论文部分内容阅读
风险管理是现代银行业经营的核心内容。银行经营面临信用、操作、市场、法律、声誉等众多风险,其中市场风险是这些风险中最重要的风险之一。由于银行经营的产品众多,涉及范围广,国际上银行风险的量度、测算和模型化处理方式必然要用到很多复杂的金融、数学和计算机方面的专业知识,因此现代银行风险管理是一项相当复杂的工程。 20世纪90年代国际市场上发生的重大风险损失事件,特别是英国巴林银行倒闭、美国加州橙县财政破产、东南亚金融风暴、美国长期资本管理公司(LTCM)投资失利等,大大提高了金融机构市场风险管理的意识,加快了风险管理手段的更新和管理措施
Risk management is the core of modern banking. Banks are exposed to a number of risks, including credit, operations, markets, laws and reputation. Among them, market risk is one of the most important of these risks. Because of the large number of banks and their wide range of products, the measurement, modeling and modeling of bank risks in the world inevitably require a great deal of complex financial, math and computer expertise. As a result, modern bank risk management is equivalent Complex engineering. Significant risk losses in the international market in the 1990s, especially the failure of the Bank of Bahrain in the United Kingdom, the bankruptcy of Orange County in California, the financial turmoil in Southeast Asia, and the loss of investment by the United States Long-Term Capital Management Corporation (LTCM) have greatly increased the market for financial institutions The awareness of risk management has accelerated the updating and management of risk management tools