【摘要】：作為資本市場的參與主體,證券公司對于資本市場的健康良性發(fā)展具有重要意義。證券公司的風險管理水平直接決定了其核心競爭力和競爭地位,尤其是2008年全球金融危機發(fā)生之后,證券公司風險管理日益成為理論界和實務(wù)界關(guān)注的熱點問題。本文首先介紹了證券公司風險管理理論與文獻,包括證券公司風險管理基本理論、核心業(yè)務(wù)風險管理、風險評估方法和監(jiān)管要求；其次,理論聯(lián)系實際,采用案例分析方法,對A證券公司的核心業(yè)務(wù)風險管理進行了分析。具體包括：第一,介紹了A證券公司核心業(yè)務(wù)、風險管理制度及分析；第二,結(jié)合A證券公司三大核心業(yè)務(wù),包括證券自營業(yè)務(wù)、融資融券業(yè)務(wù)和證券經(jīng)紀業(yè)務(wù),進行風險識別；第三,采用壓力測試法,對A證券公司核心業(yè)務(wù)進行風險評價；最后,結(jié)合A證券公司核心業(yè)務(wù)的具體風險,提出風險管理制度的優(yōu)化建議。本文研究結(jié)果有助于證券公司、監(jiān)管部門和投資者了解證券公司的風險管理狀況,從而為完善證券公司的風險管理、促進資本市場的平穩(wěn)發(fā)展和資源配置效率提供證據(jù)支持和政策建議。
[Abstract]:As the main body of capital market, securities companies play an important role in the healthy development of capital market. The level of risk management of securities companies directly determines their core competitiveness and competitive position. Especially after the global financial crisis in 2008, risk management of securities companies has increasingly become a hot issue in theory and practice. This paper first introduces the theory and literature of risk management of securities companies, including the basic theory of risk management of securities companies, risk management of core business, risk assessment methods and regulatory requirements; Secondly, combining theory with practice, this paper analyzes the risk management of A securities company's core business by using case analysis method. Specific include: first, introduced A securities company's core business, risk management system and analysis; Second, combining the three core business of A securities company, including securities self-operation, margin financing and securities brokerage business, risk identification, third, the use of stress test method, the core business of A securities company risk evaluation; Finally, combining with the specific risks of A securities company's core business, the paper puts forward some suggestions for optimizing the risk management system. The results of this paper are helpful for securities companies, regulators and investors to understand the risk management situation of securities companies, so as to improve the risk management of securities companies. To promote the smooth development of capital markets and resource allocation efficiency to provide evidence support and policy recommendations.
【學位授予單位】：華東理工大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.39

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本文編號：2309921