我国银企信贷博弈分析与信用风险的防范

Analyzing the credit risk between banks and companies with game theory and policy advise

我国银行与企业间的信贷风险,是我国银行业一直以来面临的一个重大的信用风险问题。企业与银行作为信贷资金的需求者与提供者,两者之间存在利益最大化倾向,从而在信贷过程中产生了企业失信和银行惜贷的问题。文章从博弈论的角度对筹资企业与银行的行为关系模式进行分析,力图从理论上揭示我国银行信用风险产生的主要原因在于银企信贷过程中的信息不对称和重复博弈问题,并提出缓解与解决信用风险的一些可行途径。

The credit risk between banks and companies is a significant credit problem during the operation of practical bank trade in China. As the demanders and the suppliers of credit funds, companies and banks both have an inclination to maximize their profits, thereby, a series of discredit problems arised in the process of credit. This thesis analyzed the behavior relationship between companies and banks in the perspective of game theory, theoretically revealed the fundamental factors of credit risk coming from the asymmetric information and the problems of repeated game,meanwhile,put some practicable ways forward to relieve or solve the credit risk.