商业银行金融创新监管演化博弈及仿真研究  

Evolutionary Game and Simulation Research of Financial Innovation Supervision for Commercial Banks

作　　者：祝四朋 夏敏 王爱银[1] 王睿[1] ZHU Sipeng;XIA Min;WANG Aiyin;WANG Rui(School of Statistics and Mata Science,Xinjiang University of Finance and Economics,Urumqi 830012,China')

机构地区：[1]新疆财经大学统计与数据科学学院,新疆乌鲁木齐830012

出　　处：《软件工程》2021年第1期42-46,共5页Software Engineering

基　　金：国家社会科学基金一般项目(18BJL072).

摘　　要：从社会福利的角度出发,综合考虑商业银行金融创新平台、金融监管机构之间不同策略选择下各自的收益情况,通过建立两方演化博弈模型分析了二者之间的策略演进关系,并得出稳定解存在的充分条件。在此基础上,构建以商业银行金融创新平台、金融监管机构、用户为主体的三方演化博弈模型,利用复制动态方程的演化机理,对该模型进行了求解和稳定性分析,并进行数值仿真模拟。结果表明,此三方演化博弈有两个稳定解,某一因素的变动都会对最终的结果产生影响,在其他条件不变的情况下,当用户的风险成本小于社会收益时,用户会更倾向于选择使用平台;当罚款金额越高时,金融创新平台选择合规操作的概率也越大。This paper proposes to establish a two-party evolutionary game model to analyze the strategic evolution relationship between the two,and then,sufficient conditions for the existence of stable solutions are obtained.This model is proposed from the perspective of social welfare,and comprehensively considers the respective income from commercial banks'financial innovation platforms and financial regulatory agencies.On this basis,a tripartite evolutionary game model is constructed with commercial bank financial innovation platforms,financial regulatory agencies,and users as the main body.Using the evolution mechanism of copying dynamic equations,the model is solved and analyzed for stability,and numerical simulation is performed.Results show that there are two stable solutions to this tripartite evolutionary game,and change of a certain factor will affect the final result.With other conditions remaining unchanged,when user's risk cost is less than the social benefit,users will be more inclined to use platforms;the higher the fine,the greater the probability that the financial innovation platform will choose compliance operations.

关 键 词：社会福利 金融创新 监管策略 数值仿真 

分 类 号：TP399[自动化与计算机技术—计算机应用技术]