信息不对称视角下商业银行信贷风险控制研究

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3.0 陈辉 2024-11-19 4 4 534.65KB 50 页 15积分

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摘要

信贷业务是商业银行的核心业务，信贷资产质量是商业银行核心竞争力的表

现。我国商业银行对信贷风险问题日益重视，不良贷款率连年降低，但信贷风险

依然是我国商业银行面临的最主要的风险。商业银行信贷风险产生的一个主要原

因是商业银行与借款企业之间的信息不对称，企业作为贷款的使用者，对贷款的

投资收益和风险了解较为充分，在贷款使用的过程中也容易产生违约行为，而商

业对此却不能完全了解，所以借款企业与银行之间信息是不对称的，企业具有信

息优势。借款企业与商业银行之间的信息不对称产生了贷款的逆向选择和道德风

险问题，极易造成商业银行信贷决策失误和借款企业贷款使用违约，产生商业银

行信贷风险。商业银行信贷风险的产生使得商业银行对贷款业务的控制更为严格，

却又导致商业银行惜贷现象的发生，所以对银行信贷业务中信息的甄别与控制可

以增加商业银行与借款企业之间的对称度，提高商业银行信贷决策能力，进而在

其为企业正常融资的过程中，提高商业银行信贷风险控制能力。通过对银企之间

信息不对称的控制，使商业银行达到安全性与收益性的平衡，在保证贷款资金安

全的前提下为企业提供融资服务，增强我国商业银行运营的稳定性。所以从信息

的角度对商业银行信贷风险进行分析，并寻找出商业银行信贷风险控制的方法是

很有意义的。

本文以信息不对称理论和博弈理论为视角，分析信息不对称导致的商业银行

信贷风险的具体表现及信息不对称产生的原因，并通过信号传递模型和声誉模型

的模型分析得出加强商业银行信号指标的选择和信息识别能力以及与企业建立产

长期的信贷关系可以有效克服银企之间信息不对称，提高商业银行信贷风险控制

能力的结论。本文共分为五部分：第一部分首先是论文提出的背景和意义，然后

是信息不对称和商业银行信贷风险的文献综述，最后是论文的研究方法和难点。

第二部分首先分别对信息不对称理论和商业银行信贷风险控制的一般理论进行了

阐述，然后是信息不对称条件下的商业银行信贷风险控制的一般理论介绍。第三

部分系统分析了信息不对称导致的信贷风险及产生的原因，并阐述了我国银行与

借款企业之间信息不对称现象产生的特殊原因，并运用案例进行佐证。第四部分

运用信息不对称原理对商业银行信贷风险控制进行了模型分析，运用信号传递模

型对商业银行信贷业务中逆向选择风险进行了分析，运用声誉模型对商业银行信

贷业务中道德风险进行了分析，并得出了模型分析均衡条件。第五部分根据前面

章节的分析对加强商业银行信贷风险控制提出具有针对性和可操作性的建议。

关键词：信息不对称信贷风险逆向选择道德风险

ABSTRACT

Credit is the core business of commercial banks. Loan asset quality is the core

competence of commercial banks. Commercial banks in china have a growing respect

for the credit risk, and non-performing loan rate has been reduced year by year, but

credit risk is still to be the most important risk faced by Commercial banks. A major

reason for the emergence of commercial bank credit risk is information asymmetry

between commercial bank and borrowing enterprise, borrowing enterprise as the user of

the loan has a better understanding of loan earnings and loan risk, and also to be prone

to default, so the loan information between the enterprise and the commercial bank is

asymmetrical, information of enterprise is more superior than commercial bank.

Information asymmetry between enterprise and commercial bank leads to the adverse

selection and moral hazard problems, and easily makes commercial banks make wrong

credit decision and borrowing enterprise default, and the emergence of commercial bank

credit risk. The emergence of commercial bank credit risk makes commercial bank have

a more stringent credit risk control than before, which may result in reluctance to lend.

So enhancing information determination and control can improve the information

symmetry between commercial bank and enterprise, and improve commercial bank

credit decision-making ability, which in turn in the course of normal financing for

enterprises, improve commercial bank credit risk control ability. The control of the

information asymmetry between banks and enterprises control makes commercial banks

reach the balance of safety and profitability, providing financing service under the

premise of ensuring the safety of the loans, and improve the stability of the operation of

commercial banks in China. Therefore, It is very meaningful that analysis of

commercial bank credit risk from the point of view of information and finding out

commercial bank credit risk control methods.

From the perspective of the information asymmetry theory and game theory, this

article analyses the concrete manifestation of information asymmetry between

commercial bank and enterprise and the causes of information asymmetry between

commercial bank and enterprise, and under the model analysis of the signal delivery

model and reputation model, this article comes to the conclusion that enhancing signal

indicator selection ability and information discrimination ability and making a

long-term credit relationship can eliminate the information asymmetry between

commercial bank and enterprise, and improve the ability of commercial bank credit risk

control. This article is divided into five parts: the first part is the background and

significance of article, a literature review of the theories of information asymmetry and

the commercial bank credit risk, and research method and the difficult points. The

second part is introduction of asymmetric information theory and commercial bank

credit risk control theory respectively and commercial banks credit risk control under

the information asymmetry theory. The third part systematically analyzes the risks

caused by information asymmetry and the reason of information asymmetry and

information asymmetry between bank and borrowing enterprise arising from special

reasons in China, and then the case is applied. The fourth part is the model analysis of

commercial bank credit risk control under information asymmetry. Signal transfer

model is applied to analyze credit risk adverse selection; reputation model is applied to

analyze credit risk moral hazard, and drew equilibrium solution of models. The fifth

part makes targeted and operable suggestions for commercial bank credit risk control

based on previous parts.

