债务展期金融契约视角下信用担保风险定价研究

通过把存款保险定价思路引入到信用担保风险定价领域,从信贷债务展期金融契约视角构建的信用担保风险定价模型及其数值求解方法,并进行的实证分析证明了基于债务展期金融契约视角下信用担保风险定价模型的科学性与应用前景.

Study on Credit Guarantee Risk Pricing from the Perspective of Debt delay Finance Contract

As a bankruptcy will bring a series of negative effects to the society,it is not easily for a company to go bankrupt from such a macro-level perspective of social effects.In this case,it is probably judicious for the guarantee company to implement a debt-delay to the debt company.This paper introduces the deposits insurance pricing way into the Credit Guarantee risk pricing region, then creates the guarantee risk pricing model from the loan debt-delay finance contract,and gives numerical solution method,whi...