摘要
文章以银行利润最大化为目标,通过建立霍特林博弈模型研究了在我国利率市场化进程中,在线性市场情况以及完全信息情况下,不同规模、不同成本结构的双寡头银行各自的最优贷款定价与贷款风险水平选择。研究发现,当两银行贷款成本相差不大时,规模越大的商业银行的最优贷款定价越高,贷款平均风险水平也越高;此外,加强存款人对商业银行的市场约束力,可以有效降低所有银行的贷款定价水平和贷款风险水平。
Aimed to profit maximization,this paper sets up a basic loan pricing competition Hotelling Model,to study the optimal loan pricing decision and the optimal loan risk level for the banks of different cost structure and different scale in a linear,duopoly banking market and with symmetric information between bank and enterprise with loan needing.It is found out that with similar cost structure,large scale bank will charge a high loan rate to the enterprise and choose a high loan risk level,while small scale bank will charge a low loan rate and choose a low loan risk level.By strengthening the market discipline power over banks from depositors,the average loan price level and risk level both can be effectively reduced for all banks.
出处
《华东经济管理》
CSSCI
2011年第8期155-158,共4页
East China Economic Management
