小额信用贷款的风险管理:基于贝叶斯均衡的博弈分析

The Risk Management on Microfinance:Based on Game-theory Analysis in Bayesian Equilibrium

小额信用贷款直接面向客户发放,小额度、无需抵押担保。这普通商业贷款业务不同,极易引发信用风险。围绕小额信用贷款的发放,借款人与金融机构间展开了不完美信息的动态博弈,博弈分析结果显示提高欺骗成本与优质借款人提出贷款申请的比例、降低借款的预期收益都有利于金融机构控制风险。为此,可以从利率政策、风险控制机制与内部管理机制入手,有效的降低金融机构的风险。

Microfinance differs from ordinary commercial lendings with features of： facing directly to customers;with small scale;without collateral which easily brings credit rik.As for microfinance,borrowers and financial sector undergo dynamic games of imperfect information.The result shows it is conducive to control risks if to increase the cost of fraud,the proportion of excellent clients in application list,to reduce the expected return of lendings.Therefore,interest policy,risk control mechanism and internal control can be resorted to,helping effectively reduce risks of financial sector.