共查询到20条相似文献，搜索用时 15 毫秒
1.
The precise measurement to risks is principal for the effective risk management,both major in theory and practice.Value-at-Risk,a widely accepted risk measure,has some deadly deficiencies.The authors introduce a new risk measure,Conditional-Value-at-Risk,which comes into being based on the VaR measure. They introduce CVaR's definition and the risk-measuring model on it and also its applications in portfolio management,comparatively with VaR measure. 相似文献
2.
研究旨在提高农户贷款信用风险度量的准确性,降低银行涉农贷款的不良率,促进银行对农户的信贷覆盖。从农户户主特征、资产负债、家庭收支和还款意愿4个方面选取违约判别指标,运用因子分析法克服多重共线性,基于Logistic原理构建适用于农村中小银行的农户贷款违约风险评估模型,并以中国家庭动态跟踪调查CFPS2018数据为样本进行实证研究。研究发现,农户的资产状况是影响贷款违约最主要的因素,资产负债率与其贷款信用风险正相关;家庭消费性支出越多,贷款违约的可能性越大;信任认同是重要因素,农户与人合作的信任度越高,违约风险越小。构建模型的预测准确率超过90%,具有普遍适用性。鼓励有条件的农村中小银行实施信用风险内部评级,提高农户的信贷覆盖,同时要加强相关配套建设,如优化风险组织架构、完善风险管理制度、优化风控人才队伍。 相似文献
3.
中国实施农村信用社发放农户小额信用贷款已经有5年。在实施的过程中，同以往其他贷款一样，出现了呆帐、坏帐、道德风险和产业风险测算不准、信用调查不实和评级不准等问题，不仅造成了信用社的贷款风险过大,而且也使农户贷款愈加困难。及时对农户小额信用贷款中存在的这些问题进行理论和实践上的创新性研究是十分必要的。研究的对象主要是信合保险这种新的金融实体，通过开展信合保险，不仅可以有效降低农村信用社的贷款风险，在一定程度上解决农户贷款难的问题，而且对改善农户生活水平也能起到一定的作用。开展信合保险也能健全农村的信贷保险机制，改善农村金融环境，推动农村经济的进一步发展。 相似文献
4.
A model of credit quantitative measurement and management widely used in foreign countries is introduced, and its limitation which appears while the model is used in China is analyzed. According to the chaos time serials constituted by various period credit grades' transition probability of an enterprise and the average value of its ratio of callback due to breach of faith, applying the theory of the chaos time serials and the local prediction method, a credit grades' transition matrix and a matrix of the average ratio of callback due to breach of faith is established. Which is applied to Chinese enterprises. Thus, a credit risk quantitative measurement and management model which is adapted to commercial bank is established, which is important in theory and practice. 相似文献
5.
农村民间信贷行为分析-基于辽宁省本溪县的调查 总被引：1，自引：0，他引：1
目前,民间信贷作为一种金融形式,在经济活动中占据着重要的地位。全面、详实的了解民间信贷情况对促进当地区域经济发展、促进金融系统改革和提高资本效率将起到巨大的推动作用。本文通过对辽宁省本溪县3个典型村的农户的问卷调查,了解了基点村的民间信贷现状及产生的原因、民间信贷的用途;并对于民间信贷对当地金融市场的影响及利弊关系进行了分析。研究结果表明：作为信贷一种形式,民间信贷在当地农户的经济活动中依然发挥着显著作用,从民间信贷的特点来看,民间信贷行为与当地的经济、文化以及农户的生产生活方式有着密切的联系。为今后该地区民间金融市场的完善与发展提供了现实依据。最后提出了引导民间信贷行为正规发展的建议与具体措施。 相似文献
6.
From the impact of mortgage loan on the degreeof investment risk and the expected profit of bank,the authors draw the conclusion that the risk of mortgage loan is larger than the risk of credit loan when the gage is not enough by comparing mortgage loan with credit loan. And they also analyse the relation of the gage, loan rate, and adverse selection. The gage and loan rate are presented which can be use as themeans of examining information for the bank. 相似文献
7.
