个人信贷中信用风险识别的信号博弈分析  

A Signaling Game Model of Credit Risk Identification on Consumer Credit Loan

作　　者：晏艳阳[1] 金鹏[1] 

机构地区：[1]湖南大学金融与统计学院,湖南长沙410079

出　　处：《湖南大学学报（社会科学版）》2010年第6期55-60,共6页Journal of Hunan University(Social Sciences)

基　　金：国家社科基金(06BTJ020);湖南大学信用研究中心研究基金支持

摘　　要：以信用报告为传递信号的手段构建信号博弈模型,综合考虑了均衡路径和非均衡路径下参与者最优战略的确定,从而得到更为精炼的贝叶斯均衡。在对信贷市场上可能出现的两种均衡,即分离均衡和共同均衡的分析中,发现分离均衡是一种效率较高的均衡状态,但在我国现阶段很大程度上存在共同均衡,以信用报告识别授信风险的效率较低,因此在对个人授信时,抵押是降低贷款风险的一个重要保障。This paper builds a signaling game model with credit reports transmitting signals,considering the optimal strategy of participant 2 under the equilibrium path and non-equilibrium paths,the result is a more refined Bayesian equilibrium.Between the two equilibriums,the separating equilibrium and the pooling equilibrium,which may appear in credit market,the separating equilibrium is a more efficient type of equilibrium.However,pooling equilibrium is more common in China＇s credit market,and credit reports are less effective in identifying credit risk,therefore mortgage credit is an important safeguard to reduce risk in consumer loan.

关 键 词：信用报告 信号博弈 风险识别 

分 类 号：F830.51[经济管理—金融学]