不对称信息条件下商业银行信贷风险的博弈分析

博弈论是专门研究相互依存、相互影响的理性决策主体在决策客体、决策行为直接发生作用时的决策行为及其均衡的理论，在银行信贷中的应用就是对银行不同的信贷决策所能带来的收益进行分析，从而寻求一种均衡，保证银行信贷资金的安全性、效益性、流动性。本文对商业银行与借款企业在贷款发放前后的相互博弈进行分析，讨论了不对称信息环境中商业银行如何有效规避信贷风险，力求结合我国实情，为商业银行的风险管理寻求更多的思路。

Credit Risk Gaming with Information Dissymmetry for Commercial Bank

Gaming theory is researching rational behavior among interdependent principal parts. Commercial banks can use it analyze the benefits from their rational behavior in providing loans to their customers. It is very useful to safeguard com-mercial banks funds in security, efficiency and liquidity. The author uses gaming theory analyze credit risk with information dissymmetry between lenders and borrowers, and then wants to find some new clews in credit risk management, which is fitting for the situation of our country.