VaR和Z′评分模型在农企信用担保风险管理中的应用
    点此下载全文
引用本文:吴庆田.VaR和Z′评分模型在农企信用担保风险管理中的应用[J].财经理论与实践,2012,(2):21-28
摘要点击次数: 635
全文下载次数: 62
作者单位
吴庆田 (中南大学 商学院湖南 长沙410083) 
中文摘要:对农村企业信用担保风险的有效管理是农村企业信用担保机构存在的基础,因此,农村企业信用担保机构应建立能够贯穿整个担保项目始终的信用担保风险管理体系。而选用能兼顾事前风险预测和事后风险监控的VaR模型和Z′评分模型作为农企信用担保机构定量风险管理的手段,可以有效实现其风险管理目标。
中文关键词:农村企业  信用担保  风险管理
 
Application of the VaR and Zeta Model in the Risk Management of Credit Guarantee for Rural Enterprises
Abstract:The risk management of credit guarantee is very important. It is necessary for rural credit guarantee enterprises to establish a risk management system to control the whole process of the guarantee projects. It is believed that VaR model and Z' model are good choices to achieve the goal of risk management by controlling the risks of credit guarantee.
keywords:Rural enterprise  Credit guarantee  Risk management
查看全文   查看/发表评论   下载pdf阅读器