科技企业融资担保费率动态设计研究

Design of dynamic guarantee fee of loans to sci-tech enterprises

在构建银行—担保公司—中小科技企业-政府合作融资模式的基础上,模拟期货保证金制度,从而有效地控制了信用风险。该融资模式的核心是运用VaR技术,根据企业风险状况,给出企业初始担保费率,然后在每一个时间周期内,重新计算并调整担保费率,从而动态收取担保费用,实现了担保公司承担的风险与其担保收益相匹配。

Basing on the construction of bank, guarantee corporation and technology enterprises - basic government cooperation financing mode, this paper simulate futures margin system, so as to effectively control the credit risk. The core of the financing mode is the use of VaR technology, according to the enterprise risk condition, this system provide the initial rate of security for enterprise ; then, the guarantee rate is recalculated and adjusted in next period in order to thus the charge certain guarantee fees, All above could make sure the risk of the Guarantee Corporation in according with it＇ s guarantee return.