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Quantitative Analysis And Management Mode Study On Risk Of Online Payment System

Posted on:2003-04-11Degree:MasterType:Thesis
Country:ChinaCandidate:X Y LiuFull Text:PDF
Abstract/Summary:PDF Full Text Request
With investigation into some financial institutes in our country, this paper has pointed that there exist many kinds of financial risk in Online Payment System of financial institutes, however, credit risk and liquidity risk are still two major risk types. Therefore, this paper has measured the risk through MCMC method on VaR theory and set up a dynamic model for allocating risk capital on the basis of RAROC. In addition, many specific steps have been put forward in order to enhance financial supervision and the safety of Network's payment information.
Keywords/Search Tags:Online Payment System, risk measuring, Value at Risk, risk capital allocation, financial supervision, information safety
PDF Full Text Request
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