政府监管下商业银行房地产开发贷款三方演化博弈及仿真分析

Three-party Evolution Game and Simulation Analysis of Commercial Banks Under the Supervision of the Government

近年来,商业银行房地产开发不良贷款额持续攀高,违规贷款现象时有发生。加强和完善商业银行房地产开发贷款的监管,是政府部门面临的严峻挑战。针对上述问题,本文首次从监督主体视角构建了政府监管部门、商业银行和房地产开发商的三方演化博弈模型,通过多主体交互博弈行为演化过程的数值仿真分析各成本收益参数变动对于三方策略选择的影响,探究各要素对博弈系统演化到理想状态的影响机理。研究结果表明:(1)开发商是否提供真实的贷款申请材料主要受商业银行房地产贷款利息的影响;(2)提高房地产开发商造假虚报的成本有利于推动其信用建设,规避贷款风险;(3)政府监管部门抽查监督的成本会影响其监管方式与概率,其得到的资助补贴与公众关注监督程度的增加均会促使监管力度增大;(4)加大对违规银行的罚款会使商业银行审慎发放贷款。据此,从贷款利率、开发商造假成本、监管部门补贴与处罚力度、公众监督四个方面提出对策建议。

In recent years,the amount of non-performing loans for real estate development of commercial banks has continued to rise,and illegal loans have occurred from time to time.Strengthening and improving the supervision of commercial banks'real estate development loans is a serious challenge faced by government departments.In order to solve the above problems,this paper constructs a tripartite evolutionary game model of government regulators,commercial banks and real estate developers for the first time from the perspective of supervisory subjects,analyzes the influence of changes in cost-benefit parameters on tripartite strategy selection through numerical simulation of the evolution process of multi-agent interactive game behavior,and explores the influence mechanism of each element on the evolution of the game system to an ideal state.The results show that:(1)whether the developer provides real loan application materials is mainly affected by the interest of real estate loans of commercial banks;(2)Increasing the cost of false claims by real estate developers is conducive to promoting their credit construction and avoiding loan risks;(3)The cost of random inspection and supervision by government regulatory departments will affect the mode and probability of supervision,and the subsidy they receive and the increase in the degree of public attention and supervision will promote the increase of supervision.(4)Increasing fines for non-compliant banks will make commercial banks prudent in issuing loans.Based on this,countermeasures and suggestions are put forward from four aspects:loan interest rate,cost of fraud by developers,subsidies and penalties from regulatory authorities,and public supervision.