投资银行全面风险管理研究

发布时间：2018-04-14 21:48

本文选题：投资银行 + 全面风险管理　；参考：《河海大学》2005年硕士论文

【摘要】：我国的投资银行业是随着证券业的发展和企业的经济结构调整而进入起步期的。投资银行业是一种高风险行业,特别是我国的投资银行发展历史短,风险意识淡薄,公司治理问题严重,再加之法制也不健全,因此对于处在“风口浪尖上”的投资银行如何加强风险管理就已成为当前需要深入研究的理论问题,也成为当前需要全面解决的现实问题。本文就最新的风险管理理论—全面风险管理理论在我国投资银行的运用进行了一些探索。本文对全面风险管理的定义,体系要素及其关系进行了论述,详细介绍了RAROC方法的作用机理,并介绍了美国银行全面风险管理的可借鉴经验。在用系统动力学模型分析我国投资银行目前风险管理的现状的基础上,从全面风险管理实施的平台、管理的过程、内外部监管三方面提出了对我国投资银行实现全面风险管理的对策与措施:组织结构的完善、全面风险管理体系的建设、对高管人员和员工的激励与监督,从组织、制度、管理技术与人力资源管理角度来切实保障全面风险管理的实施:同时从预警指标、各类型风险评估和风险控制手段方面分析了RAROC方法如何在我国投资银行全面风险管理中运用;最后研究了我国投资银行的外部监管,对监管的理论、实践、法律、制度体系的建设和完善进行了相关探索。
[Abstract]:With the development of the securities industry and the adjustment of the economic structure of the enterprises, the investment banking industry of our country has entered the initial stage.Investment banking is a high-risk industry, especially the investment banks in China have a short history of development, weak risk awareness, serious corporate governance problems, and imperfect legal system.Therefore, how to strengthen the risk management of investment banks at the top of the tide has become a theoretical problem that needs to be deeply studied and a practical problem that needs to be comprehensively solved at present.This paper explores the application of the latest risk management theory, the comprehensive risk management theory, in China's investment banks.In this paper, the definition, system elements and relationship of total risk management are discussed, and the mechanism of RAROC method is introduced in detail, and the experience of Bank of America in overall risk management is also introduced.Based on the analysis of the present situation of risk management in China's investment banks by using the system dynamics model, this paper discusses the implementation platform and the management process of the overall risk management.Three aspects of internal and external supervision of China's investment banks to achieve comprehensive risk management countermeasures and measures: the improvement of the organizational structure, the construction of a comprehensive risk management system, the incentive and supervision of senior executives and staff, from the organization, system,Management technology and human resources management to ensure the implementation of comprehensive risk management: at the same time from the early warning indicators, various types of risk assessment and risk control means to analyze how to apply the RAROC method in the overall risk management of China's investment banks;Finally, the paper studies the external supervision of China's investment banks, and probes into the construction and perfection of the theory, practice, law and system of supervision.
【学位授予单位】：河海大学
【学位级别】：硕士
【学位授予年份】：2005
【分类号】：F832.3

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