为了加快中国农产品企业物流的建设,加速农村经济,因此就需要金融的支持,物流与金融的相结合是一个创新之举,也极有可能缓解中国农产品企业流通中融资难的问题,为农产品企业的融资提供新思路。在此背景下,对农产品物流金融的信用风险进行识别,运用博弈论的原理,试图通过分析农产品物流金融业务3个主体各自所承担的风险,分析信用风险产生的根源,并建立三方博弈模型,求出均衡条件下的解,讨论各种因素对3个主体之间决策的影响,最后提出对于农产品物流金融信用风险管理控制的建议,通过综合研究,希望有助于农产品物流金融业务的信用风险防范。 相似文献
8.
This paper analyzes the causes that contribute to listed companies' credit risk,and then formulates a logistic model of listed companies' credit in which the interest rate safeguard multiplier and turnover rate of inventory are taken as key indices through handling the data of the companies' annual reports.The listed companies' credit after one year of operation can be evaluated by using this model. 相似文献
9.
In conjunction with the current situation of the real estate market in China, the main influence caused by the credit and loan adjustment policy is analyzed. On this basis, it has proposed some suggestions on how to strengthen the competitiveness and ability to resist risk of the real estate enterprise. At the end, it is emphasized, that the credit and loan adjustment policy not only makes the enterprise under enormous pressure, but provides a great opportunity of reducing rivals and expanding its own scale to those really powerful real estate enterprises. The real estate enterprise should seize this opportunity to meet the challenge to expand and strengthen itself. 相似文献
10.
11.
农村中小企业债务融资障碍分析及对策研究 总被引：1，自引：1，他引：0
摘要：分析了农村中小企业融资的外部环境和企业自身的制约因素。提出了解决农村中小企业融资难的对策,在政策机制方面需要组建专门为农村中小企业服务的政策性金融机构,进一步放开搞活农村金融市场,扶持建立农村中小企业信用担保组织等;农村中小企业自身要探索组建企业产业群信用联保,推行供应链管理、电子商务和第三方物流以减少资金占用,加强诚信建设,提高信用信息公开意识,防止信用道德风险转嫁等。 相似文献
12.
Through the equation of balance sheet between assessment and debt, this paper reformulates the function with two stochastic process of credit risk and interest rate risk under the full consideration of the profile of the losses of bad debts of the commercial banks, deduces the function of loan rate under the maximum utility of profit margin of commercial banks. The Beyer's estimation is used to analyse the changes of the loan rate when the extent of the risk averse of commercial banks. The risk averse extent is raised from the Arrow-Pratt risk averse to Ross risk averse. It is pointed out that the more risk averse of a commercial bank, the even higher the interest rate the bank charges to its borrower. 相似文献
13.
RAROC模型是国际商业银行用于经营管理的先进方法,将RAROC模型运用到农业银行信用风险研究中,首先介绍RAROC模型的含义及核心思想,然后详尽的测量RAROC模型中的基本参数,将实证研究得到的RAROC数值进行分析和比较,最后得出农业银行信用风险管理水平逐年提高,经营业绩突飞猛进,贷款稳步增长,贷款质量持续改善等结论。 相似文献
14.
Based on the content of enterprise culture and enterprise credit, it is pointed out that the enterprise culture related to the enterprise core competitive force.In this paper, from the viewpoint of combining theory with practice, the intension, function and mutual relations between them are described and their significance in the market competition as well.The potential things,which the enterprise staffs are seeking for, from its inherent mind and the enterprise theory are the enterprise culture which becomes the enterprise core competitive force in its actual sense.The enterprise credit, as the enterprise culture in its ideological sphere, is an essential factor, which greatly affects the enterprise core competitive force.At last the authors provide some good suggestions on how to cultivate enterprise credit and to build enterprise culture. 相似文献
15.
