博弈论在银行监管中的应用

金融系统的稳定与繁荣是国家经济兴旺发达的前提和基础,对银行等金融机构的监管是保障金融系统稳定的重要手段.本文运用博弈理论建立了银行监管问题的非合作模型.通过对该模型混合策略分析,从理论上建立了预防银行违规的思路.并阐述了提高监管政策的科学性,改进监管技术手段,加强信息披露制度对我国银行体制建设的意义.

Game theory on supervising of banks

It is undoubted that the stability of the financial system is essential to the country.As a result, the supervision of banks plays an important role in the economy. This paper establishes a non-cooperative game model for supervision and theoretically devises a way to prevent banks violation on the basis of mixed strategy equilibrium. By using Nash Equilibrium, giving the theoretical basis of policy improving, we come to the conclusion that it is of great importance for the government to improve the science of supervision and management policies, upgrade technical means, strengthen the construction of information disclosing system.