基于ERM框架的A期货公司风险管理研究

发布时间：2018-03-23 05:12

本文选题：风险　切入点：风险管理　出处：《重庆理工大学》2017年硕士论文　论文类型：学位论文

【摘要】：对于期货公司来说,一方面是实现业务的有效开展,同时风险管理也是非常关键的一项工作,这项工作的有效与否,与公司的安危、成败等息息相关,企业要想实现长远且健康的发展,就必须实现对内部风险的科学管理。站在当下我国经济发展立场上分析,期货公司属于现代金融企业中的一部分,期货公司在金融行业中占据着关键的地位,基于此有必要针对期货公司风险管理展开探究,促使其更好的推动我国金融业的健康前进。文章将A期货公司作为研究对象,结合公司三大业务,分析其风险点,再从公司和业务二大层面分析其风险管理出现的问题,结合ERM框架进行该公司全面风险管理体系的建设,希望能够在该公司风险管理改革上以及其它期货公司风险监控上给出有效帮助,推动我省期货行业的稳定前进。文章首先分析了国内外全面风险管理理论,然后结合A期货公司发展概况,阐述该公司当下主要的风险类型,在掌握公司所在行业以及具体业务操作的前提下,梳理公司风险管理内容,总结公司风险管理上的漏洞,结合COSO全面风险管理体系就A期货公司风险管理体系的构建上给出了方案。文章结构包括五方面:第一章是论文的绪论部分,重点分析研究背景和目的以及国内外研究现状等;第二章介绍了有关期货公司风险管理的概念和理论;第三章阐述A期货公司发展概况和相关业务,以及各个业务处理流程,总结当下该公司面临的主要风险;第四章是对A期货公司风险管理现状的研究分析基础上找出问题,并对其进行理解与分析;第五章是针对A期货公司风险管理的问题建议对其进行全面风险管理并提出构建方案;第六章是论文的总结和展望。
[Abstract]:For futures companies, on the one hand, it is to realize the effective development of business, and at the same time, risk management is also a very crucial task. The effectiveness of this work is closely related to the safety, success or failure of the company. If enterprises want to achieve long-term and healthy development, they must realize the scientific management of internal risks. From the standpoint of current economic development in China, futures companies are a part of modern financial enterprises. Futures companies occupy a key position in the financial industry. Therefore, it is necessary to explore the risk management of futures companies to promote the healthy progress of our financial industry. Combined with the three major businesses of the company, this paper analyzes its risk points, then analyzes the problems in its risk management from the two levels of company and business, and carries out the construction of the overall risk management system of the company in combination with the ERM framework. It is hoped that we can give effective help on the risk management reform of the company and the risk monitoring of other futures companies, and promote the steady progress of the futures industry in our province. Firstly, this paper analyzes the comprehensive risk management theory at home and abroad. Then combined with the development of A futures company, this paper expounds the main risk types of the company at present, under the premise of mastering the company's industry and specific business operations, combs the company's risk management content and summarizes the loopholes in the company's risk management. Combined with the overall risk management system of COSO, the paper gives a plan on the construction of A futures company risk management system. The structure of the article includes five aspects: the first chapter is the introduction of the paper, focusing on the analysis of the research background and purpose, as well as the current research situation at home and abroad. The second chapter introduces the concept and theory of futures company risk management, the third chapter describes the development of A futures company and related business, as well as each business process, summarizes the current main risks faced by the company; The fourth chapter is to find out the problems on the basis of the research and analysis of A futures company risk management, and to understand and analyze them. The fifth chapter is to propose a comprehensive risk management for A futures company risk management and put forward the construction plan; chapter six is the summary and prospect of the paper.
【学位授予单位】：重庆理工大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.39;F272.3

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