Title :
Game analysis on banking risk supervision under asymmetric information
Author_Institution :
Sch. of Manage. & Econ., North China Univ. of Water Conservancy & Electr. Power, Zhengzhou, China
Abstract :
Banks have boosted growth at the country level, at the industry level, and at the firm level. The positive effect of banks on economic development is robust to different econometric methods. Harmonized development of national economy is based on financial stability. Each side of supervision will select its strategy according to the other side of the game to make the revenue maximized. In this paper, we analyze risk taking by banks, i.e. the strategy of banking supervisory. Bank under asymmetric information is anglicized based on game theory, and game model is established under the conditions of asymmetric information and is simulated in order to bring some new ideas for the banking risk supervision of China.
Keywords :
banking; financial management; game theory; China; asymmetric information; banking risk supervision; financial stability; game analysis; game model; game theory; national economy harmonized development; revenue maximized; Banking; Crisis management; Econometrics; Economic indicators; Ethics; Game theory; Hazards; Information analysis; Risk analysis; Risk management;
Conference_Titel :
Grey Systems and Intelligent Services, 2009. GSIS 2009. IEEE International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-4914-9
Electronic_ISBN :
978-1-4244-4916-3
DOI :
10.1109/GSIS.2009.5408090