Research on the best loan-to-value ratio of inventory financing based on credit risk

摘要：

　　The loan-to-value ratio is the key to decide bank facing different degree of credit risk,which directly affect the profitability of the bank.In order to avoid banks losses accused by inventory financing due to credit risk,this paper chooses the loan-to-value ratio as the research object supposed that Credit risk events follow Poisson distribution.By the model construction,the bank can get best ratio under different credit risk.The research results provide important practical significance for bank to make decisions about the best loan-to-value ratio in the inventory financing business of the loan enterprises.

关键词： credit risk inventory financing lending decisions

作者: Yili Su Fuchang Li Guichang Zhe Xiaohui Hu

作者单位: School of Economics & Management,Yunnan Normal University,Kunming,China

会议类型: 国际会议

会议名称: 2017年经济与企业管理国际学术会议(FEBM2017)

会议地点: 上海

会议语种:英文

页码: 1036-1040

在线出版日期: 2017-10-21（万方平台首次上网日期，不代表论文的发表时间）