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| VaR方法在农业银行信用风险管理中的应用 | |
| 引用本文： | 边宽江,胡海洋. VaR方法在农业银行信用风险管理中的应用[J]. 安徽农业科学, 2010, 38(31): 17916-17917 |
| 作者姓名： | 边宽江 胡海洋 |
| 作者单位： | 西北农林科技大学理学院; |
| 摘 要： | 介绍了VaR法的基本含义和计算方法，提出了该方法在应用中存在的问题，为我国农业银行进行信用风险管理提供了帮助。 |
| 关 键 词： | VaR模型 信用风险 农业银行 |
Application of VaR Method in Credit Risk Management of Agricultural Banks |
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| BIAN Kuan-jiang et al. Application of VaR Method in Credit Risk Management of Agricultural Banks[J]. Journal of Anhui Agricultural Sciences, 2010, 38(31): 17916-17917 | |
| Authors: | BIAN Kuan-jiang et al |
| Affiliation: | BIAN Kuan-jiang et al(College of Science and Technology,Northwest A & F University,Yangxing,Shaanxi 712100) |
| Abstract: | The basic definition and calculation method of VAR method were introduced and the existing problems in the application of this method were put forward.This provided help for credit risk management of Chinese agricultural banks. |
| Keywords: | VaR model Credit risk Agricultural banks |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |