摘要
从贷款资产这一金融产品的营销理念出发 ,讨论按市场关系寻求贷款定价的方法。在信息不对称条件下 ,根据委托代理框架下的揭示原理 ,作为委托人的银行可以找到一种合适的途径 ,利用极大值原理 ,将信贷合同转化为最优控制问题。提出贷款利率的定价模型 ,求解出信贷双方目标均可得到满足的激励性对策解 ,并给出仿真案例及对影响贷款利率的因素作了分析。
Proceed from the considerations loan assets financial product distribution thought, according to market relations, method finding loan fixed price is discussed. Under the conditions of information asymmetry, according to revealed theory under principal agent frame, bank as client can find a kind of suitable way, using maximal principle, and converse credit contract into the problem of optimization control. Fixed price model of loan rate is advanced finding the encouragement countermeasure solution of credit so that both sides' target can all get satisfied, and simulation case is given and influencing factor of loan rate is analyzed.
出处
《系统工程》
CSCD
北大核心
2002年第3期20-23,共4页
Systems Engineering
基金
辽宁省自然科学基金资助项目 (9910 2 0 0 2 0 8)
