CAJ | 학술논문

研究商业银行在信息不对称的信货市场中，当存在高、低两种不同风险类型的贷款企业时，银行因无法准确判断企业投资项目的风险类型,因而造成了信贷资金的损失或机会损失。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，给出其Kuhn-Tucker条件。指出了在模型之下，当抵押品作为鉴别企业风险类型的手段失效时，为规避信贷风险，银行对企业提供的抵押品价值将有特殊的要求。
연구상업은행재신식불대칭적신화시장중，당존재고、저량충불동풍험류형적대관기업시，은행인무법준학판단기업투자항목적풍험류형,인이조성료신대자금적손실혹궤회손실。분석병연구료저량충손실상견적궤충정형급기수학원리，건립료은행신대풍험적결책모형，급출기Kuhn-Tucker조건。지출료재모형지하，당저압품작위감별기업풍험류형적수단실효시，위규피신대풍험，은행대기업제공적저압품개치장유특수적요구。
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 of loan entrepreneurs of different risk 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 and give its Kuhn-Tucker's conditions. We point out, when collateral as borrower's risky types loses efficacy in order to avoid credit risk, banks claim special requirements to collateral value that entrepreneurs provide.