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 :
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