Conditional Value-at-Risk and Its Use in Credit Risk Measurement of Banks

Credit risk, the major risk of bank, is more and more intense during the period of economic restructuring in China. In view of the flaw of present risk measurement system, Conditional Value-at-Risk is used for the credit risk measurement which is better than Value-at-Risk. This paper creates the model ,while gives the method and procedure for solving it. So CVaRof credit combination is produced, which is just the early warning value of credit risk. At last, it is concluded that the CVaRrisk measurement is too difficult to use widely at present in china, then some advice is provided.     

Matter-element Evaluation Model on the Personal Credit of University Students Loan and It''s Application

This paper analyzes the current situation of university students' credit evaluation and set up an evaluation index system of university students' credit to compensate a loan.Based on this index system,this paper sets up a matter-element evaluation model on the individual credit of university students loan by means of extensible engineering method.The grade of individual credit and the index for evaluating the level of individual credit are made as matter-element,meanwhile,the classical field,the segment field,the weight coefficient are obtained.Dependence function is established based on the grade of individual credit and then the grade is judged by calculating the synthetic dependence degree.Finally,this paper presents the evaluation method by giving an example.This method is simple in calculation,reasonable in evaluation with high applicability.     

Enterprise Culture and Enterprise Credit in Enterprise Core Competitive Force

Based on the content of enterprise culture and enterprise credit, it is pointed out that the enterprise culture related to the enterprise core competitive force.In this paper, from the viewpoint of combining theory with practice, the intension, function and mutual relations between them are described and their significance in the market competition as well.The potential things,which the enterprise staffs are seeking for, from its inherent mind and the enterprise theory are the enterprise culture which becomes the enterprise core competitive force in its actual sense.The enterprise credit, as the enterprise culture in its ideological sphere, is an essential factor, which greatly affects the enterprise core competitive force.At last the authors provide some good suggestions on how to cultivate enterprise credit and to build enterprise culture.     

Analysis of Causes and Impacts of Soft Budget Constraints of Enterprises Based on Dynamic Game for Three Players

This paper researches the behavior difference among government,banks and enterprises and how it affects soft budget constraints of enterprises and non-performing loans of banks based with dynamic game.The game model suggests that government will give banks some assistance and let them refinance enterprises,especially government has strong(incentive) to sustain SOEs in China's transitional economy.Banks will do it if the assistance from government is more than the loss from refinance enterprises.In addition the value of liquidation of enterprises and the new loans affect banks' refinancing old enterprises.     

宁都县林权抵押贷款现状、问题及对策

宁都县林权抵押贷款,是金融企业的一项新业务,对宁都县林业的发展有着极大促进作用,但存在着贷款额度小、贷款周期短、林权评估不太规范等问题.在县林权抵押贷款实践基础上,提出问题和对策建议.     

试析我国农业机械化发展应对措施

农业机械是农业生产力的重要内容,也是解放生产力的重要途径,根据多年的工作经验,文章详细分析了我国机械化发展的现状,并论述了我国机械化遇到的制约因素,最后提出相应的措施.     

吉林省食品安全信用体系存在的问题与对策

目前,吉林省食品安全事故频发的重要原因就是食品生产经营企业信用的严重缺乏,为此,本文分析了吉林省食品生产企业存在的问题及产生问题的原因,并提出了加快食品安全信用体系建设的对策。     

丘陵山地区耕地水约束状态研究——以黎香溪流域为例

建立一种土壤水循环机理与地形特征结合的层次评价模型,以长江一级支流——黎香溪流域为研究区,以土壤的蓄水量、土壤地形湿度、蒸散发量和灌溉用水条件作为评价因子,采用层次分析法对流域耕地水约束状态进行综合分析,将水约束状态分为轻度、一般、较重、重度、极重5个等级。通过对300个样本的抽样调查,分析结果总体正确率为78%。灌溉条件的影响力随着约束等级的降低而增加,正确率随着约束等级的降低而降低,从极重到轻度正确率分别为85.00%、81.67%、78.33%、75.00%和68.33%。流域内耕地受用水较重及以上程度约束占总面积的55%。模型对流域内部耕地用水状态的相对差异模拟精度较高,灌溉水平的差异是误差的主要来源。     

因子分析与聚类分析在企业信用评级中的应用

运用多元统计中的因子分析和聚类分析方法,对在沪深交易所上市的33家农业机械和建筑机械行业的生产企业进行信用评级分析.先用因子分析方法从选取的变量中找出合适的因子,计算出各个企业的因子得分,然后将这些因子作为变量,进行聚类分析,并对照标准普尔(S&P)的评级体系确定各个企业的评级级别.