摘要
VaR作为一种市场风险测量和管理的新工具,得到了国际金融界的广泛认可。介绍了VaR模型的基本思想,阐述了银行如何利用VaR控制中小企业贷款信用风险,并为中小企业的信用建设提出了建议。
VaR is a globally accepted tool for measuring and managing the market risks. This paper introduces the basic thought of VaR model, and expounds how the commercial bank to utilize VaR to control the credit risk of the small and medium-sized enterprises, and puts forward some suggestions on the credit construction of the small and mediumsized enterprises.
出处
《科技情报开发与经济》
2006年第22期132-134,共3页
Sci-Tech Information Development & Economy