Key words: Information Asymmetry，credit risk，adverse selection，

moral risk

摘要

ABSTRACT

第一章绪论 ...................................................................................................................1

§1.1 选题背景与意义 ...............................................................................................1

§1.1.1 选题背景 ..................................................................................................1

§1.1.2 研究意义 .................................................................................................2

§1.2 文献综述 ...........................................................................................................3

§1.2.1 国外文献综述 .........................................................................................4

§1.2.2 国内文献综述 .........................................................................................6

§1.3 研究方法与难点 ...............................................................................................7

§1.3.1 研究方法 .................................................................................................7

§1.3.2 论文难点 .................................................................................................8

§1.4 论文框架 ...........................................................................................................8

第二章信息不对称与商业银行信贷风险控制理论 ...................................................11

§2.1 信息不对称理论 .............................................................................................11

§2.1.1 信息不对称含义 ...................................................................................11

§2.1.2 信息不对称分类 ...................................................................................12

§2.1.3 信息不对称理论本质 ...........................................................................13

§2.2 商业银行信贷风险控制理论 .........................................................................13

§2.2.1 信贷风险概念界定 ................................................................................13

§2.2.2 商业银行信贷风险类型 .......................................................................14

§2.2.3 商业银行信贷风险控制传统理论 .......................................................15

§2.3 信息不对称条件下商业银行信贷风险控制理论 .........................................16

§2.3.1 银行信贷逆向选择产生机理及风险控制模型 ...................................16

§2.3.2 银行信贷道德风险产生机理及风险控制模型 ...................................18

第三章银企之间信息不对称导致的风险及产生原因 ...............................................21

§3.1 银企之间信息不对称导致的风险 ..................................................................21

§3.1.1 信贷决策失误风险 ...............................................................................22

§3.1.2 信贷集中风险 .......................................................................................22

§3.1.3 贷款使用违约风险 ...............................................................................23

§3.1.4 贷款偿还违约风险 ...............................................................................24

§3.2 银企之间信息不对称产生原因 .....................................................................24

§3.2.1 商业银行信贷信息外部环境因素 .......................................................24

§3.2.2 商业银行信贷信息内部管理因素 .......................................................26

§3.3 案例研究 ..........................................................................................................28

§3.3.1 背景资料 ...............................................................................................28

§3.3.2 案例分析 ...............................................................................................28

第四章信息不对称条件下商业银行信贷风险控制博弈 ...........................................31

§4.1 贷款申请阶段商业银行信贷风险控制博弈分析 .........................................31

§4.1.1 银行信贷信号传递模型的假设说明 ...................................................31

§4.1.2 分离均衡与混同均衡存在的条件 .......................................................32

§4.1.3 博弈均衡对银行信贷逆向选择风险控制的作用 ...............................33

§4.2 贷款使用阶段商业银行信贷风险控制博弈分析 .........................................34

§4.2.1 银行信贷声誉模型的假设说明 ...........................................................35

§4.2.2 多期动态博弈均衡存在条件 ...............................................................35

§4.2.3 博弈均衡对银行信贷道德风险控制的作用 .......................................36

第五章信息不对称条件下商业银行信贷风险控制措施 ...........................................39

§5.1 提高商业银行信息处理能力 .........................................................................39

§5.1.1 完善商业银行信贷信息管理机制 .......................................................39

§5.1.2 提高商业银行信息甄别能力 ...............................................................40

§5.1.3 强化信息有效传递 ...............................................................................41

§5.2 完善商业银行信贷信息资源共享机制 .........................................................41

§5.2.1 规范借款企业信息披露制度 ...............................................................42

§5.2.2 扩大信息共享开放度 ...........................................................................42

§5.2.3 建立有效的信息共享的激励机制 .......................................................43

§5.3 发展关系型贷款 .............................................................................................43

§5.3.1 发展关系型贷款的优势 .......................................................................44

§5.3.2 发展关系型贷款的关键 .......................................................................44

§5.4 完善商业银行信贷信息内部控制机制 .........................................................45

§5.4.1 重构商业银行信贷业务组织结构 .......................................................45

§5.4.2 构建商业银行信贷风险预警体系 .......................................................45

§5.4.3 强化信贷人员激励与约束机制 ...........................................................46

参考文献 .........................................................................................................................49

在读期间公开发表的论文和承担科研项目及取得成果 .............................................51

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摘要：

摘要信贷业务是商业银行的核心业务，信贷资产质量是商业银行核心竞争力的表现。我国商业银行对信贷风险问题日益重视，不良贷款率连年降低，但信贷风险依然是我国商业银行面临的最主要的风险。商业银行信贷风险产生的一个主要原因是商业银行与借款企业之间的信息不对称，企业作为贷款的使用者，对贷款的投资收益和风险了解较为充分，在贷款使用的过程中也容易产生违约行为，而商业对此却不能完全了解，所以借款企业与银行之间信息是不对称的，企业具有信息优势。借款企业与商业银行之间的信息不对称产生了贷款的逆向选择和道德风险问题，极易造成商业银行信贷决策失误和借款企业贷款使用违约，产生商业银行信贷风险。商业银行信贷风险的产生使得商...

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