银行间垄断获利行为的博弈模型设计及分析

发布时间：2018-05-11 19:25

本文选题：商业银行 + 垄断　；参考：《中央财经大学学报》2015年06期

【摘要】：商业银行作为市场经济中一个特殊的参与者,由于其准入门槛高、风险大、要求规模经济效应高等特点,在一定程度上存在着行业垄断经营的现象。笔者在归纳和梳理国内外相关文献基础之上,从规制商业银行垄断获利的视角,采用博弈论的方法分别针对商业银行产品在同质、存在一定差异和完全不同质情况下银行间达成垄断合谋协议获得垄断利润的情况进行了分析。论证了对于完全同质的金融产品,银行之间合谋的积极性并不高,规制政策应该让银行公布收费细则,防止商业银行之间达成合谋协议;对于完全不同质的金融产品,银行之间存在合谋的动机,但是合谋协议并不稳定,政府应该建立稳定的信息服务平台,防止其通过合谋获得超额利润;对于存在一定程度差异化,但是又没有实质性差异的金融产品,政府应该在加强监管的前提下,逐步放开金融市场,引入外部竞争者,通过竞争提高金融市场效率,减弱商业银行之间的合谋动机。
[Abstract]:As a special participant in the market economy, commercial banks have the characteristics of high entry threshold, high risk and high scale economy effect. To a certain extent, there is a phenomenon of monopoly in the industry. On the basis of summarizing and combing the relevant literature at home and abroad, from the perspective of regulating the monopoly profit of commercial banks, the author adopts the game theory method to analyze the homogeneity of commercial bank products. In this paper, the monopoly profit is analyzed under the condition of certain difference and completely different quality. It is demonstrated that the enthusiasm of collusion among banks is not high for completely homogeneous financial products. The regulatory policy should allow banks to publish the charging rules to prevent commercial banks from reaching collusion agreements; for completely different financial products, There is a motive for collusion among banks, but the collusion agreement is not stable. The government should establish a stable information service platform to prevent it from obtaining excess profits through collusion. However, there are no substantial differences in financial products, so the government should gradually liberalize the financial market, introduce outside competitors, improve the efficiency of the financial market through competition, and weaken the collusion motive between commercial banks under the premise of strengthening supervision.
【作者单位】：哈尔滨商业大学;
【基金】：国家社会科学基金项目“金融错配与技术进步研究”(14BJL032) 黑龙江省哲学社会科学研究规划项目“金融衍生工具风险监管研究”(13A001)
【分类号】：F830.33;F224.32

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