| BOT项目中银行贷款的信用风险分析 |
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| 引用本文： | 王雪青,王卉.BOT项目中银行贷款的信用风险分析[J].沈阳理工大学学报,2005,24(2):57-62. |
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| 作者姓名： | 王雪青 王卉 |
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| 作者单位： | 天津大学,管理学院,天津,300072 |
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| 摘 要： | 分析了BOT项目贷款的特点，进而揭示了银行对BOT项目贷款的巨大信用风险，并建立了信用风险评价模型，通过计算违约风险度来量化信用风险．模型使用条件信用等级转移矩阵来预测违约概率，使用净现值技术来估量最大违约损失，进而得出违约风险度．通过案例应用，验证了模型的准确性及可用性。
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| 关 键 词： | BOT项目风险 信用风险 违约风险 风险度量 |
| 文章编号： | 1003-1251(2005)02-0057-06 |
| 修稿时间： | 2005年1月12日 |
Analysis of Credit Risk of Bank Loan in BOT Project |
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| WANG Xue-qing,WANG Hui.Analysis of Credit Risk of Bank Loan in BOT Project[J].Transactions of Shenyang Ligong University,2005,24(2):57-62. |
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| Authors: | WANG Xue-qing WANG Hui |
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| Abstract: | In this paper, the feature of BOT project is analysed, then, the vast credit risk of the banks providing loans for BOT project is discussed, and a model of credit risk evaluation is established for estimating the credit risk by calculating the default risk degree. In the model, a conditional credit ranks transfer matrix is used to forecast default probability. The technique of net present value(NPV) is applied to measure the maximum default loss, and the default risk degree is also worked out.By applying the model in a case, the correctness and usability of the model are confirmed. |
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| Keywords: | BOT project risk credit risk default risk risk measurement |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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