不对称信息下信贷市场的两种博弈模型分析

Two Game Models in Credit Market under Information Asymmetry

本文针对贷前贷后银企之间关系的变化,首先建立了贷前的信号博弈模型和贷后的战略博弈模型,然后,分别求解出信号模型中分离均衡和混同均衡存在的条件以及战略博弈模型中银行实行监督的概率边界,最后,根据模型分析和讨论的结果提出了降低银行信贷风险的一些建议。

This paper establishes a signaling game model and a strategic game model respectively tor the information asym- metry before and after the act of credit,then solves the condition for equilibrium in the first model and the probability of banks surveillance act in the second model.At last,the paper puts forward some purposes for banks to reduce credit risk,based on the model analysis.