商业银行贷款出售的信息公布策略选择——基于核心存款比率的博弈分析

Choice of Information Disclosure Strategy for Commercial Bank's Loan Sale --A Game Analysis based on Core Deposit Ratio

本文通过一个银行和储户的一期博弈模型,证明了核心存款比率的高低能极大影响银行在贷款出售时的信息披露策略。这说明,核心存款对于商业银行的经营管理具有重大意义,银行的高级管理层和研发部必须对核心存款进行全面细致的研究和管理。

Through a one period game model between bank and depositors, this paper argues that the quantity of core deposit ratio can greatly affect bank's information disclosure strategy when loans are saled. This result displays the importance of core deposit to commercial bank's operation and management. The bank' s senior management and R&D department are supposed to cast complete and delicate research and management on core deposit.