博弈论视角的信用监管和风险监管关系探析

Analysis of the Relationship of Credit Supervision and Risk Regulation from the Perspective of Game Theory

目前各级市场监管部门均面临创新监管方式、提高监管效能的现实要求,而信用监管和风险监管是应对此需求的重要手段。本文对信用监管和风险监管的本质和历史沿革进行了深入剖析,并引入博弈论的视角对信用监管和风险监管的有机关系进行了分析,发现风险监管通过提升企业违法行为发现率能够有效放大信用监管相关措施的效能,而信用监管有效延伸了企业违法成本的空间范围和时间范围,同时企业信用结果是风险预判数据基础的重要组成部分,能够提升风险预测的精准度。基于上述分析,对信用监管和风险监管相关做法提出对策建议。

At present,the market regulation departments at all levels have to respond to the requirements of innovating the supervision methods and improving the supervision efficiency,and credit supervision and risk regulation are important means to meet this demand.This paper analyzes the essence and historical evolution of credit supervision and risk regulation,and analyzes the organic relationship between credit supervision and risk regulation from the perspective of game theory.It is found that risk regulation can effectively enhance the effectiveness of relevant measures of credit supervision by improving the detection rate of corporate illegal acts,while credit supervision effectively extends the space and time range of corporate illegal costs.Corporate credit results are also an important part of the data base of risk prediction,which can improve the accuracy of risk prediction.Based on the above analysis,it puts forward countermeasures and suggestions for the relevant practices of credit supervision and risk regulation.