【摘要】：從商業(yè)銀行和信貸員之間的委托-代理關(guān)系的角度分析了商業(yè)銀行的信貸風險管理問題.研究了商業(yè)銀行和信貸員之間委托-代理關(guān)系的特殊性,建立了多項任務多階段委托-代理模型.結(jié)果表明,多項任務多階段委托-代理模型能夠激勵信貸員花在收集"顯式"信息和"隱式"信息上的努力都大于零,信貸員2階段的產(chǎn)出明顯大于只有1階段時的產(chǎn)出,從而降低由于信息不對稱而產(chǎn)生的信貸員的道德風險,有效減小銀行的信貸風險.模型解決了商業(yè)銀行對信貸員的激勵約束問題,既防范了信貸員的道德風險,又有效降低了商業(yè)銀行的信貸風險.
[Abstract]:This paper analyzes the credit risk management of commercial banks from the perspective of principal-agent relationship between commercial banks and credit officers. This paper studies the particularity of principal-agent relationship between commercial banks and credit officers, and establishes a multi-task multi-stage principal-agent model. The results show that the multi-task multi-stage principal-agent model can motivate credit officers to spend more than zero on the collection of "explicit" information and "implicit" information, and the output of the second stage of the credit officer is significantly larger than that of only one stage. Thus, the moral hazard of credit officers caused by asymmetric information is reduced, and the credit risk of banks is effectively reduced. The model solves the problem of incentive and restriction of credit officers in commercial banks, which not only prevents the moral hazard of credit officers, but also effectively reduces the credit risks of commercial banks.
【作者單位】： 上海理工大學管理學院;
【基金】：上海市一流學科建設(shè)資助項目(S1201YLXK) 滬江基金資助項目(A14006)
【分類號】：F830.5

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