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本文构建信用、市场、操作三大风险交互影响的模型框架,总结各类金融市场交易涉及的风险类型,以数学建模方式给出信用风险与市场风险交互影响的逻辑推理。本文认为,在金融市场交易中每笔交易都可能同时涉及三类风险,且三类风险间存在着紧密的内在联系,风险间的正相关关系是导致金融市场不稳定的重要原因。对商业银行来说,推行金融市场交易事前控制,通过制度和信息系统建设严格管理交易参与者的行为,使用信息科技手段来强化对交易过程和交易策略制定过程的标准化管理能有效提高金融市场交易风险的管控效率。
This paper constructs the model framework of interaction of credit risk, market risk and operation risk. It summarizes the types of risk involved in all kinds of financial market transactions and gives the logical reasoning of interaction between credit risk and market risk using mathematical modeling. This paper argues that every transaction in financial market transactions may involve three types of risks at the same time, and the three types of risks are closely interrelated. The positive correlation between risks is an important reason leading to the instability of financial markets. For commercial banks, the implementation of pre-market control of financial markets, the strict management of transaction participants through the system and information system construction, the use of information technology tools to strengthen the standardization of the transaction process and trading strategy formulation process can effectively improve the financial market transactions Risk control efficiency.