【畢業(yè)論文】浙商銀行交易賬戶市場風險管理創(chuàng)新研究

1、 浙商銀行交易賬戶市場風險管理創(chuàng)新研究I碩 士 學 位 論 文論文題目 論文題目 浙商銀行交易賬戶市場風險管理創(chuàng)新研究 浙商銀行交易賬戶市場風險管理創(chuàng)新研究 浙商銀行交易賬戶市場風險管理創(chuàng)新研究IIAbstract AbstractAffected by the economic globalization and finance integrity,

2、the global financial market is suffering more and more significant volatilities. Compared to the daily growing trading book scale and complexity, the market risk management ability and experiences are not sufficient for

3、the domestic commercial banks nowadays. Thus, to build up a sound market risk management system of the trading book is crucial to these banks. The concepts and theories related to market risk and market risk management a

4、re discussed in this thesis firstly, including the risk management mechanism and technologies like Gap, Exposure, Scenario analysis, VaR, back testing and stress testing. The demonstration research is an important part w

5、hich is based on the China Zheshang Bank’s real trading book and market environment. The author tried to find out the actuality of the bank’s market risk and the weakness of its market risk management system. We made out

6、 a solution for the bank’s trading book risk management, which is built on the understanding of portfolio-based concept, involving the organization framework of the management system, market risk polici

7、es and procedures. In addition, we presented the technologies and strategies of market risk management for the bank. The Riskmetrics method of VaR and risk limits would be good suggestions. Key Key Words: Words