淺論企業(yè)集團財務(wù)公司的信用風(fēng)險管理

--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年提出的模型來推導(dǎo)每個債務(wù)人的實際違+2章 +2。缺點是融資來源有限，有時無法滿足企業(yè)的資金需要。因此它是企業(yè)首選的融資方式。企業(yè)1。沒有投資機會的時候即便是融資來1.1億元。2006-%%15.83%。詳細數(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（不含長安地產(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，沒有足夠理由但存在一些可能對償還產(chǎn)生不利影響的因素。次級：借款人的還款能力出現(xiàn)明能會造成一定損失?？梢桑航杩钊藷o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VAR值對風(fēng)險程度進行評判。. 參考文獻 . . . . . .建.北京大學(xué)出版社2000 2005（6） ManagementStrategy.Jul2005. banki