應用賽局理論於經營策略之探討——以銀行貸款違約為例

Application of Game Theory to Explore the Business Strategy - For the Banks Loan Defaults Case

本文運用賽局理論探討銀行業在面對金融同業間同時推出性質相近之新商品，及面對國外銀行加入國內金融市場競爭。研究結果顯示，當兩家競爭之銀行同時計畫推出性質相近的新金融商品時，可將同時決策之賽局轉換成依序賽局，再利用先發制人之策略獲取競爭上的利益；在不同時段推出不同產品，以營造競爭雙方共贏之情況。其次，當國外銀行欲進入國內金融市場，此時競爭賽局雙方均衡策略為（進入，原價），即外資銀行若選擇「進入」，則國內銀行業應選擇仍維持「原價」，以避免陷入競相降價之惡性競爭。最後當銀行拍賣抵押物受償價金越高時，債務人採取正常履約策略之機率越高；反之，受償價金越低時，債務人採取正常履約策略之機率越低，債務人越可能直接採取違約背信的策略。故銀行業辦理貸款時，借款人抵押物多寡之爭取，常成為借款人是否採取違約背信策略之主要依據之一。

This paper uses game theory to explore when banks face of between the financial services sector has also introduced a similar new product, and face of foreign banks to join the domestic market competition. The results show that when two banks competition at the same time plans to launch a similar nature new financial products, It will let decision-making game theory be converted into sequential game theory simultaneously, use of pre-emptive strategy to get the benefits of competition; or to introduct of different products at different times, to create a win-win situation competition. Second, when foreign banks wishing to enter the domestic financial markets, this competition both game theory balanced strategy is (entry, the original price), means if foreign banks choose 'enter' strategy, the domestic banking sector should remain ' the original price ' strategy, to avoid vicious competition in the race to cut prices. Finally, When a bank auction more higher price of collateral for repayment, the higher the probability of the debtor to take the normal performance; Conversely, the lower the price of repayment, the debtor will take lower the probability of normal performance. Therefore, when the bank loans, the amount of collateral of the borrower to obtain, often become the main basis whether a borrower take defaults strategies.