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New Basel II Accord SME credit guarantee with the potential for development for example M bank

SME Credit Guarantee Fund established for the express purpose is to supply SME credit guarantee with the potential for development but lack the Collateral. It was financial institutions and credit financing. This study was based on a combination of market-based risk neutral evaluation model and insurance actuarial Principle assess the SME Credit Guarantee Fund to ensure that the current main business of insurance rates, According to the estimate and to the SME Credit Guarantee Fund and commercial banks to be charged with considerable risk of price compensation. In the management of business credit guarantees default risk.
Bank of samples by the empirical results show that under this model receivable procedures for estimating costs, and the total amount of compensation rather, past a single 0.75% guaranteed rates significantly undervalued, with a single rate is the inverse effect of choice, nearly half over the industry higher than the current guarantee fee from the top 1.5%. If a word, which is the standard fees, fear is still not allow the fund to two-profit and loss. The model is a simple response to both the characteristics of market information, for the SME Credit Guarantee Fund in the risk management and pricing rates to be on the reference.
Keywords:SME Credit Guarantee Fund. Credit risk. Risk management.
Insurance Actuarial Model

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0705107-233009
Date05 July 2007
CreatorsWu, Mei-yen
Contributorsnone, none, none
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705107-233009
Rightsnot_available, Copyright information available at source archive

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