现实信贷市场中抵质押品的功能探析——基于信息经济学商业银行的研究视角
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财经研究 2008 年 第 34 卷第 05 期, 页码：125 - 134
摘要
参考文献
摘要
文章从信息经济学、信贷配给理论、风险管理理论和巴塞尔新资本协议等视角出发,论述了有关押品的性质、功能和角色,分析了押品发挥作用的基本原理和传导机制,形成了有关现实信贷市场中抵质押品功能的9条结论。最后,结合我国信贷市场发展实际,对商业银行加强押品管理提出了初步建议。
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[2]王霄,张捷.银行信贷配给与中小企业贷款[J].经济研究,2003,(7):68-75.
[3]于晨曦.抵押风险分析和抵押贷款违约损失率研究[J].金融论坛,2007,(2):34-39.
[4]George A Akerlof.The market for“lemons”:Quality uncertainty and the marketmechanism[J].The Quarterly Journal of Economics,1970,(8):488-500.
[5]Y S Chan,G Kanatas.Asymmetric valuations and the role of collateral in loan agree-ments[J].Journal of Money,Credit,and Banking,1985,17(1):85-95.
[6]Bell Clive,Clementz Gerhard.Credit markets with moral hazard and heterogenous valu-ations of collateral[J].Elsevier,1998,52(3):285-309.
[7]Roman Inderst,Holger M Mueller.Alender-based theory of collateral[J].Journal ofFinancial Economics,2006,11(2):124-166.
[8]Stiglitz J,Weiss A.Credit rationingin markets withi mperfect information[J].Ameri-can Economic Review,1981,71(3):393-410.
[9]Booth,James,Lena Chua Booth.Loan collateral decisions and corporate borrowingcosts[J].Journal of Money,Credit and Banking,2006,38(1):67-90.
[10]Aydin Akgun,Paolo Vanini.Loan pricing:Thinking collateral[R].Working PaperSeries,http://ssrn.com/abstract=963887,2007(2).
[11]Berger A N,G F Udell.Collateral,loan quality and bank risk[J].Journal of Mone-tary Economics,1990,25(1):21-42.
[12]Ji menez,Gabriel,Jesus Saurina.Collateral,type of lender and relationship banking asdeterminants of credit risk[J].Journal of Banking and Finance,2004,28(9):2191-2212.
[13]Ji menez,Gabriel,Vicente Salas,Jesus Saurina.Determinants of collateral[J].Journalof Financial Economics,2004,81(8):255-281.
[14]Laurent Weill,Christophe J Godlewski.Does collateral help mitigate adverse selec-tion?[J].Faculty of Economics and Business,2006,(2):11-34.
[15]Gupton G,D Gates,L Carty.Bank loan loss given default[J].Moody’s InvestorsService,Global Credit Research,2000,(11):10-14.
引用本文
刘堃, 段端, 巴曙松. 现实信贷市场中抵质押品的功能探析——基于信息经济学商业银行的研究视角[J]. 财经研究, 2008, 34(5): 125–134.
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