关于担保公司担保余额测算模型的建立及分析

On the Establishment and Analysis of Balance Calculation Model for Guarantee Companies

目前,我国担保公司测算风险缺乏理论依据。为此,针对我国担保公司测算风险的现状,并在对我国房地产的风险状况、居民的收入水平、贷款利率水平等因素分析的基础上,运用精算有关理论,建立了担保余额的测算模型。该模型首次引入选择期的概念,并对一些人群的选择期作出假定,以便更加有效地定量分析风险。另外该模型还可作为担保公司准备金的评估模型,并能够对担保公司投资资金的有效运用及风险防范起同样的作用。

At present, guarantee firms＇calculation of risks is short of theoretical support in China. So, in light of the status quo of Chinese guarantee firms＇calculation of risks, we establish a guarantee balance calculation model in line with actuarial theory, taking into account of the risks faced by realtors, the average income of local residents, the interest level of loans, etc. This model introduces the idea of choosing period and makes assumption on certain groups of people so as to more effectively calculate the guarantee risks. In addition, this model can be used as the assessment model for guarantee firms to prepare reserves and help use guarantee firms＇ investment funds effectively and shirk risks.