Title :
The rationing credit guarantee model with the increment and the deposit guarantee
Author :
Yan, Sun ; Ju´e, Guo ; Le, Wang
Author_Institution :
Xi´´an Jiaotong Univ., Xian
Abstract :
According to the meaning of the credit guarantee, the paper figures out that the rationing credit guarantee should consider both the uncertainty and the deposit guarantee. It establishes the rationing credit guarantee model on the basis of the existing credit risk model. With the help of this model ,the paper makes use of the history data to show the scientific argument for making the reasonable decision on the rationing credit guarantee.
Keywords :
banking; decision making; decision theory; probability; risk analysis; bank loan; credit risk model; decision making process; deposit guarantee; increment guarantee; probability method; rationing credit guarantee model; Computational modeling; Environmental economics; History; Intelligent systems; Macroeconomics; Portfolios; Probability; Quadratic programming; Sun; Uncertainty;
Conference_Titel :
Grey Systems and Intelligent Services, 2007. GSIS 2007. IEEE International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-1294-5
Electronic_ISBN :
978-1-4244-1294-5
DOI :
10.1109/GSIS.2007.4443336