| VaR模型项下的信用担保风险管理研究 |
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| 引用本文： | 李艳锦.VaR模型项下的信用担保风险管理研究[J].河南工业大学学报(社会科学版),2010,6(1):76-78,89. |
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| 作者姓名： | 李艳锦 |
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| 作者单位： | 河南工业大学,经贸学院,河南,郑州,450001 |
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| 基金项目： | 河南省软科学研究计划项目"中小企业信用担保的信用风险管理研究"，河南工业大学科研基金项目"基于VaR模型的信用担保机构的风险控制" |
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| 摘 要： | 随着中小企业信用担保体系的不断完善，担保贷款的规模不断扩大，担保贷款的风险管理受到普遍关注。VaR模型作为一种新的风险管理方法。近年来得到金融机构的广泛认可。介绍了VaR模型的基本原理，探讨了该模型在信用担保贷款风险量化管理中的应用。
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| 关 键 词： | 信用担保 VaR模型 风险管理 |
RESEARCH ON RISK MANAGEMENT OF CREDIT GUARANTEE LOAN BASED ON VAR MODEL |
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| LI Yan-jin.RESEARCH ON RISK MANAGEMENT OF CREDIT GUARANTEE LOAN BASED ON VAR MODEL[J].Journal of Henan University of Technology:Social Science Edition,2010,6(1):76-78,89. |
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| Authors: | LI Yan-jin |
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| Institution: | LI Yan-jin(School of Economics & Trade,Henan University of Technology,Zhengzhou 450001,China) |
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| Abstract: | With the perfecting of the credit guarantee system of small-medium sized enterprises,great attention has been attached to the risk management of guarantee loan and increasing of guarant loan.As a new financial tool,VaR model has been extensively accepted by many financial institutions recently.The paper introduces the fundamentals of VaR model and discusses the application of the model to risk quantitative management of credit guarantee loan. |
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| Keywords: | credit guarantee VaR model risk management |
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