【作者】 李国斌；

【导师】 张悦玫；

【作者基本信息】 大连理工大学 ， 工商管理， 2008， 硕士

【摘要】 本文针对A担保机构融资担保产品风险定价问题做了较为深入的研究,力求完善A担保机构的融资担保产品价格形成机制,为推动我国其他中小企业信用担保机构的风险定价研究、信用风险管理体系建设以及提高中小企业信用担保风险量化水平提供参考。论文从中小企业信用担保机构的运作机理出发,以信用风险管理基础理论、信用风险定价理论作为基础,归纳整理了适用于中小企业信用担保机构的信用风险管理体系和信用风险量化指标体系;通过对A担保机构担保产品价格形成机制存在问题的分析,引入A担保机构风险定价的核心要素-内部资金转移价格,并提出了单资金池、多资金池模式下的融资担保产品风险定价模型,解决了融资担保产品风险定价问题。在分析过程中,通过对A担保机构的实际价格与融资担保产品风险价格的对比,证实了A担保机构计算融资担保产品风险价格模型的有效性,为使融资担保产品风险价格的确定更切合实际情况,进一步提出了A担保机构融资担保产品风险价格的修订模型。论文达到了对A担保机构融资担保产品价格形成机制进行系统研究和修订的目的;通过理论联系实际的分析和研究,提出了融资担保业务风险定价模型对A担保机构提高收益水平的现实作用;由于A担保机构的定价现状具有一定普遍性,通过对A担保机构风险定价的研究,为业内其他担保机构提供了计算融资担保风险价格的简便易行的定价思路和参考。更多还原

【Abstract】 This article is an empirical research paper for financing the risk of secured products. In this paper, the purpose is through research to improve secured product pricing mechanism of A Guarantee Agency and promotes the pricing risk capability to other national SME credit guarantee institutions and constructs the credit risk management system, in order to increase quantifying the risk of different level.Basis on the theory of credit risk management, risk-based pricing theory, the article collates and analyzes the application of credit risk management system and the system of quantitative credit risk ; The article introduces the core elements of the risk pricing - the internal funds transfer pricing and around internal funds transfer pricing, and the article raise the risk pricing model and more money pool mode of risk pricing model; the article contrasts the actual price to the risk pricing , argues the effectiveness of the way and introduces the amendment of pricing model.The article has reached the final of carrying out risk pricing systematic research and the purpose of the amendment; Theory with practice through analysis and research on guarantee business for A Guarantee Agency enhances the role of increasing income; A Guarantee Agency as one of the universal SME institutions provides the user-friendly pricing ideas and learn to calculate the price of the security risk更多还原