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基于信息不对称的信贷配给均衡模型研究 被引量:13

Research of Credit Rationing Equilibrium Model Based on Asymmetric Information
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摘要 本文建立了竞争和信息不对称条件下,信贷市场的信贷配给均衡模型,模型表明在为不同的借款人提供由贷款利率和贷款额度组成的相同贷款合同的情况下,信贷市场存在稳定的单合同均衡,信贷市场的均衡在信贷配给点达到,因而从信息不对称和均衡的角度解释了信贷配给现象。 This paper sets a credit rationing equilibrium model in perfectly competitive credit markets with asymmetric information. The.model shows that there will be stable single-contract equilibrium when bank provides the same loan contract that consists of loan rate and loan size to debtors with different moral attributes. As credit markets reach the equilibrium exactly at the point which credit rationing occurs, the model expressly explains credit rationing from the views of asymmetric information and equilibrium.
出处 《金融研究》 CSSCI 北大核心 2008年第9期134-142,共9页 Journal of Financial Research
关键词 信贷市场 信息不对称 均衡 信贷配给 credit markets asymmetric information equilibrium credit rationing
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参考文献21

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