商业银行个人信用风险进化博弈分析  

Analysing of Evolutionary Game on Credit Venture of Commercial Banks Facing Individual

作　　者：宋婷敏 

机构地区：[1]宿州学院数学与统计学院,安徽宿州234000

出　　处：《重庆工商大学学报（自然科学版）》2015年第5期60-63,98,共5页Journal of Chongqing Technology and Business University:Natural Science Edition

基　　金：宿州学院皖北中小企业与特色产业发展研究中心开放课题资助(2014YKF30)

摘　　要：根据进化博弈理论,运用复制动态方程对商业银行面临的个人信用风险进行深入地分析.分析结果显示,在有限理性的假设下,进化博弈的最后结果不尽人意,市场呈现萎靡状态,因为个人的进化稳定策略始终是不还贷策略;但是,商业银行可以通过与个人建立长期稳定的相互信任的业务关系,宣扬诚实守信的传统美德等方法来规避和防范风险,从而使银行和个人实现双赢,社会资源得到最优配置.Based on theory of the evolutionary game theory, the paper analyzes thoroughly individual credit venture that commercial banks are confronted with by using the replicated dynamic equation. And the results of the analysis show that： the final result of the evolutionary game is disappointing that the market present weak state under the assumption of limited sense, because the evolutionary stable strategy of the individual is nonpayment. But banks may avoid and guard against venture, realize the double win of banks and individual and get the optimal allocation of the social resources by establishing and individual and by promoting the traditional the long-term steady operation relationship of trust between banks virtues of honesty.

关 键 词：商业银行 进化博弈 复制动态方程 信用风险 

分 类 号：F832.33[经济管理—金融学]