信用担保风险评价与控制研究

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1、武汉理工大学博士学位论文信用担保风险评价与控制研究姓名：敖慧申请学位级别：博士专业：管理科学与工程指导教师：邓明然20070401AbstractTheSmallandMedium—sizedEnterprise(SME)playsallessentialroleinaCountry’Seconomy,lackingofcreditandcapitalisthemaindifficultyforSMEs’developmentcurrently．CreditGuaranteeCanimprovethecreditenvironmentandthe

2、SMEs’creditwhichisoneofthefirstnecessitiestosupportSMEsbythebanks．CreditGuaranteeisknownasoneindustry谢mhighriskinternationally,theriskproblemofCreditGuaranteeistheWorlddifficultproblem．China’SCreditGuaranteeisstillintheinitialdevelopingstageandsupportsSMEsmianlywhichembodythe

3、nation'ssupportingpolicyinadegree,whosehi曲riskcharacteristicisespeciallyobvious．Therefore，itisthemostimportanttoevaluateandconlroltheCreditGuaranteeriskprofessionallyforthehealthydevelopmentofChina’SCreditGuarantee，andwhichistheobjectiveofthisdissertation．Thedissertationanaly

4、sestheoperatingmechanismofCreditGalarantee，thefunctionofCreditGuaranteeinstitution,theessentialfeaturesandformationofCreditGuaranteeriskwiththeFinancialTransactionsTheory,RiskShiftingTheoryandAsymmetricInformationTheoryatthebeginning；itanalysesthereasonofCreditGuaranteeriskan

5、danalysestheagentofCreditCsuarantecriskwiththeGameTheoryandAsymmetricInformationTheory,probestheconductionprocessandconductionmuteofCreditGuaranteerisk．TheevaluationofCreditGuaranteeprojectriskandCreditOuaranteeinstitutionoverallriskaretheimportantinthedissertation．Thedissert

6、ationsetsuptheevaluationindexsystemofCreditGuaranteeprojectriskundertheSMEs’specialfeatureandthesupporingpolicyofGuranteeinstitutiontothedevelopingenterprises，evaluatetheprojectriskbythemethodsofMulti—levelFuzzyComprehensiveEvaluationandValue-at-Riskmodelwhichareprovedtobesci

7、entificandadaptivebythecasesstudy；ItpointsouttheconceptofCreditGuaranteeinstitutionoverallrisk,analysesitbytheAssetsCombinatorialTheoryandevaluatesitbythemethodsofValue—-at-·RiskmodelIIandConditionalValue-at—IUskmodel．Thedissertationbuildsuptheprojeetriskearly·warningmodel、^r

8、iththeMulti·levelFuzzyComprehensiveEvaluationtheoverallriskearly-wam