Title :
The Effects of Capital Adequacy Ratio on Risk Early-Warning of Credit Guarantee Institution
Author_Institution :
Sch. of Manage., Wuhan Univ. of Technol., Wuhan, China
Abstract :
A new concept and technique of risk management for credit guarantee institution is proposed. The key of credit guarantee risk management is to control the institution risk to be in the safe area. Take capital adequacy ratio (CAR) as the institution risk early-warning index which defined as DCAR. A formula to calculate DCAR is established in the base of new Basel capital agreement, VaR and CVaR models by analyzing the constitution and characteristics of credit guarantee institution risk.
Keywords :
financial management; risk management; Basel capital agreement; capital adequacy ratio effects; credit guarantee risk management; institution risk; Business; Constitution; Injuries; Portfolios; Reactive power; Risk analysis; Risk management; Technology management; Time measurement; Watches;
Conference_Titel :
Management and Service Science, 2009. MASS '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4638-4
Electronic_ISBN :
978-1-4244-4639-1
DOI :
10.1109/ICMSS.2009.5304200
