Study on Rural Bank's Credit Risk Transmission Effect Based on Game Theory

DOI

10.2991/msmi-16.2016.12How to use a DOI?

Keywords

Rural Bank; Credit Risk; Transmission Effect; Game Theory

Abstract

This paper firstly studies the transmission path of rural bank's credit risk, and analyzes the credit risk transmission effects, which include Domino effect, coupling effect and broken window effect, then depicts their behavior and characteristics. Based on game theory, the paper explores the mechanisms to block the three effects respectively by credit review, increasing effective collaterals and credit default penalty. Finally, the paper puts forward suggestions for rural bank's credit risk management in China.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Jian-Guo Wei
AU  - Shan-Shan Wang
AU  - Juan Cheng
AU  - Shuang Pan
PY  - 2016/08
DA  - 2016/08
TI  - Study on Rural Bank's Credit Risk Transmission Effect Based on Game Theory
BT  - Proceedings of the 2016 International Conference on Management Science and Management Innovation
PB  - Atlantis Press
SP  - 52
EP  - 58
SN  - 2352-5428
UR  - https://doi.org/10.2991/msmi-16.2016.12
DO  - 10.2991/msmi-16.2016.12
ID  - Wei2016/08
ER  -