目前中国测定土壤含盐量主要使用土壤浸提液法,而这种传统的方法操作繁琐,原位测定法相对更为便捷,但应用较少。使用EC-Probe仪器原位测定河北坝上部分地区土壤电导率,部分土样采用实验室土壤浸提液电导率法建立土壤盐分与土壤电导率之间的转换模型,通过该模型对坝上地区不同土地利用类型同一深度的土壤盐度进行测量,并分析了不同深度土壤盐度分布的主要规律。结果发现沼泽、耕地、森林、河漫滩和草地的土壤含盐量依次下降,研究发现该研究区域目前各种土地利用类型的土壤盐度均未达到盐碱化标准,但沼泽地和耕地的盐碱化风险较高,需加强生态保护。 相似文献
16.
中国农村金融生态环境问题研究 总被引：1，自引：0，他引：1
摘要：农村金融生态环境的优劣评判依据是农村区域经济的发展和稳定程度,金融法律法规的完善程度及其在农村的执行状况,农村信用环境的健全程度,以及地方政府对农村金融活动的管理方式和介入程度。当前,我国农村金融生态环境面临农村宏观经济的形势严峻,农村金融缺口严重,行政力量对农村金融活动干预失当,且农村金融的市场化程度低,法制环境缺失,社会信用意识淡薄,征信体系建设滞后。因而,要改善农村金融生态环境的现状就必须统筹城乡经济社会发展,消除“二元结构”,促进农村经济发展;规范地方政府行为,建立地方治理与农村金融活动良性互动的关系,同时建立良好的法律和执法体系,为农村金融生态营造良好的法制环境,全面推进信用体系建设,规范农村金融生态的信用秩序。 相似文献
17.
Market economy is the credit economy and principal of credibility is the foundation of market mechanism. With the development of economic reform, it is well concerned that discredit order of the society has become one of serious social problems which enhance the transaction cost of society. By using games analysis, reasons of discredit are studied based on personal behavior models under governmental regulation. According to the result that discredit is the result of personal choice under the existed institution, we should establish social credit management system to deal with the discredit based on credit information supplied by the independent third-part organization. 相似文献
18.
金融支持杨凌农业高新技术企业发展问题研究 总被引：4，自引：0，他引：4
杨凌各金融机构给予杨凌示范区农业高新技术企业有力的支持,并积极探索多种信贷方式,以满足企业的需要。尽管如此,仍存在着不能满足企业对贷款的需求、放款不及时、因银行员工素质不高而影响信贷等现象。这既有企业自身的问题,也有信贷准入门槛过高、杨凌金融部门放贷权限不够等原因。为此,我们提出建立农业高新技术企业评价委员会、降低农业高新技术企业信贷门槛、扩大信贷权限、增加资金来源、完善担保体系和提高员工素质等应对策略,以便金融部门更好地支持杨凌农业高新技术企业发展。 相似文献
19.
农村粮食银行近年来在粮食主产区发展明显加快,并且在减少农户储粮损耗、解决农户储粮难题、美化农村居民居住环境、提高农村居民生活质量等方面发挥着越来越重要的作用。调查发现,安徽农村粮食银行普遍存在规模较小、信用较低、农户储粮风险较大等问题。当前,解决上述问题的关键在于构建统一的粮食银行组织领导与监管体系,规范粮食银行运营;建立农村粮食银行准入制度;实行存粮准备粮管理制度;加强风险管理,设立风险准备基金,加强农户参与粮食银行的愿意。 相似文献
20.
In this paper, the model of the maximum utility of profit margin of commercial banks under the credit risk and the interest risk is reformulated with full consideration of the profile of the losses of bad debts for the commercial banks. The influence of the requirement in the capital adequacy by the central bank to the commercial banks on bank's yields is studied.Analysis shows that considering the risk loss and risk cost of the commercial bank,enhancing the capital adequacy to commercial bank will increase margin profit of commercial bank with decreasing absolute risk avoidance under the Ross concep. 相似文献