DocumentCode
2158177
Title
The Effects of Capital Adequacy Ratio on Risk Early-Warning of Credit Guarantee Institution
Author
Aohui
Author_Institution
Sch. of Manage., Wuhan Univ. of Technol., Wuhan, China
fYear
2009
fDate
20-22 Sept. 2009
Firstpage
1
Lastpage
3
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ICMSS.2009.5304200
Filename
5304200
Link To Document