的所有借款人是风险中立的；在处理风险与收益之间的关系时，则采用经典的期望效用框架，最后提出如何规避风险的建议。
关键词：非对称信息，商业银行，委托代理理论
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