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南昌大学@士学位论文信用担保公司的风险管理研究——WJM信用担保公司履约保函项目风险管理案例研究姓名：华东申请学位级别：@士专业：产业经济学指导教师：尹继东20091206IABSTRACTIIABSTRACTThesmallandmedium-sizedenterprisesaretheimportantcomponentofournationaleconomy,andimpelthedevelopmentofourcountry’seconomy,butduetothehighriskofthesmallandmedium-sizedenterprises,thedifficultlyinthecapitalraisingisthebottleneckwhichthemostsmallandmedium-sizedenterprisesfacethroughout.Now,theappearanceofcreditcompaniespromotesthecapitalraisingofthesmallandmedium-sizedenterprisestoacertainextent.Butthecreditguaranteecompaniesplacethemselvesinthehighriskprofession,facingthewidespreadserviceobjects.Theyhavethecharacteristicofsmallscale,broadproductscope,shortoperationhistory,incompleteoruntruefinancialinformationandindefinitemarketdemand,inaddition,thediversityoftheriskorigin.Thus,allthesedecidethatthecreationoftheirvaluemustberealizedbyriskmanagement.Therefore,inthefirstchapter,thispaperfirstnarratesthebackgroundandsignificanceoftheresearchandpointsoutthenecessityofresearchingriskmanagementofcredit;Then,itdiscussestheprincipleofeconomicsandriskmanagementofcreditguaranteefromthetheoreticalpointofview.Italsobrieflystatestheriskcharacteristic,theorigin,thecauseandtheriskpreventionmechanismofthecreditguaranteecompanies;Finally,combiningwiththerealcasediscussion,thispaper,fromthepractice,trytofindouthowthecreditguaranteecompaniesdesignprocesscontroltomanagetheriskintheactualoperation.Thispaperhopestointegratetheorywithpracticebytheresearchandanalysisofpositiverealcaseonthebaseoftheory,todeeplyanalyzesthefunctionofprocesscontrolofriskmanagementinrealcase,andproposesthatdifferentcreditguaranteecompaniesshouldinvestigatedeeplywhenfacingdifferententerprises,designdifferentriskmanagementplanswiththeactualsituation,trulyrealizethevalueofcreditguaranteecompaniesandcreateability.Keywords:creditguaranteecompany;creditrisk;riskmanagement;processcontrol1111.13099%GDP60509.528%GDP7570%658014.7%12199317200633661232.583795868051.87257.74183.5350.6023.61200635%10012%5006%27%1[M]2007131.21.2.120701231441.2.219921993171:1152341232.3VaRVaRVaRVaR4:165672[M]20073[M]2007171.31.3.1123;1.3.2124[M]20072822.1123455[M]20076[J]2008122990%2.27[J]200418[M]20079[J]2003[2]121012345199330ValueatRiskVaR10[J]2008104112.32.3.11234120202.3.24121112,32.411[M]20084132.4.115102342.4.212341442.4.3122.4.42.4.512[J]20084415200319982003619952.4.6102.52.5.141640004000800050%132.5.213[C]20084171412VaR314[J]200834184531933.1199530001301010%110005103203213.23.2.1Holmstrom153.2.215[J]20073322163.2.316[J]20091842344.12020304244.2///4.34254.3.142610154274.3.24284295WJM305WJM5.1WJM5.1.1WJMWJM200739000WJM64WJMWJMWJM55WJM315.1.2WJMWJM9000WJMWJMWJMWJMWJMWJMWJM300~9005WJM32WJMWJM5.2SZH5.2.1SZHSZH20031002006100200SZHSZH371121560SZHSZHSZHSZH700320308144903306081898SZHSZH20045WJM335.2.2SZH1SZHY31Y3634.8365T/H312MW242%1FOB2205.560.6821002.753120.3341252.334.455120.336531.4673634.8100315SZH5%181.74SZHZZ244SZHY90SZH20%726.96SZHZZ125.2.31SZHSZHY5WJM34SZHABSZHABSZHABYSZHYYAYBSKICPPPCVKPCY2YY5WJM35ZSZHYZWJMYYY73Y17%YY28%20021223Y70.28%29.72%SZHABY3WJMZSZH5.2.4WJMSZHSZH181.741SZHABSZHSZHSZHAYSZHABSZHZSZH5WJM362FOB726.9620%SZH750/32250700/321004825200050090001500821.12299.61SZHFOB18120%10%6070%80%1685%5%6.855WJM3712SZH181.7420%Y70%SZHFOB2205.51510720%726.964979.676726.96-181.74=545.223734.75743501520%870114825410%482.5112000710%20010500130%1507000220%140015001010%150201753252.512181.74545.223734.7573252.5482.2575WJM383WJMZSZH5.3SZHZWJMSZHSZH181.74ZWJMSZH1SZHSZH2SZHZYSZHZ3Z4SZHYZ5WJM3956SZH5.45.4.110405WJM405WJM415.4.22/380%5WJM4264366.16.21234420091245[1][M]2007113162[2][M]20077171[3][M]2007135139[4][M]200717[5][M]200799102[6][J]2008129094[7][J]200412833[8][M]20071524[9][J]2003[2]114[10][J]200810105110[11][M]20088999[12][J]20084163167[13][J]200731011[14][J]2009185153[15][C]20083740[16][J]200837073[17][M]2002[18][M]2005[19][J]20059[20][J]20031[21][M]2002[22][M]200446[23]VaR[J]20059[24][J]20061[25][M]2007[26][M]2008[27]2008[G]2009[28]2006[G]2006[29][M]2005[30][M]2006[31][M]2006[32][M]2006[33][M]2004[34][J]20061[35][J]2005[36][J]20054[37][J]20056[38][J]20061[39][J]20091[40][J]200732[41][J]20069[42][J]200810[43][J]20045[44][J],20084[45][J]20096[46][J]20096[47]Bernstein,P.L.AgainstTheGods:TheRemarkableStoryofRisk.NewYork:JohnWiley&Sons,1996,Inc.92-95.[48]Culp,C.L.,ContingentCapital:IntegratedFinancingandRiskManagementDecisions,JournalofAppliedCorporateFinance.(2002,Spring),[49]Culp,C.L.,TheRevolutioninCorporateRiskManagement:ADecadeofInnovationsinProcessandProducts,JournalofAppliedCorporateFinance.(2002,Winter)[50]Babbel,David,F.,AnthonyM.andSantomero,”RiskManagementbyInsurers:AnAnalysis47oftheProcess,”WorkingPaper,FinancialInstitutionsCenter,WhatonSchool,UniversityofPennsylvania,1996.[51]Doherty,N.A.,IntegratedRiskManagement,Internationaledition.TheMcGraw-Hill.CompaniesInc.(2003).信用担保公司的风险管理研究——WJM信用担保公司履约保函项目风险管理案例研究作者：华东学位授予单位：南昌大学本文读者也读过(3条)1.陈戈止.傅航.李洋.ChenGezhi.FuHang.LiYang信用担保公司成长能力评价指标体系研究[期刊论文]-价值工程2010,29(14)2.华东.江艳浅析信用担保公司的风险及风险管理[期刊论文]-理论导报2009(12)3.杨阳A担保公司担保项目风险评价方法研究[