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基于目标规划及博弈论等原理,对贷款申请者的事前甄别和事后审查进行建模分析以降低银行不能收回贷款的风险.结果表明,当贷款规模相对审查成本偏小时(如消费信贷),贷款人为了收回没有偿还的贷款而采取成本高昂的审查行动可能存在一定的困难,因此审查的决策必须是事后最优的;通过事前对贷款申请人进行甄别,贷款人能够降低借款人不能还款的概率,并且也能降低借款人能偿还借款但选择不偿还借款的概率.在一个竞争性的环境中,甄别成本可通过较高的贷款利率被转移到借款人.
Based on the principles of target programming and game theory, the risk analysis of loan screening and ex-post screening is carried out to reduce the risk that the bank can not recover the loan.The results show that when the relative scale of the loan is relatively small (such as consumer credit), the loan It may be difficult for a person to take a costly censorship in order to recover a non-repayable loan and therefore the review decision must be ex post facto; the lender can reduce the borrower’s non-repayment by screening the loan applicant in advance Probability, and can also reduce the probability of the borrower paying off the loan but not the option of repaying the loan.In a competitive environment, the screening cost can be transferred to the borrower at a higher loan interest rate.