会议专题

Finance Guarantee Risk Pricing Model and Method based on Debt-Extension Channel

  In this paper, we introduces debt-extension case into the Credit Guarantee field, based on the perspective of finance option, and creates the guarantee pricing model.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 (the) debt-extension to the debt company.This paper introduces the service fee pricing into the Credit Guarantee framework, and creates the guarantee pricing model based on the multi-stage debt-delay.It also provides the pricing method on the single-stage debt-delay basis, which develops and deepens the theory of Credit Guarantee pricing with practical analysis, and offers the important thoretical reference.

Debt-extension Finance guarantee Fee-rate Pricing Model

Gu Haifeng

Glorious Sun School of Business and Management, Donghua University, Shanghai, P.R.China 200051

国际会议

The 5th Conference on Chinas Economic Operation Risk Management(2011`Shanghai)(第五届中国立信风险管理论坛)

上海

英文

50-55

2011-11-04(万方平台首次上网日期,不代表论文的发表时间)