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信用担保是国际上公认的高风险行业,风险管理是担保机构的一项重要工作。我国信用担保体系建立时间较短,信用风险管理技术较为落后,尤其是信用风险评价方法在实务中仍主要依赖定性分析,科学合理地评价信用担保风险对于我国尚处于发展初期的担保业意义深远。风险价值(Valueat Risk,VaR)模型是一种对
Credit guarantee is an internationally recognized high-risk industry. Risk management is an important task for guarantee agencies. The establishment of China’s credit guarantee system is relatively short and the credit risk management technology lags behind. In particular, the credit risk evaluation method mainly relies on qualitative analysis in practice. Scientifically and reasonably evaluating the credit guarantee risk is far-reaching for the guarantee industry in our country which is still in its early stage of development. Value at Risk (VaR) model is a right