摘要
通过构建“过度授信”“授信不足”的代理成本理论数学模型,研究小微企业贷前调查过程中的道德风险问题。实证表明,在严密的风险内控下,商业银行“过度授信”的代理成本不显著;但普遍存在着“授信不足”,且贷前调查软信息拒贷的错判率明显高于硬信息。为解决此类问题,设计了激励机制模型,求出使银行期望利润最大的最优解;引入机会成本,建议在保持机会成本低于代理成本时方可全面开展线上小微企业信贷业务。
This article studies the problem of moral hazard in the pre-loan investigation of micro and small enterprises by constructing a theoretical mathematical model of agency cost of“excessive credit”and“insufficient credit”.Empirical evidence shows that the agency cost of“excessive credit”of commercial banks is not significant under strict internal risk control.However,the problem of“insufficient credit”is common among commercial banks,which can be attributed to the fact that the misjudgment rate of denied loans due to pre-loan investigation of soft information is remarkably higher than that of hard information.In response,an incentive mechanism model is designed to calculate the optimal solution that maximizes the expected profit of the bank.In addition,opportunity cost is introduced and it is recommended that the online micro and small enterprise credit loan businesses be fully conducted when the opportunity cost is lower than the agency cost.
作者
王婷
林玲
石巧玲
Wang Ting;Lin Ling;Shi Qiaoling(Fuzhou Technology and Business University,Fuzhou 350715,Fujian,China)
出处
《征信》
北大核心
2021年第7期85-92,共8页
Credit Reference
基金
福建省本科高校重大教育教学改革研究项目(FBJG20190172)。
关键词
代理成本
小微企业
激励机制
线上信贷
agency cost
micro and small business
incentive mechanism
online credit loan
