The Risk Aversion of CERs Financing

摘要：

The paper considers that there is the situation where a large number of companies all fall back on their engagement at a certain point time. We can use shock models to analyze. When the situation happens, the bank can stop the business through a suitable strategy.

关键词： CER pledge loan shock model risk aversion

作者: Guoxing Zhang Peng Liu Yanhai Zhao

作者单位: School of Management Lanzhou University Lanzhou, 730000, China School of Management Lanzhou UniversityLanzhou, 730000, China

会议类型: 国际会议

会议名称: 2011 Fourth International Conference on Business Intelligence and Financial Engineering(第四届商务智能与金融工程国际会议 BIFE2011)

会议地点: 武汉

会议语种:英文

页码: 580-582

在线出版日期: 2011-10-17（万方平台首次上网日期，不代表论文的发表时间）