利用进化博弈理论分析农商行信贷风险

Analysis of Credit Risk of Rural Commercial Bank Based on Evolutionary Game

在全面推动供给侧改革的背景下,为了解决农商行改革面临的信贷风险挑战,利用进化博弈理论,建立农商行与贷款客户的进化博弈模型,分析博弈主体的复制动态方程,得出不同状态下博弈主体的稳定策略,利用软件进行动态演化过程的仿真。结果表明,在有限理性假设下,农商行和贷款客户的进化稳定策略与博弈系统的初始状态有关。基于进化博弈的结果,提出促进农商行稳定健康发展的政策建议。

Under the background of comprehensively promoting supply side reform,in order to solve the challenge of credit risk in the reform of rural commercial bank,the evolutionary game model of rural commercial banks and loan customers is established.After the replication dynamic equation of the game subject is analyzed,the stability strategies of the game subject in different states are obtained,and the dynamic evolution process is simulated through software.The results show that under the assumption of bounded rationality,the evolutionary stability strategies of rural commercial bank and loan customers are related to the initial state of game system.Based on the results of evolutionary game,the paper puts forward relevant policy suggestions to promote the stability and sound development of rural commercial banks.