Research On The Risk Of Bank Credit Market Based On Game Theory

Under the current economic environment,China’s economic situation was in a good period of relative stability,sustained development and significant improvement in economic efficiency.In China’s market economy,the enterprise was an important component.Enterprise was an important carrier of national economic development,increasingly playing an irreplaceable role,directly related to the growth of China’s national economy,market stability and the improvement of people’s living standards.Enterprises could develop well,the market economy was bound to move forward steadily.With the continuous development of economy,small and micro enterprises have accounted for 76.57% of the total number of enterprises at present,occupying a considerable proportion in China’s market economy,and were also the most active and energetic part of enterprises.At the same time,small and micro enterprises have created a large number of employment opportunities and technological innovation achievements,and have become the focus of modern civilization and market economy.However,it could be seen that in the context of financial deleveraging,small and micro enterprises were still facing difficulties in getting loans and high loan rates.Small and micro enterprises had a large group base and a high loan interest rate,which made the bank more profitable.However,the default rate of small and micro enterprises was high and their ability to resist risks was poor.In the meanwhile,the loan demand of large and medium-sized enterprises would adjust with the changes of the market.If commercial banks invested too much in small and micro enterprises,they would crowd out the credit market demand of large and medium-sized enterprises.Therefore,this paper focused on the optimal allocation of loan resources between large and medium-sized enterprises and small and micro enterprises,and formulates credit risk management strategies of commercial banks.This paper first proposed how to optimize the loan quota allocation of commercial banks,establishes the mathematical model of dynamic credit resource allocation of banks,and used the maximum principle to find the optimal model of loan quota allocation for enterprises with different asset sizes.Secondly,the three-party credit differential game model and risk analysis of commercial banks and large and medium-sized enterprises,small and micro enterprises were established,and the status quo of enterprises under different backgrounds was analyzed through data simulation.At last,the paper gave some guiding strategies for the credit line allocation and risk assessment of commercial banks.The design of credit risk management strategy based on key indicators could point out the direction for the work of commercial banks in the new era.The strategies to deal with loan defaults include improving the "guarantee mechanism",screening high-quality enterprises and granting loans by stages.The countermeasures were to design the upper limit of the loan,to determine the evaluation period and to connect the credit rating.The strategy of raising loan interest rate included raising interest rate by levels,docking off-balance sheet business and reducing management cost.The financing cost optimization strategy included seeking government support,encouraging loan customers to renew their deposits,and capital adjustment,reduce administrative costs in the industry.Based on the above analysis,it could provide reference for the loan management of banks.