The Effects of Capital Adequacy Ratio on Risk Early-warning of Credit Guarantee Institution

机译：资本充足率与信用担保机构风险预警的影响

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A new concept and technique of risk management for credit guarantee institution is proposed. The key of credit guarantee risk management is to control the institution risk to be in the safe area. Take capital adequacy ratio (CAR) as the institution risk early-warning index which defined as DCAR. A formula to calculate DCAR is established in the base of new Basel capital agreement, VaR and CVaR models by analyzing the constitution and characteristics of credit guarantee institution risk.

机译：提出了信用担保机构风险管理的新概念和技术。信用担保风险管理的关键是控制在安全区域的机构风险。作为机构风险预警指标作为DCAR夺取资本充足率（汽车）。通过分析信用担保机构风险的宪法和特征，在新的巴塞尔资本协议，VAR和CVAR模型基础上建立了计算DCAR的公式。

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《International Conference on Management and Service Science》|2009年||共3页
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作者
Aohui;
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原文格式 PDF
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中图分类 C93-53;
关键词
Credit guarantee institution; Capital adequacy ratio (CAR); Institution risk; Risk early-warning;

机译：信用担保机构;资本充足率（汽车）;机构风险;风险预警;

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4. The Effects of Capital Adequacy Ratio on Risk Early-Warning of Credit Guarantee Institution [C] . Ao, Hui International Conference on Management and Service Science;MASS 2009 . 2009

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7. Amended proposal for a European Parliament and Council Directive amending Article 12 of Directive 77/80/EEC on the coordination of laws, regulations and administrative provisions relating to the taking-up and pursuit of the business of credit institutions, Articles 2, 5, 6, 7, 8 and Annexes II and III of Directive 89/647/EEC on a solvency ratio for credit institutions, Article 2 and Annex II of Directive 93/6/EEC on the capital adequacy of investment firms and credit institutions (COM (96) 183 final/2 - C4 - 0258/96 - 96/0121(COD)) (presented by the Commission pursuant to Article 189 a (2) of the EC-Treaty). COM (97) 285 final, 27 June 1997 [O] . 1997

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The Effects of Capital Adequacy Ratio on Risk Early-warning of Credit Guarantee Institution

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