The optimal design on the decision mechanism of credit risk for banks with imperfect information

被引：0

作者：

Pang, SL ^{[1
]}

Liu, YQ ^{[1
]}

Li, RZ ^{[1
]}

机构：

[1] Jinan Univ, Dept Math, Guangzhou 510632, Peoples R China

来源：

PROCEEDINGS OF THE 3RD WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-5 | 2000年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper wt utilize the optimal method to study the decision problem on the credit risk for banks. An appropriate the decision mechanism of credit risk was given. The study shows, banks design a credit contract from defaulting loan of entrepreneur point of view. The decision mechanism of credit risk we got can efficiently identify the extent to lie to report risk information on the entrepreneur in the credit markets with imperfect information.

引用

页码：1890 / 1893

页数：4

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