| 信用违约期权在应收账款信用风险管理中的应用 |
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| 引用本文： | 吴敏惠,马丽丽.信用违约期权在应收账款信用风险管理中的应用[J].莆田学院学报,2010,17(4). |
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| 作者姓名： | 吴敏惠 马丽丽 |
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| 作者单位： | 莆田学院,管理学院,福建,莆田,351100 |
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| 摘 要： | 信用违约期权是近几年新兴的金融衍生产品,很多金融机构都开始用它来规避信用风险。从中小企业的角度分析如何利用信用违约期权来规避应收账款的信用风险。先对应收账款的信用风险和信用违约期权进行介绍,然后设计了信用违约期权管理应收账款信用风险的模型并以实例分析,得出信用违约期权是管理应收账款信用风险的更好的工具的结论。
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| 关 键 词： | 信用风险管理 应收账款 信用衍生产品 信用违约期权 |
The Usage of Credit Deafult Option on Credit Risk Management of Receivables |
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| WU Min-hui,MA Li-li.The Usage of Credit Deafult Option on Credit Risk Management of Receivables[J].journal of putian university,2010,17(4). |
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| Authors: | WU Min-hui MA Li-li |
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| Abstract: | Credit default option is a new financial derivative product that appears in recent years,and many financial institutes has used it to avoid credit risk.This paper analyses the employment of credit default option in order to avoid credit risk of receivable from the standpoint of small and medium-sized enterprises.First,this paper introduces the credit risk of receivables and credit derivatives are,and then design the model on that with an example,finally come to a conclusion that credit default option is a better instrument for managing credit risk of receivables. |
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| Keywords: | credit risk management receivables credit derivative products credit deafult option |
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