| 基于霍特林模型的双寡头银行贷款竞价博弈 |
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| 引用本文： | 于久洪,. 基于霍特林模型的双寡头银行贷款竞价博弈[J]. 华东经济管理, 2011, 25(8): 155-158. DOI: 10.3969/j.issn.1007-5097.2011.08.041 |
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| 作者姓名： | 于久洪 |
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| 作者单位： | 北京经济管理职业学院,财会系,北京,100102;中国农业大学,经济管理学院,北京,100083 |
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| 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。
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| 关 键 词： | 霍特林模型 双寡头 贷款定价 |
Study on Bank Loan Pricing Competition Based on Duopoly Hotelling Model |
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| YU Jiu-hong;. Study on Bank Loan Pricing Competition Based on Duopoly Hotelling Model[J]. East China Economic Management, 2011, 25(8): 155-158. DOI: 10.3969/j.issn.1007-5097.2011.08.041 |
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| Authors: | YU Jiu-hong |
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| Affiliation: | 1.Department of Finance and Accounting; Beijing Institute of Economic Management; Beijing 100102; China; 2.College of Economics and Management; China Agricultural University; Beijing 100083; China |
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| Abstract: | 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 b... |
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| Keywords: | Hotelling Model duopoly loan pricing |
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