银行监管与银行业的博弈分析

Bank Supervision and Banking Game Analysis

银行监管体系存在三个利益相关者:监管者、银行(被监管者)和政府(代表国家和社会公众利益),本文首先用完全信息静态博弈分析了监管者与政府之间关系,因为政府与监管者的利益目标并不总是一致的,在这样的现实条件下,分析政府与监管者之间的博弈行为,并且得出博弈均衡解。其次,在引入信息不对称条件下,监管机构与银行机构信息不完全,无法完全了解到对方的行为,只能通过概率来判断对方的策略并进行博弈,还用不完全信息静态博弈分析了监管者与银行之间的博弈。最后提出了相关政策建议。

There are three stakeholders： regulators, banks （regulatees） and the government （on behalf of the interests of the state and the public） in the regulatory banking system. Firstly, This paper with complete information and static analysis explain the relationship between the regulator and the government. The target of interests of government and regulators are not always the same, actually, we analyse the game between the government and regulators and reach game equilibrium. Secondly, the introduction of asymmetric information, the regulatory authorities and the banking institutions with incomplete information are unable to understand the other side, to judge it only by the probability for each other＇s strategy and the game. The paper uses static analysis of the game between the regulator and the bank of the game by incomplete information. Finally, we give relevant policy recommendations.