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The Evaluation And Defense Of Financial Risk

Posted on:2004-02-24Degree:MasterType:Thesis
Country:ChinaCandidate:Y MengFull Text:PDF
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As the development of Chinese market economy and the entrance in WTO, China is been amalgamated into international economy system. Finance, which is one of the most important industries in economic system, is being combined firmly with the international financial market, and it is playing more and more important role in economic growth. However, on the other side of the coin, Chinese finance industry is facing fiery market competition. Therefore, finance risk defense is the new problem that Chinese commercial banks must face to.Financial risk is the possibility which may cost loses to financial enterprises because of uncertainty factors during its marketing operations. In modern economic days, more impetuous market competition there is, much more all sorts of uncertainty factors there are, and more financial risk which financial enterprises should face to. This dissertation tried to analysis Chinese financial risk value according to foreign modem risk measurement tools, and we could take more effective measures of financial risk defended according to predict the value of financial risk accurately.Risk defense of financial enterprises is analyzed in this dissertation in four parts. Firstly, according to the definition of financial risk and its classification and cause of formation, it argues that financial risk, which has great influence on financial enterprises survival and development, is caused by the uncertainty factors in economy operations. Secondly, the controlling system of financial risk defense is introduced, by expressing the significance and importance of the financial risk defense. Thirdly, a financial risk identification and evaluation method is brought forward, which analyses the value of risk indexes such as investment risk, credit risk and interest rate risk and so on. With the value of financial risk predicted, the safety standard of value at risk is defined and according it a financial risk alarming system is constructed. Lastly, counter measurements for Chinese commercial banks' financial risk defense are brought forward according to academic theory and risk evaluation.
Keywords/Search Tags:Financial Risk, Risk evaluation, VAR, Defense Strategy
PDF Full Text Request
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