| VaR在商业银行控制企业贷款信用风险中的应用 |
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| 引用本文： | 周笑飞. VaR在商业银行控制企业贷款信用风险中的应用[J]. 科技情报开发与经济, 2006, 16(22): 132-134 |
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| 作者姓名： | 周笑飞 |
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| 作者单位： | 对外经济贸易大学金融学院,北京,100029 |
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| 摘 要： | VaR作为一种市场风险测量和管理的新工具,得到了国际金融界的广泛认可。介绍了VaR模型的基本思想,阐述了银行如何利用VaR控制中小企业贷款信用风险,并为中小企业的信用建设提出了建议。
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| 关 键 词： | 商业银行 信用风险 VaR 信用建设 |
| 文章编号： | 1005-6033（2006）22-0132-03 |
| 收稿时间： | 2006-09-27 |
| 修稿时间： | 2006-09-27 |
The Application of VaR in Commercial Bank''''s Control of Enterprise''''s Credit Risk |
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| ZHOU Xiao-fei. The Application of VaR in Commercial Bank''''s Control of Enterprise''''s Credit Risk[J]. Sci-Tech Information Development & Economy, 2006, 16(22): 132-134 |
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| Authors: | ZHOU Xiao-fei |
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| Affiliation: | ZHOU Xiao-fei |
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| Abstract: | VaR is a globally accepted tool for measuring and managing the market risks. This paper introduces the basic thought of VaR model, and expounds how the commercial bank to utilize VaR to control the credit risk of the small and medium-sized enterprises, and puts forward some suggestions on the credit construction of the small and medium-sized enterprises. |
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| Keywords: | commercial bank credit risk VaR credit construction |
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