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银行信贷风险管理中的筛选审查与合约设计 被引量:2

Screening,Monitoring and Contracting in Bank's Credit Risk Management
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摘要 首次提出了在两维变量共同影响下银行如何对授信项目进行事前筛选和事后审查问题,建立模型并设计合约,深入分析了它们的相互关系并说明在信贷风险管理中的作用. This article discusses the problem of how a bank screens and monitors loan projects based on two- dimensional variables. A relative model is established, and contracts are designed. Finally, a study on how these factors mutually interact is conducted, which helps to manage the loan risk
出处 《上海大学学报(自然科学版)》 CAS CSCD 北大核心 2006年第1期107-110,共4页 Journal of Shanghai University:Natural Science Edition
关键词 两维变量 事前筛选 事后审查 信贷风险 不对称信息 two-dimensional variable ex ante screening ex post monitoring credit risk asymmetricinformation
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同被引文献13

  • 1叶蜀君.银行与企业之间信用风险的博弈分析[J].物流技术,2006,25(7):111-113. 被引量:4
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