淺論企業(yè)集團(tuán)財(cái)務(wù)公司的信用風(fēng)險(xiǎn)管理

--PAGE1StudyonCreditRiskManagementoftheEnterpriseGroupFinanceCompanyCandidate：SongLeGang KeyWords：financecompany,creditrisk,riskStudyonCreditRiskManagementoftheEnterpriseGroupFinanceCompany[SongLeDirectedby[PingXinThedefinitionofChineseenterprisegroupfinancecompanyisthatenterprisegroupfinancecompanyisanonbandfinanceagencywhichpurposeistostrengthenthecentralizedmanagementandtoenhancetheusingefficiencyofthefundoftheenterprisegroup.Chineseenterprisegroupfinancecompanyalsoprovidesfinancialmanagementserviceforbusinessenterprisegroup.Afterabriefintroductionofthebackgroundandcurrentsituationofthecreditriskmanagementoftheworld,thethesisrevealedthebasicfactorsinthecreditafterthestudyongamblebetweenthecreditorandthedebtor.Thepresentinstitutionofourcountrywasalsobeanalyzedinthisthesis.Thedevelopinghistoryoftheenterprisegroupfinancecompaniesshowedthatthecreditriskissignificant.Onthebasisoftheinvestigationofthecreditriskmanagementexperiencesandproblemsintheworld,afeasibleschemeofthecreditriskadministrationsforfinancecompaniesofourcountrywasdesigned.Inthescheme,theconstructionofthecreditculture,thecontrolofthecreditriskandthemeasurementofthecreditwereespeciallyemphasized.--PAGE1 參考文 --PAGE10 1:+制模型——CreditMetrics等。.VAR值；KMVMerton1974年提出的模型來(lái)推導(dǎo)每個(gè)債務(wù)人的實(shí)際違+2章 +2。缺點(diǎn)是融資來(lái)源有限，有時(shí)無(wú)法滿足企業(yè)的資金需要。因此它是企業(yè)首選的融資方式。企業(yè)1。沒(méi)有投資機(jī)會(huì)的時(shí)候即便是融資來(lái)1.1億元。2006-%%15.83%。詳細(xì)數(shù)據(jù)如下表二：款和貼現(xiàn)1232006貸款（含委貸其中：信用方式（含委貸-保證方式（含委貸質(zhì)押方式（含委貸-抵押方式（含委貸合計(jì)（不含長(zhǎng)安地產(chǎn)委貸2006①①①①①--2006-3--3-90天以上-80--80--1，貸款五失五類。五類貸款的定義分別為：正常：借款人能夠履行合同，沒(méi)有足夠理由但存在一些可能對(duì)償還產(chǎn)生不利影響的因素。次級(jí)：借款人的還款能力出現(xiàn)明能會(huì)造成一定損失?？梢桑航杩钊藷o(wú)法足額償還貸款本息，即使執(zhí)行擔(dān)保，也肯定要造成較大損失。損失：在采取所有可能的措施或一切必要的法律程序之究室出版社2006年理者都可以通過(guò)VAR值對(duì)風(fēng)險(xiǎn)程度進(jìn)行評(píng)判。. 參考文獻(xiàn) . . . . . .建.北京大學(xué)出版社2000 2005（6） ManagementStrategy.Jul2005. banki