道德风险
精算学
违约概率
贷款
危害
信用风险
危险系数
经济
计量经济学
业务
统计
数学
财务
微观经济学
激励
化学
置信区间
有机化学
作者
Yu Xia,Zongtan Zhou,Yang� Yang,Cheng Xu
标识
DOI:10.3968/j.mse.1913035x20130701.1259
摘要
This paper, under the assumption of risk-neutral, analyzed the relationship between the probability of occurrence of moral hazard and the default probability of the EG (enterprise group), theoretically demonstrated the inner mechanism between the moral hazard and credit risk of the EG, and highlighted the role of bank loan interest played in the control of moral hazard and credit risk. The research shows: (1) There is nonlinear relationship between the probability of occurrence of moral hazard and the default probability of the EG; (2) There is an exogenous variable, loan interest rate, which makes the default probability extremum.
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