金融工程在互联网金融风险管控中的应用

发布时间：2018-05-02 14:20

  本文选题：商业银行 + 互联网金融　； 参考：《郑州大学》2016年硕士论文

【摘要】：随着信息技术的发展,互联网和金融行业的结合越来越紧密。在金融行业的发展过程中,推动传统金融部门和互联网金融融合逐渐成为了一项重要的工作。在此背景下,银行业务的类型与模式发生了重大变化,企业间的竞争已逐渐发展成为业务模式之间的竞争。要结合互联网的模式制订合理的产品结构,基于互联网开展金融产品的推广工作。金融工程形成的对互联网金融风险的管控体系将成为推进利率市场化和强化金融监管的有效工具。本文以2014年初,国务院在政府工作报告中提出的“促进互联网金融健康发展”为切入点,提出了合理运用金融衍生数据模型可以有效的对众多潜在互联网金融风险进行预警与把控的论点,首先对我国电子商务平台发展情况、银行系电商发展现状进行阐述,引出金融工程在互联网金融风险管控中的应用:第一,通过Logistic回归模型与因子系数矩阵得分模型等数学理论在一些金融案例中的运用,进而对多种互联网金融信用风险评估提出具体的策略建议;第二,探讨诸如套期保值等金融工程技术在如何规避互联网金融市场价格风险中的应用;第三,总结并发掘了金融工程工具自身存在的风险,进一步明确了如何合理的在互联网金融活动中应用金融工程技术。文章总结了传统金融行业(如传统商业银行)与互联网金融行业(如电商平台与第三方支付平台)各自不同的属性,阐明了金融工程技术在金融市场中起到的重要作用与意义。文章最后对金融工程技术应用进行了展望,在互联网金融正改变人们原有经济模式的同时,通过科学的运用金融工程管理手段将各种新型金融风险概率降至最低。
[Abstract]:With the development of information technology, the combination of Internet and financial industry is more and more close. During the development of financial industry, it has become an important task to promote the integration of traditional financial sector and Internet finance. Under this background, the types and modes of banking business have changed greatly, and the competition among enterprises has gradually developed into the competition among business models. A reasonable product structure should be formulated in combination with the Internet model, and the promotion of financial products based on the Internet should be carried out. The management system of Internet financial risk formed by financial engineering will become an effective tool to promote the marketization of interest rate and strengthen financial supervision. This paper takes "promoting the healthy Development of Internet Finance" as the starting point, which was put forward by the State Council in its government work report in early 2014. This paper puts forward the argument that the reasonable use of financial derivative data model can effectively forewarn and control many potential Internet financial risks. Firstly, the development of e-commerce platform and the current situation of e-commerce development of banks are expounded. The application of financial engineering in Internet financial risk control is introduced. Firstly, the application of mathematical theory such as Logistic regression model and factor coefficient matrix score model in some financial cases is introduced. Then it puts forward some specific suggestions on how to evaluate the credit risk of Internet finance. Secondly, it discusses the application of financial engineering technology such as hedging in how to avoid the price risk in the Internet financial market. Third, it discusses how to avoid the price risk of Internet financial market. This paper summarizes and excavates the risks existing in financial engineering tools, and further clarifies how to apply financial engineering technology in Internet financial activities reasonably. This paper summarizes the different attributes of traditional financial industry (such as traditional commercial bank) and Internet financial industry (such as e-commerce platform and third-party payment platform), and expounds the important role and significance of financial engineering technology in financial market. At the end of the paper, the application of financial engineering technology is prospected. While Internet finance is changing people's original economic model, the probability of various new types of financial risks is reduced to the lowest by using financial engineering management methods scientifically.
【学位授予单位】：郑州大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F724.6;F832
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本文编号：1834266