商业银行挤兑机理及信息层叠概率计算

The Mechanism of Bank Run in Commercial Banks and the Calculation of Probability of Overlapping Information

从存款者类型、群体信念、私有信息、存款者决策行为四个方面构建信息结构来研究商业银行挤兑机理,探讨了存款者从商业银行投资信息市场接收到好信号或者坏信号情况下,商业银行投资收益仍属于高收益或低收益的群体信念后验概率;计算了耐心存款者无信息层叠概率、无挤兑信息层叠概率和挤兑信息层叠概率。得出提高存款者信息精确度既可以消除银行挤兑的重要根源——信息不对称问题,又有利于经营状况良好的银行稳步发展,防止经营状态差的银行掩盖风险,督促银行经营者加强风险控制。

From four information and decision aspects, such as types behavior of depositor, of depositors, group beliefs, private this paper constructs information structure to study the mechanism of bank run in commercial banks; the number differences between good information and bad information received by the depositor is a key statistical variable to influence the outbreak of the crisis of bank run. Based upon the established information structure, this paper discusses that the investment returns of commercial banks still belong to the posteriori probability of the group beliefs of high returns or low returns under the circumstances of obtaining the good information or bad information by depositors from the investment information market of commercial banks; calculates patient depositors＇ probability of no overlapping information, no bank run overlapping information and bank run overlapping information. This paper considers that improving the degree of information precision of depositors can not only eliminate the most important source of bank run, namely, asymmetrical information, but also contribute to the stable development of well-managed banks, preventing the badly-run banks from hiding risks, and supervising the banks to strengthen the risk control.