科技银行与科技型中小企业博弈的演化稳定策略研究及仿真

Analysis on Evolutionary Stable Strategy and Numerical Simulation between Sci-tech Banks and Sci-tech SMEs

基于科技银行和科技型中小企业之间的信息不对称,利用演化博弈理论和非线性微分方程稳定性理论,建立和分析银企博弈的复制动态模型并进行数值仿真,从深层次研究银企如何通过长期演化达到稳定合作状态。研究得出,科技银行应根据借款对象的类型和自身特点以及预期效果来合理设置抵押担保价值和奖惩金额,同时给出相应的设置依据和临界额度,为科技银行风险管理提供了有效的方法和建议。

Sci - tech bank provides financing services for Sci - tech SMEs of high risk specifically. Compared with other types of bank, the risk management of Sci - tech bank is more important, and the problem of information asymmetry is the main reason. With the method of evolutionary game theory and stability theory of nonlinear differential equation, this paper establishes a duplicated dynamic game theoretical model of Sci - tech Banks and Sci - tech SMEs and makes the numerical simulation, based on information asymmetry during the loan repayment period. This paper proposes the post - loan strategies of evolutionary stability and reveals several results. The Sci - tech banks should set the value of collateral and the amount of rewards and punishments reasonably, according to the types of SMEs and the desired effect. Meanwhile, the setting basis and corresponding critical value in different cases are given. All of these provide efficient methods and suggestions for the risk management of Sci - tech Banks, and it provides a kind of new idea to solve this kind of problems utilizing the theory of center focus.