基于公司信贷的信用风险度量与管理  

Credit Risk Measurement and Management Based on Corporate Credit

作　　者：杨雁雁 YANG Yan-yan(College of Mathematics and Computer, Wuyi University, Wuyishan 354300, China)

机构地区：[1]武夷学院数学与计算机学院,福建武夷山354300

出　　处：《洛阳师范学院学报》2017年第11期64-68,共5页Journal of Luoyang Normal University

摘　　要：本文以公司信贷为出发点,在对公司经营信息、财务信息、历史违约信息占有下,研究商业银行如何对公司信贷的信用风险进行有效的度量与管理.它包括基于基本分析的信用风险定性分析、基于财务报表与统计分析的信用风险财务预警、基于模型的信用风险定量度量.最后当预计到风险事故将要发生时,利用金融工具对信用风险进行有效的分散与转移.Based on company’s credit,this thesis studies how the commercial banks can effectively measure and manage the credit risk of the company’s credit under the possession of the company’s business information,financial information and historical breach information.It includes qualitative analysis of credit risk based on fundamental analysis,precaution of credit risk based on financial statements and statistical analysis,and quantitative measurement of credit risk based on model.Finally,when it is expected that the risk accident will occur,Using financial instruments to disperse and transfer the credit risk effectively.

关 键 词：公司信贷 信用风险 基本分析 信用风险模型 风险分散与转移 

分 类 号：F832[经济管理—金融学] F840.323