銀行業(yè)整體風(fēng)險(xiǎn)管理策略——及其在金融監(jiān)管中的應(yīng)用.pdf

1、復(fù)旦大學(xué)碩士學(xué)位論文銀行業(yè)整體風(fēng)險(xiǎn)管理策略——及其在金融監(jiān)管中的應(yīng)用姓名：殷偉申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：國際金融指導(dǎo)教師：張紀(jì)康2001.5.15●●●——————j血扭鋤咀心址叫皿雄叫姐Ls血蜘血ⅡsA∞lic丑ti衄inEi妯口c山Su衄i5i曲AbstractThefmanciatenvironmentinwhichbanksoperatehaschangeddramaticallysince1970’S，especiallythe

2、financialrisksarenotisolatedanymoreunderthebackgroundoffinancialliberalization，financialintegrationandfinancialinnovationMarketrisk，creditrisk，liquidityriskandoperationrisketcarecontagiousmutuallyThetraditionalmethodsofr

3、iskmeasurementandmanagementaccordingtoeachsingleriskkindarenotsuitablenow，fortheydonotconsiderthedifferentriskpreferenceandsubjectiveperceptionofdifferenteconomicentities。alsotheriskstandardcouldbeoverevaluatedAlthoughit

4、willmeetmanyproblemsinmathematicsandhardwareequipmentwhenmeasureaIIkindsofrisksintegratedlyitisanecessaryprerequisiteforassessingtheriskleveloffinancialinstitutiomaccuratelyandrationallyItisevenaprincipleinestablishingin

5、tegratedfinancialriskmanagementframeworkwithincentivemechanismtoconsiderdifferentrisksubjectiveperceptionanddecisionunderdifferenteconomicsituationIntheriskmanagementpracticesandfinancialrisksupervision，suchascapitaladeq

6、uacyrequirementanddepositinsurancesystem，theusageofintegratedriskmanagements廿ategycouldnotbcabsenttOachievetheassumedobjectiveUnderthebackgroundoffinancialopeningincurrentChinaandrationalfmancialsupervision，bankingindust

7、rymustenforceitsriskmanagementabilityandoptimizefinancialdecisionsubjectivelyandobjectivelyAlsotheimplementationofcapitaladequacyrequirementanddepositinsuranceisdiscussedwarmlybyresearchersandgovernorsThereforebyintroduc

8、ingthelatestfinancialriskmanagementstrategy一一IRMS，theauthortriestaisesomeinspectionintotheestablishmentofinternalriskmanagementincentivesysmminmicrofinancialinstitutionsandsomeadvisesfor也echoiceanddesignofmacrofinancialr