Study On Credit Risk Of Rural Commercial Banks From Perspective Of Game Theory

As the main force of rural finance and the link between agriculture and rural areas,rural commercial banks(RCBs)have been expanding since 2003.After the spring of reform,the scale of assets has been expanding and the operating efficiency has been continuously improved.We can not ignore the bad loan problem that RCBs deal with during the development has become increasingly prominent.The control and management of credit risk is the key to the operation and development of the RCBs,which have a great respect to fund efficiency and sustainable development.How to effectively prevent and control credit risk has become a difficult problem to be solved in the development of RCBs.In this context,this paper studies the credit risks of RCBs from the perspective of game theory.Through empirical analysis and case studies,the paper analyzes the causes of credit risks and the strategies to prevent risks.Firstly,based on the background and significance of the research,the paper reviews the current research situation of credit risk management and credit game at home and abroad,and draws out the writing ideas and research methods.By establishing the relation theory of game theory and credit risk,we can draw the conclusion that the game of gambling runs through the relationship between banks and enterprises,is the adverse selection before loan and the moral hazard after loan.According to the current situation of China's rural credit risk of RCBs,through the data analysis and investigation,we find the defects of rural RCBs compared with other commercial banks,By means of setting up two participants after the dynamic game model of beauty information,analysis relevant variables affecting the RCBs and the borrower's credit policy.Next,using case studies,according to the practice H rural commercial bank,through credit game analysis of H rural commercial bank and small and micro enterprises.Finally,the paper sums up the internal and external causes of the formation of credit risk.The internal causes are the historical legacy of RCBs,the implementation of three loan checks,and unreasonable asset structure;the external causes are lack of good credit environment,imperfect legal system,and administrative intervention from government.Therefore,the paper puts forward the measures to prevent the credit risk,which are preventing the adverse selection risk before the loan,the management risk in the loan,and the moral risk after the loan.