| 担保债券违约相关系数求解模式及增信有效性 |
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| 引用本文： | 周沅帆.担保债券违约相关系数求解模式及增信有效性[J].中央财政金融学院学报,2008(9). |
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| 作者姓名： | 周沅帆 |
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| 作者单位： | 东北大学工商管理学院 |
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| 摘 要： | 在《关于有效防范企业债担保风险的意见》(银监发〔2007〕75号)出台后,债券担保主体呈现多样化,担保债券发行人和担保人违约相关系数的求解成为债券信用评级的一大难题。本文给出了担保债券违约相关系数的求解模式,并探讨担保提高发行人债信等级的有效性。
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| 关 键 词： | 担保债券 违约相关系数 增信有效性 |
The Solving Model of Guaranteed Bond's Defaults' Correlation Coefficients and the Effectiveness of Credit Enhancement |
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| ZHOU Yuan-fan.The Solving Model of Guaranteed Bond's Defaults' Correlation Coefficients and the Effectiveness of Credit Enhancement[J].Journal of Central University of Finance & Economics,2008(9). |
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| Authors: | ZHOU Yuan-fan |
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| Institution: | ZHOU Yuan-fan |
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| Abstract: | After the implement of Opinion on Effectively Avoiding Guarantee Risk of Enterprise Bond(China Banking Regulatory Commission(2007)NO.75),there comes different categories of guarantors for this kind of bond.It is a tough issue on the correlation coefficient of bond's issuer and guarantor.As a result,this article tries to give the solving model of guaranteed bond's defaults' correlation coefficient.Besides it is discussing the effectiveness of up-grating the debt's credit rating if introducing the guarantor. |
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| Keywords: | Guaranteed bond Defaults'correlation coefficients Cffectiveness of credit enhancement |
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