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| 显性激励:最优信贷合约研究 | |
| 引用本文： | 左志刚,谭荣华,罗精辉. 显性激励:最优信贷合约研究[J]. 财经论丛, 2009, 0(3) |
| 作者姓名： | 左志刚 谭荣华 罗精辉 |
| 作者单位： | 广东外语外贸大学国际工商管理学院,广东,广州,510006;中国人民大学财政金融学院,北京,100872;广西大学商学院,广西,南宁,530004 |
| 基金项目： | 国家科技攻关项目，广东外语外贸大学研究基金 |
| 摘 要： | 本文运用委托代理理论,对银行信贷合约的最优条件进行了分析.文章将信贷合约抽象为由分配函数、审计域、担保率等要件组成,然后运用委托代理问题研究中的分布函数参数化模型方法,依次对最优分配函数、最佳审计域、最优担保率的特征进行了研究,得出了最优分配函数应当满足"莫里斯·霍姆斯特姆"条件等系列结论. |
| 关 键 词： | 信贷合约 显性激励 最优条件 |
Explicit Incentive:Research on Optimal Loan Contract |
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| ZUO Zhi-gang,TAN Rong-hua,LUO Jing-hui. Explicit Incentive:Research on Optimal Loan Contract[J]. Collected Essays On Finance and Economics, 2009, 0(3) | |
| Authors: | ZUO Zhi-gang TAN Rong-hua LUO Jing-hui |
| Affiliation: | 1.School of Management;Guangdong University of Foreign Studies;Guangzhou 510006;China;2.School of Finance;Renming University of China;Beijing 100872;3.Business School of Guangxi University;Nanning 530004;China |
| Abstract: | The paper systematicly discusses the optimal loan contract problem basd on the principal-agent theory.It decomposes the optimal loan contract problem to three subjects: optimal distribution function,optimal auditing area and optimal collateral.With the parameterized distribution formulation,the paper analyses the optimal condition of the three subjects auording to a collateral,It puts some findings,such as the optimal distribution function should satisfy the Mirrlees-Holmstrom condition etc. |
| Keywords: | loan contract explicit incentive optimal condition |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |