Risk Management Of The Investment Bank Based On Risk Early Warning And Information Disclosure

The investment bank is an important constituent part of the financial system. Because of the primary development phase in our country at present, it has many flaws and the insufficiency, extremely the risk management mechanism is not mature. The most important parts of the mechanism are risk early warning and the information disclosure. But looks from the domestic research situation, only the models which have strong subjectivity such as fuzzy appraisal model was used in the risk early warning research of investment bank. On the other hand, researches about information disclosure of investment bank are also preliminary, even in the blank stage. In view of this kind of situation, these theses research the risk early warning and the information disclosure of the investment bank's risk management mechanism in our country.The main conclusions are presented as follows:Firstly, the thesis builds up a risk management mechanism of the investment bank in our country. Revolves the operation autonomy system, this mechanism was made up of the two important parts--- the risk early warning, which contains the risk early warning such as the market risk, the credit risk and so on; the information discloses, which is the basis of supervising.Secondly, on the basis of building up a risk target system, the thesis establishes one investment bank risk early warning model. The BP Artificial Neural Network technology is applied in the model. In order to avoid the subjectivity, the factor analysis is also used in it.Thirdly, take the two investment banks' annual report as the foundation, the thesis induced the main questions about the information disclosure of investment bank in our country, and then builds up a model for information disclosure based on the structure of governance of investment bank.