本文關(guān)鍵詞：以凈資本為核心的風(fēng)險(xiǎn)控制指標(biāo)體系研究　出處：《上海交通大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 凈資本 指標(biāo)控制體系 風(fēng)險(xiǎn)管理

【摘要】：次貸危機(jī)使風(fēng)險(xiǎn)管理再次成為金融機(jī)構(gòu)與監(jiān)管機(jī)構(gòu)的關(guān)注重點(diǎn)。危機(jī)發(fā)生時(shí)，證券市場大幅下跌，大型金融機(jī)構(gòu)倒閉或被收購，美國等金融強(qiáng)國也必須出臺救助政策以挽救整個(gè)金融市場。巴塞爾協(xié)議III的出臺正是在此種背景下，加強(qiáng)對凈資本的監(jiān)管并設(shè)計(jì)新的風(fēng)險(xiǎn)控制指標(biāo)是協(xié)議的核心內(nèi)容。在中國，凈資本監(jiān)管自從1996年引入國內(nèi)后，經(jīng)過10余載的發(fā)展，凈資本的概念開始深入到我國券商經(jīng)營決策、業(yè)務(wù)運(yùn)作和財(cái)務(wù)管理的方方面面，圍繞凈資本這個(gè)核心指標(biāo)，設(shè)計(jì)一個(gè)有效的風(fēng)險(xiǎn)防控的監(jiān)控指標(biāo)體系也逐漸成為了中國證券公司風(fēng)險(xiǎn)管理和內(nèi)控制度的重要組成部分之一。相信在全球經(jīng)濟(jì)疲軟，金融動(dòng)蕩的當(dāng)下，研究以凈資本，及其相關(guān)的風(fēng)險(xiǎn)控制指標(biāo)具有很強(qiáng)的現(xiàn)實(shí)意義。 本文著重研究資本充足與風(fēng)險(xiǎn)指標(biāo)在國內(nèi)外金融監(jiān)管中的應(yīng)用，中國凈資本監(jiān)管的歷史、現(xiàn)狀與發(fā)展方向，并以此為基礎(chǔ)，結(jié)合中國證券公司的實(shí)例，以實(shí)用、有效為目的為證券公司設(shè)計(jì)一套風(fēng)險(xiǎn)指標(biāo)體系（以自營業(yè)務(wù)為主體），，這套風(fēng)險(xiǎn)指標(biāo)體系涵蓋證券公司的風(fēng)險(xiǎn)治理結(jié)構(gòu)、指標(biāo)計(jì)算體系及配套內(nèi)控機(jī)制、證券公司核心業(yè)務(wù)（自營業(yè)務(wù)）的特色指標(biāo)等內(nèi)容。對于證券公司來說，這樣的指標(biāo)設(shè)計(jì)具有很強(qiáng)的參考價(jià)值，操作性強(qiáng)，具有實(shí)踐指導(dǎo)意義。本文共有5個(gè)章節(jié)，分別是導(dǎo)論、巴塞爾協(xié)議和資本充足性監(jiān)管、我國的凈資本管理體系、以凈資本為核心的指標(biāo)體系設(shè)計(jì)、結(jié)論。
[Abstract]:The subprime crisis makes risk management become the focus of attention of financial institutions and regulatory agencies again. When a crisis occurs, the stock market fell sharply, the collapse of major financial institutions or to be acquired, the United States and other financial power must also be the introduction of aid policy to save the entire financial market. The Basel protocol of III is introduced in this context, to strengthen the net the capital supervision and design new risk control index is the core content of the agreement. In Chinese, net capital regulation since 1996 after the introduction of the country, after more than 10 years of development, the concept of net capital began to go to China's securities business management, business operation and financial management of all aspects, around the core index of net capital, monitoring index system is an effective risk control design has gradually become an important part of the Chinese securities company risk management and internal control system. I believe in the global At the moment of weakness and financial turmoil, it is of great practical significance to study the net capital and its related risk control indicators.
This paper focuses on the application of capital adequacy and risk indicators at home and abroad in financial supervision, China net capital supervision history, current situation and development direction, and on this basis, combined with examples, China securities companies with practical, effective design for the purpose of a securities company risk index system (based on proprietary business as the main body) this set of risk index system, covering the risk governance structure of securities company, index calculation system and related internal control mechanism, the securities company's core business (proprietary) content of the characteristic indexes. For the securities of the company, has a strong reference value of this kind of index design, strong operability, this paper is of practical guiding significance. There are 5 chapters, which are introduction, the Basel accord and the capital adequacy regulation, net capital management system of our country, the design of index system, with net capital as the core of the conclusion.

【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.51

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