信息不对称引发的银行挤兑和风险传染模型  

BANK RUNS,RISK CONTAGION AND ASYMMETRIC INFORMATION

作　　者：王怡[1] 李红刚[1] 

机构地区：[1]北京师范大学管理学院,北京100875

出　　处：《北京师范大学学报（自然科学版）》2012年第3期313-317,共5页Journal of Beijing Normal University(Natural Science)

基　　金：国家自然科学基金资助项目(70871013);教育部新世纪优秀人才项目(NCET-07-0089)

摘　　要：通过建立由银行信号引起的基于主体交互的羊群效应模型解释信息不对称导致银行挤兑发生以及风险传染的机制.研究的信息不对称主要体现在两个方面:储户不能通过银行信号准确判断银行的真实投资状况;储户不能完全获得所有其他邻居储户取款决策的信息.Bank runs are a major concern leading to financial instability.Causes leading to bank runs,and reasons for contagious risk to cause financial instability were examined in the present paper.The method of agent-based computational economics was used for the herd effect model,.This model recognizes that asymmetric information leads to bank runs and influences stability of the banking system.This model introduces two aspects of asymmetric information.One aspect is that depositors make inaccurate decisions because banking signal is inaccurate.Another aspect is that depositors can not obtain all information about decision which adjacent depositors make.

关 键 词：信息不对称 银行挤兑 风险传染 

分 类 号：S565.2[农业科学—作物学]