中小企业信用担保风险研究

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1、分类号：密级：内部⑧V811815．学校代码：10055学号：991108尚简夫淫’NankaiUniversity日新月里，、论文题目：中小企业信用担保风险研究九乞‘●>．／b磁博士学位i色文DOCTORALDISSER-i≯ITlON培养院系：经遗兰瞳经丛压一级学科：堡诠经渣兰二级学科：亟渔经渣裳论文作者：昱竖国指导教师：围童壁塾撞南开大学研究生院2005年5月AbstractSmallandMediu-sizedEnterprises(SME)playanimpertantroleinpromotingeconomicandsociMdevelo

2、pmentwhileSMECreditGuranteebecomesamojorchanneltoimprolveS／VIEfinanceanddevelopment．OriginatingfromthesocialandeconomicvalueofSMECreditGuarantee，thispaperaddressesitsfunctiontoincreaseSMEcreditsupplyandmitigatethecreditrationinfinancialindustryandmeasuresitseconomicvaluewiththea

3、pplicationofoptiontheory．ThetheoreticdevelopmentandpracticeinSMECreditGuaaranteeintheworldaSwellasinChinademonstratethatSMECreditGaaranteeriskiSthefoCUSofSMECreditGuaranteeinpermormingitssocialandeconomicvalue．Thispaperstartswiththeanalysisonriskorigination，andisfollowedbythedef

4、initionofcreditrisk，marketriskandoperationalriskinSMECreditGuaranteeandtheapproachandmethodologyindealingwiththeserisks，includingriskidentification，riskmeasurementandpn。cing，riskmanagementandcontr01．Though，thestudyOnSMECreditGuaranteehasbeenthepioneerintheoreticaldevelopmentinth

5、eworldaswellasinChina，thispaperinnavatesacomprehensiveandsystematicstudyonSMECreditGuaranteeRisk，whichconsistsofanalysisonriskorigination，riskidentification，riskmeasurementandpricing，riskmanagementandcontr01．Theriskoriginationanalysisiscategorizedasdefaultrisk，marketriskandopera

6、tionalrisk．TheSMECreditGuaranteeriskcanbeidentifiedbymeansofsuggestedSMEcreditworthinessevaluationmethodologyandinstruments(includingqualitmiveandquantitativemeasurementsystem，summplementedbyborrowingpurposeanalysisandriskmitigationarrangement(counter-guaranteeforexample)．Thispa

7、peremphasizesonSMECreditGuaranteeriskmeasurementandpricing，whichisregardedasthemoststrikingpointofinnovation．Byidentifyingthevitaldemeritoftheexistingriskmeasurementandpricingpractices，theauthorintroducesoptionpricingtheoryinmeasingandpricingcreditguaranteeriskandvalidatesthepra

8、cticalmeasurementandpricingprocess，aimingatsust