信用担保机构风险控制能力测度:本土模型构建与实证研究

在现有文献研究和对信用担保企业深入访谈的基础上,设计了一套信用担保机构风险控制能力测量量表,并以此检验了所构建的风险控制能力测度模型。探索性因子分析和验证性因子分析结果表明:信用担保企业风险控制能力划分为信用风险控制能力、操作风险控制能力、市场风险控制能力以及综合风险控制能力四个维度具有良好的信度和效度;并进一步讨论了企业属性及企业资本规模对其风险控制能力的影响,实证检验结果表明:企业商业性属性、资本规模与其风险控制能力具有正向相关性。

An Empirical Research on Risk Control Capacities of Chinese Credit Guarantee Institutions

This paper develops a set of risk control capabilities measurement scale based on classical literatures and the in-depth interviews.By this,it tests the four-dimensional model of risk control capabilities that constructs in this paper.Results of the exploratory factor analysis and confirmatory factor analysis show that the risk control capacities for the credit guarantee institutions can be divided into credit risk control capability,operation risk control capability,market risk control capability and integrative risk control capability,and it has good reliability and validity.Then it further discusses the relationship of the risk control capacities,the enterprise's character and the capital size,results show that the character of commercial and the capital size have a plus relationship with the risk control capacities.