计及银行核查作用的授信质押融资演化博弈分析

Evolutionary Game Analysis on Credit Extension Financing Considering Auditing of Banks

为研究物流企业和贷款企业授信质押融资时的博弈行为,建立考虑银行核查作用的两企业演化博弈的非线性模型,对其进行了稳定性分析,还借助钟万勰等发展的精细积分方法开展了数值研究,理论分析和数值计算结果吻合较好。研究表明:监管成本、罚款金额等参数都是博弈双方策略选择的影响因素;另外,银行合理调整信用等级,将显著影响博弈双方积极性,达到强化融资监管的目的。

In order to study the game behaviors of logistics enterprises and financing enterprises,this paper focuses on credit extension mortgage financing mode to explore the interaction between the players by using evolutionary game theory;establishes an evolutionary game model,which considers bank＇s credit rate, for the revenue distribution based on the analysis of the model parameters;and uses precise integration method developed by professor Zhong Wanxie.It is proved that theoretical analysis is consistent with numerical results.Results show that：（1） supervision cost of logistics enterprises,penalty of financing enterprises et al.are parameters which affect the system＇s evolutionary direction and players＇ strategies selection;（2） the reasonable adjustment of credit rate made by banks has a significantly positive effect on game players,which will balance the revenue of players,and strengthen the supervision of financing process.