| 控制我国银行业中道德风险的随机监督策略:一个博弈分析框架 |
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| 引用本文： | 蔡晓钰,陈忠,吴圣佳.控制我国银行业中道德风险的随机监督策略:一个博弈分析框架[J].中国软科学,2005,113(2):66-72. |
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| 作者姓名： | 蔡晓钰 陈忠 吴圣佳 |
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| 作者单位： | 上海交通大学,管理学院,上海,200052 |
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| 摘 要： | 目前由于信息不对称与有成本核查所引致的道德风险问题在银行业中很严重。本文用瞒报概率和核查力度分别测度企业道德风险与银行核查力度，构建了一个银企不完全信息博弈分析框架。基于这一框架，我们分析了影响企业道德风险和银行核查力度的微观决定因素以及银行控制企业道德风险的随机监督策略。
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| 关 键 词： | 银行 道德风险 博弈分析 有成本监督 |
| 文章编号： | 1002-9753(2005)02-0066-07 |
| 修稿时间： | 2004年10月6日 |
Stochastic Monitoring Stratergies for Controlling Moral Hazards in Bank Industry: An Analysis Framework based on Game Theory |
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| CAI Xiao-yu,CHEN Zhong,WU Sheng-jia.Stochastic Monitoring Stratergies for Controlling Moral Hazards in Bank Industry: An Analysis Framework based on Game Theory[J].China Soft Science,2005,113(2):66-72. |
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| Authors: | CAI Xiao-yu CHEN Zhong WU Sheng-jia |
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| Abstract: | At present, the moral hazard problem deriving from asymmetric information and costly verification is serious in Chinese bank industry. The paper constructs an asymmetric information-based game analysis framework applied in banks and enterprises, through measuring enterprises' ex-ante moral hazards by disguising probability (DP), and measuring banks' verification extent by verification probability (VP). Based on the framework, we investigated the determinant factors in moral hazards and verification extent, and analyzed monitoring strategies of bank as well. |
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| Keywords: | bank moral hazard game analysis costly monitoring |
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