摘要
本文引入以RAROC(风险调整后的资本收益率)为核心的“全面风险管理”理念,设计了基于RAROC的金融机构全面风险管理模型框架,对以银行为主要代表的金融机构风险管理的成本与收益进行比较分析,并思考了该方法对我国商业银行风险管理的启示。
In the beginning of the paper, we introduce the concepts of enterprise-wide risk management and RAROC,and then we design a RAROC-based model of enterprise-wide risk management in financial institution So we use this approach to compare and analyze the costs and proceeds in the risk management of banks as the representation of financial institutions At last,the paper raises some suggestions for the risk management of our native banking industry
出处
《国际金融研究》
CSSCI
北大核心
2005年第3期59-64,共6页
Studies of International Finance
基金
暨南大学人文社科预研项目资助(002JXY002)