本文選題：風(fēng)險　切入點：風(fēng)險控制　出處：《蘭州理工大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：本文研究了國內(nèi)外主要的風(fēng)險管理理論,包括早期傳統(tǒng)風(fēng)險管理理論中的期限結(jié)構(gòu)理論、投資組合理論和布萊克-斯科爾斯期權(quán)定價模型,以及限貸風(fēng)險管理理論中的VaR模型和全面風(fēng)險管理理論。在此基礎(chǔ)上,分析了凱建投資管理有限公司的投資風(fēng)險管理現(xiàn)狀,認(rèn)為其存在風(fēng)險管理文化薄弱、缺乏風(fēng)險預(yù)警體系、沒有進(jìn)行投資階段性管理、危機應(yīng)對機制不完善等不足。為此,作者以國內(nèi)證券投資普遍存在的系統(tǒng)性風(fēng)險種類和非系統(tǒng)性風(fēng)險種類為對照,建議采用國民經(jīng)濟(jì)增長率、國內(nèi)投資動向、信貸資金供給等8種系統(tǒng)風(fēng)險識別方法和道氏理論、艾略特波段理論、制圖法等非系統(tǒng)風(fēng)險識別方法。作者通過對凱建投資管理有限公司投資風(fēng)險的梳理和識別,建議其構(gòu)建投資風(fēng)險預(yù)警體系。作者認(rèn)為風(fēng)險預(yù)警體系的應(yīng)該具備代表性、全面性、穩(wěn)定性、靈敏性、連續(xù)性、互補性、綜合性七個方面的特點,投資預(yù)警體系應(yīng)該包含明確警情、尋找警源、分析警兆和預(yù)報警度等四個方面的內(nèi)容,且根據(jù)金融企業(yè)的特點設(shè)計了一套預(yù)警指標(biāo)。同時作者還針對凱建投資管理有限公司投資階段性管理不足的問題,建議根據(jù)其風(fēng)險控制的組織體系,明確各組織、部室的職責(zé),進(jìn)行投資風(fēng)險過程管理。作者設(shè)計了凱建投資管理有限公司投資過程的三段式管理的模式,力求做到事前合規(guī)管理、事中業(yè)務(wù)監(jiān)控、事后稽核檢查,將投資風(fēng)險控制管理從靜態(tài)變成了動態(tài)。此外,作者還分析了凱建投資管理有限公司操作中可能會出現(xiàn)的管理標(biāo)準(zhǔn)單一、風(fēng)險管理培訓(xùn)要系統(tǒng)化、防止人為控制過度、階段性分析不足和財務(wù)人員不參與調(diào)研等五個問題,并提出了相應(yīng)的降低風(fēng)險的措施。最后,在結(jié)論與展望中作者希望公司未來能不斷創(chuàng)新和豐富風(fēng)險管控手段,制定更為精細(xì)化的差異化風(fēng)險控制政策來適應(yīng)發(fā)展的需要,并建議根據(jù)國家五部委聯(lián)合發(fā)布的《企業(yè)內(nèi)部控制基本規(guī)范》及配套指引,建立企業(yè)內(nèi)部控制體系。公司除了投資業(yè)務(wù)外,還應(yīng)對戰(zhàn)略管理、財務(wù)管理、采購管理、合同管理等企業(yè)其他管理流程也制定相應(yīng)的風(fēng)險控制制度從而建立起企業(yè)的全面風(fēng)險管理體系。
[Abstract]:This paper studies the main risk management theories at home and abroad, including term structure theory, portfolio theory and Black-Scholes option pricing model in the early traditional risk management theory. Based on the analysis of the present situation of investment risk management in Kaijian Investment Management Co., Ltd, the author thinks that the risk management culture is weak and the risk warning system is lacking. There is no stage management of investment, the crisis response mechanism is not perfect and so on. Therefore, the author proposes to adopt the growth rate of national economy by comparing the types of systemic risk and non-systemic risk that exist in domestic securities investment. Eight systematic risk identification methods, such as domestic investment trends, credit fund supply and Dow's theory, Eliot band theory, By combing and identifying the investment risk of Kaijian Investment Management Co., Ltd., the author suggests that it should build an investment risk early warning system. The author thinks that the risk early warning system should be representative and comprehensive. The characteristics of stability, sensitivity, continuity, complementarity and comprehensiveness. The investment early warning system should include four aspects: clear warning situation, searching for warning sources, analyzing warning signs and warning degree. According to the characteristics of financial enterprises, the author designs a set of early warning indicators. At the same time, aiming at the problem of inadequate investment stage management of Kaijian Investment Management Co., Ltd, the author suggests that according to the organization system of risk control, the responsibilities of each organization and department should be clarified. The author has designed a three-stage management model of investment process of Kaijian Investment Management Co., Ltd., which aims to achieve prior compliance management, business monitoring in matters, post-audit inspection, In addition, the author also analyzes the single management standard that may appear in the operation of Kaijian Investment Management Co., Ltd., and the risk management training should be systematized to prevent excessive artificial control. Five problems, such as lack of periodic analysis and non-participation of financial personnel, are put forward. Finally, in conclusion and prospect, the author hopes that the company can innovate and enrich the risk management methods in the future. To formulate a more refined differentiated risk control policy to meet the needs of development, and suggest that according to the "basic norms of internal control of enterprises" issued jointly by the five ministries and departments of the country and supporting guidelines, Establish the internal control system of the enterprise. In addition to the investment business, the company should also deal with strategic management, financial management, procurement management, Other management processes such as contract management also establish the corresponding risk control system to establish the overall risk management system.
【學(xué)位授予單位】：蘭州理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F272.3;F832.39

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