金融监管研究
金融鑑管研究
금융감관연구
Financial Regulation Research
2015年
4期
61-71
,共11页
陈隆%徐明昌%张宏炬%俞建荣
陳隆%徐明昌%張宏炬%俞建榮
진륭%서명창%장굉거%유건영
企业担保圈%信贷风险%风险监测
企業擔保圈%信貸風險%風險鑑測
기업담보권%신대풍험%풍험감측
Corporate Guarantee Circle%Credit Risk%Risk Monitoring
通过对企业担保圈风险问题开展的系列研究发现,企业担保圈是一个"小世界",任何两个毫不相干的信贷企业通过若干圈担保链条都能产生必然联系,而且担保圈中的"多米诺效应"与"阻尼效应"是对立统一的.一旦担保圈的风险暴露,不仅影响到担保圈内企业发展,也严重威胁商业银行的资产安全,甚至形成区域性金融风险.本文通过设计担保圈风险指标,选择合适的方法对风险指标未来五年走势进行前瞻性递推预测;采用拓扑网状软件揭示出一个地区重点担保圈中成千上万家企业担保关联风险传染和扩散路径等情况;提出化解企业担保圈风险并守住不发生区域性金融风险底线的对策建议.
通過對企業擔保圈風險問題開展的繫列研究髮現,企業擔保圈是一箇"小世界",任何兩箇毫不相榦的信貸企業通過若榦圈擔保鏈條都能產生必然聯繫,而且擔保圈中的"多米諾效應"與"阻尼效應"是對立統一的.一旦擔保圈的風險暴露,不僅影響到擔保圈內企業髮展,也嚴重威脅商業銀行的資產安全,甚至形成區域性金融風險.本文通過設計擔保圈風險指標,選擇閤適的方法對風險指標未來五年走勢進行前瞻性遞推預測;採用拓撲網狀軟件揭示齣一箇地區重點擔保圈中成韆上萬傢企業擔保關聯風險傳染和擴散路徑等情況;提齣化解企業擔保圈風險併守住不髮生區域性金融風險底線的對策建議.
통과대기업담보권풍험문제개전적계렬연구발현,기업담보권시일개"소세계",임하량개호불상간적신대기업통과약간권담보련조도능산생필연련계,이차담보권중적"다미낙효응"여"조니효응"시대립통일적.일단담보권적풍험폭로,불부영향도담보권내기업발전,야엄중위협상업은행적자산안전,심지형성구역성금융풍험.본문통과설계담보권풍험지표,선택합괄적방법대풍험지표미래오년주세진행전첨성체추예측;채용탁복망상연건게시출일개지구중점담보권중성천상만가기업담보관련풍험전염화확산로경등정황;제출화해기업담보권풍험병수주불발생구역성금융풍험저선적대책건의.
Through the study of the risk of enterprise guarantee circles, it is found that an enterprise guarantee circle is a "small world", any two unrelated credit linked enterprise can have a positive connection by several guarantee circle chains. In a guarantee circle, "domino effect" and "damping effect" is a unity of opposites, once the risk of a guarantee circle exposes, not only the development of the enterprises of that guarantee circle would be affected, but also the commercial banks would face serious credit risks, and the regional financial risks would occur. This paper designs a guarantee circle risk index by selecting suitable methods of risk index with a prediction in the future five years. With the help of Topology software, it is revealed the connected guarantee risk contagion and diffusion path within a key area of a guarantee circle of a thousand million businesses. Suggestions to manage the risks of corporate guarantee circles are proposed in the end.