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Research On The Credit Risk Of Chinese Commercial Banks Under The Condition Of Asymmetric Information

Posted on:2016-08-28Degree:MasterType:Thesis
Country:ChinaCandidate:M N LiuFull Text:PDF
GTID:2309330461466991Subject:Financial
Abstract/Summary:PDF Full Text Request
Commercial bank is the most important part of China’s financial system, commercial bank funds safety related to the livelihood of the public, especially the quality of credit assets, related to the country’s overall economic operation is healthy, a smooth and orderly. In the current domestic and international economic situation is complex and changeful environment, research on our country commercial bank credit risk management problems, in theory and practice are very meaningful. Caused by modern commercial bank credit risk is the most important reason for this is information asymmetry. This paper, based on the background of asymmetric information, combined with the actual situation of the postal savings bank branch in Fuzhou City, use game theory of incomplete information dynamic game theory of the bank credit risk produced machine theory to carry on the thorough analysis, and puts forward the relevant countermeasures and suggestions.The structure arrangement is as follows: first of all, determined the research background and significance, research ideas and methods, the article discusses the concept of the theory, including game theory, asymmetric information theory and bank credit risk management theory. Secondly, it is asymmetric information of our country commercial bank credit risk present situation analysis, respectively the specific forms of the credit risk of commercial banks and of the consequences were described in detail. Then, is the empirical analysis of the credit risk management of Postal Savings Bank of Fuzhou branch. Mainly from the basic situation of the postal savings bank branch in Fuzhou City is introduced, the status quo of credit risk management and under the condition of asymmetric information, the postal savings bank credit risk case analysis of three aspects. Then, is the analysis of the credit risk of the postal savings bank based on game theory. Including the game models and the loan before the loan after. Finally, the article puts forward suggestions to improve the credit risk management of commercial banks under the condition of information asymmetry.This paper argues that the credit market on a large number of the existence of asymmetric information, loan of adverse selection and credit moral hazard problem in a certain extent can’t avoid, particularly severe in our country is main cause of credit risk of commercial bank. Can speed up the construction of social credit system, security information sharing platform and orderly operation, a comprehensive understanding of customer, to fully grasp the effective information, a sound credit management system, improve the credit risk management and control methods, establish, the bank’s internal credit management information system and other ways to reduce bank credit risk caused by asymmetric information.
Keywords/Search Tags:Information asymmetry, postal savings bank, credit risk
PDF Full Text Request
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