信贷行为中的不完全信息动态博弈  

Dynamic Games of Incomplete Information on Credit Behavior

作　　者：张家峰[1] 

机构地区：[1]中南财经政法大学,湖北武汉430064

出　　处：《湖北经济学院学报》2003年第4期31-35,共5页Journal of Hubei University of Economics

摘　　要：我国信贷市场中银企双方的借贷行为可视为不完全信息动态博弈。本文通过运用博弈理论,对我国信贷市场中银企双方在信用贷款、抵押担保贷款和存在伪装成本与惩罚成本的条件下的行为及市场均衡进行了分析,并讨论了市场的运行效率,提出了优化信贷资源配置、改善市场运行效率的几点建议。The credit behavior between banks and companies in our credit market can be seen as dynamic game of incomplete information. By applying the Game Theory, this paper analyzes the credit behavior and market equilibrium in cases of credit loan, mortgage loan, collateral loan and the loan with disguise cost and punishment cost, and it also discusses the efficiency of credit market. At last, it puts forward some suggestions on optimizing the allocation of credit resources and improving the efficiency of credit market.<P>

关 键 词：银行信贷 精炼贝叶斯均衡 抵押担保 惩罚成本 帕累托效率 信贷资源 不完全信息动态博弈 

分 类 号：F832.4[经济管理—金融学]