Implication of the Financial Crisis and Credit Risk Controlling Model

摘要：

Credit spread is the important reason of the current round of financial crisis. Thus, it is not only significant on theory, but also important in practice to find out the credit control levels. For those, many scholars have achieved some important results. No doubt, these results are helpful to form this paper. In this paper, we, basing on influence on investment multiplier from credit, firstly analyze push effects and destruction effects(when there is bad debts) on the national economy from credit; after that, we obtain some characteristic credit control levels about maximum credit ratio and optimal credit ratio. With some basic assumptions, we propose a mathematical model reflecting the inner connection between social credit levels and operating situation of national economy.

关键词： credit risk investment multiplier under credit condition income increase function maximum credit ratio optimal credit ratio credit risk controlling model

作者: XU Weide WEN Guoquan

作者单位: The School of Management of Southwest University for Nationalities, Chengdu,610041 The School of Economy of Southwestern University of Finance and Economics, Chengdu,610072

会议类型: 国际会议

会议名称: 2010 International Conference on Management Science and Engineering(2010年管理科学与工程国际学术研讨会)

会议地点: 成都

会议语种:英文

页码: 628-631

在线出版日期: 2010-11-01（万方平台首次上网日期，不代表论文的发表时间）