我們應用隨機賽局來針對銀行借貸系統之間做一些分析。在此一模型中，我們假設銀行間的借貸是依據組內平均以及整體平均的線性組合來決定的，並且，為了使得模型更加具有一般性，更近一步假設組間參數的歧異性並且假設大銀行被允許持有泡沫資產。我們試圖尋求此一隨機賽局的納許均衡，並且根據此一均衡，做出相對應在財務上的推論以期提出一個對財務系統風險的看法與解釋。 ;We study the system of heterogeneous interbank lending and borrowing based on the relative average of log-capitalization through the linear combination of the average within groups and the ensemble average and describe the evolution of log-capitalization by a system of coupled diffusions. The model incorporates a game feature with homogeneity within groups and heterogeneity between groups where banks search for the optimal lending or borrowing strategies and intend to minimize the heterogeneous linear quadratic costs in order to remain survival in the system. In addition, the corresponding heterogeneous mean filed game is also discussed.
