【摘要】 使用国内某商业银行2012年的小微企业贷款数据,对影响小微企业贷款申请批准通过概率和违约概率的因素进行研究,结果发现,利率越高的贷款申请获得批准的概率显著较高,但与此同时贷款出现违约的概率出现上升的幅度更高,较高的利息收入不能有效覆盖风险的增加,表明了逆向选择现象的存在。相关的回归分析结果提示,商业银行不应简单地追求高定价,而应采取各种手段,积极消除贷款中的信息不对称问题,唯此才能真正破解小微企业贷款难的问题。更多还原

【Abstract】 Using a set of loan data for small and micro enterprises issued by a major commercial bank of China, this paper evaluates the factors that affects the probability of loan approval and the probability of default. This paper finds that, the loan application with a higher interest rate enjoys a significantly higher probability of approval,however, its probability of default has an even higher increase, which indicates the actual existence of adverse selection problems. The regression results indicates that commercial banks should not simply pursue the high pricing of interest in the business of SME loans, but take various means to decrease the degree of asymmetric information,which could only really solve the difficulty of SME in getting the loans.更多还原