本文關鍵詞：我國證券公司風險管理控制研究　出處：《武漢理工大學》2010年碩士論文　論文類型：學位論文

  更多相關文章： 證券公司 風險管理 內(nèi)部控制 操作風險

【摘要】： 證券市場是市場經(jīng)濟發(fā)展到一定階段的產(chǎn)物,在資本市場上發(fā)揮著日益重要的作用。證券公司在謀求自身的發(fā)展的過程中,接踵而至的各種風險,對證券公司的發(fā)展帶來極大影響。特別是從上個世紀80年代以來,國際資本市場上危機四伏,眾多的投資銀行破產(chǎn)或是出現(xiàn)巨額虧損,國內(nèi)的證券公司也在低迷的市場行情中出現(xiàn)大量的證券公司破產(chǎn)關閉,出現(xiàn)行業(yè)性系統(tǒng)風險。當今,我國的證券公司不僅要應對國內(nèi)同行的競爭,還要面對國外投資銀行的挑戰(zhàn)。因此,對我國證券公司強化風險控制和提高競爭力是刻不容緩。國外投資銀行的通過實踐建立的各種風險模型,是現(xiàn)今世界上較為完善的風險管理體系,采用定量和定性的分析方法對風險控制和預測。盡管完美的風險控制管理系統(tǒng)仍舊不能對2007年的金融危機做出預測,在完美的風險管理模型仍舊是需要在實踐中不斷的檢驗,改進,直至完善。盡管我國在此次的金融危機中所受的波動不像國外那么深刻,我國的證券公司沒有那么深刻的感受,但也不能忽視證券業(yè)在經(jīng)營發(fā)展中要面對的各種風險。我國證券公司在發(fā)展的過程中,風險管理體系不健全,和國外的成熟市場上風險管理體系相比看,還有較大的差距,盡管隨著國際化的發(fā)展,國外的管理經(jīng)驗傳入我國的證券公司,仍舊在摸索和適應階段,沒有自身的一套完整的管理體系。國外風險管理體系在此次的金融危機中的不足之處足以說明風險管理的研究不論是在理論上還是在實踐中都需要共同的努力研究,更需要尋找更適合的風險管理控制體系。在本文中,通過對我國證券公司風險管理控制現(xiàn)狀的分析,找出我國證券公司風險管理和內(nèi)部控制的不足,并提出建議。 本文共分為五個部分,第一部分內(nèi)部控制和風險管理的基本理論出發(fā),闡述風險管理和內(nèi)部控制的理論和定義,以及兩者之間的關系；文中第二部分對國內(nèi)外證券公司的風險管理現(xiàn)狀進行研究,對國外成熟市場的風險管理體系進行比較,找出我國風險管理控制存在的不足；文中第三部分,通過證券公司度量模型的分析比較,用熵值法對我國證券公司的風險進行判斷；文中第四部分,通過對證券公司風險管理指標體系的合理性分析,找出適合我國證券公司風險預警的指標。并使用邏輯模型進行實證分析。第五部分,找出適合我國證券公司的風險控制措施。
[Abstract]:The securities market is the product of the market economy development to a certain stage and plays an increasingly important role in the capital market. Especially since -20s, the international capital market has been in crisis, many investment banks have failed or suffered huge losses. Domestic securities companies also appear a large number of securities companies bankruptcy and closure in the depressed market. Nowadays, China's securities companies not only have to deal with the competition of domestic counterparts. Facing the challenge of foreign investment banks, it is urgent to strengthen the risk control and improve the competitiveness of Chinese securities companies. The foreign investment banks establish various risk models through practice. It is a perfect risk management system in the world. Quantitative and qualitative analysis is used to control and predict risk. Although the perfect risk control management system still can not predict the financial crisis in 2007. The perfect risk management model still needs to be tested, improved and improved in practice, although the volatility in this financial crisis in China is not as profound as that in foreign countries. The securities companies in our country do not have that deep feeling, but they cannot ignore the various risks that the securities industry has to face in the course of operation and development. In the process of development, the risk management system of the securities companies in our country is not perfect. Compared with the foreign mature market risk management system, there is still a big gap, although with the development of internationalization, foreign management experience has been introduced into China's securities companies, still in the stage of exploration and adaptation. There is no complete management system of its own. The deficiencies of the foreign risk management system in this financial crisis are sufficient to show that the study of risk management requires joint efforts both in theory and in practice. Research. It is necessary to find a more suitable risk management and control system. In this paper, through the analysis of the current situation of risk management and control of securities companies in China, find out the lack of risk management and internal control of securities companies in China. And make recommendations. This paper is divided into five parts. The first part is the basic theory of internal control and risk management, the theory and definition of risk management and internal control, as well as the relationship between them. The second part of this paper studies the current situation of risk management of domestic and foreign securities companies, compares the risk management system of foreign mature markets, and finds out the shortcomings of risk management control in our country. In the third part, through the analysis and comparison of the measurement model of the securities company, we use entropy method to judge the risk of the securities company in our country. In the 4th part, by analyzing the rationality of the risk management index system of the securities company, we find out the index suitable for the risk early warning of the securities company in our country, and use the logical model to carry on the empirical analysis. 5th part. Find out the appropriate risk control measures for Chinese securities companies.
【學位授予單位】：武漢理工大學
【學位級別】：碩士
【學位授予年份】：2010
【分類號】：F832.3

【引證文獻】

相關期刊論文 前1條

1 王淑梅;郭旗;張利科;吳飛;高密密;;風險熵模型的融資融券市場風險[J];沈陽大學學報(自然科學版);2013年02期

相關碩士學位論文 前3條

1 常飛;證券公司內(nèi)部控制評價體系的建立與應用[D];蘭州大學;2011年

2 呂曦;我國券商股票投資風險扣減比例合理值的實證研究[D];西南財經(jīng)大學;2011年

3 邱曉波;全面風險管理在我國證券公司的運用研究[D];蘇州大學;2011年

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本文編號：1372481