商业银行授信“受理”环节信息失真问题研究

贷前调查的信息真实度决定贷款的质量.现实的情况是,国内一些商业银行公司治理结构形似神不似,信息传递机制建设滞后,导致在授信“受理”环节监督失控,信息失真,引发信贷风险案件,造成损失.本文以信息经济学为指导,结合博弈论和委托代理理论对此问题进行研究分析,建立了贷前调查监督与被监督、贷前调查与信息真实度的函数关系,确定了客户经理的尽职比例,通过计算给出了确保授信质量所需的高质量客户经理的最低比例公式,推出了贷前调查信息真实度计算公式,为防范信贷风险,解决商业银行授信“受理”环节信息识别能力差、监督被动的问题,提供了定量分析的工具.

Information Distortion when Granting Line of Credit by Commercial Banks

Information accuracy of pre-loan investigation determines the quality of loan. But the true fact is that with incomplete corporate governance and retarded construction of information transmission system, Some domestic commercial banks lose control over credit extension and suffer from information distortion. As a result, credit risk-related cases are incurred and losses sustained. This thesis addresses the issue using the theory of information economics together with Game Theory and Client-Agent Theory, establishes a function relation between pre-loan investigators and supervisors and investigates and supervisees on one hand and information accuracy on the other hand and ascertains the responsibility percentage of client managers. Through calculation, a minimal proportion formula for quality client managers is educed that can guarantee credit quality and a caleulative formula for accuracy of pre-loan investigation information is extrapolated, providing a quantificational analyzing tools to prevent the credit risks and solve the problems of inability and passivity of commercial banks in information identification and supervision when line of credit is granted.