银行与企业信用贷款博弈分析

本文以企业和银行的不完全信息动态博弈为基础，针对信用贷款过程以及当事人的策略和行动，重点分析了贷款和还款两个阶段的银行和企业的博弈策略。在对贷款过程进行一定的约简假设基础上，构建信贷博弈模型并对其进行求解，得出不同条件下企业和银行的最优策略选择。本文在计算银行和借款企业的支付成本时突出考虑了机会成本，摒弃了其它模型中的模糊数据成分，使得模型能够得到更为直观的结果。

Game theory analysis of bank and enterprise credit

The non-performing assets of the commercial bank have been a difficult problem of perplexing the banking of all countries over the world all the time. As to China, especially four major state-run banks, the problem of the non-performing assets is particularly serious. Because the non-performing assets are mainly caused by the non-performing loan, the quality of the loan has influenced the quality of bank assets directly. So, with the constant promotion of the reform of Chinese commercial bank, as the most traditional, occupying the largest proportion of the income and cost of Chinese commercial bank, the loan business of commercial bank becomes the main direction of the reform. The behavior of seeking for loans of enterprises and the behavior of lending money of commercial bank have been paid close attention to by people gradually; the tactics of enterprises and bank in the loan procedure become the focus among them. This text uses the Games of Incomplete Information Model to analyze the behavior of bank and enterprise in the fiduciary loan procedure dynamically, and obtains the optimal tactics to be chosen by both the enterprise and the bank under different conditions. On this basis, we get some suggestions for banks to control the enterprise behavior and improve loan quality effectively.