| 银行业信用风险与市场风险整合研究 |
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| 引用本文： | 牟怡楠.银行业信用风险与市场风险整合研究[J].云南民族大学学报(哲学社会科学版),2007,24(5):109-112. |
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| 作者姓名： | 牟怡楠 |
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| 作者单位： | 西安交通大学经济与金融学院,陕西,西安,710061 |
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| 摘 要： | 信用风险和市场风险是银行面临的两种极为重要的风险,对它们进行综合的度量和管理是现代银行业全面风险管理的重要内容。我国商业银行应该充分认识到风险整合的重要性,借鉴国际银行业风险管理的最新成果,以RAROC为基础和核心,探索风险综合管理的技术和方法,建立健全现代银行业全面风险管理的理念和体系。
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| 关 键 词： | 全面风险管理 信用风险 市场风险 整合研究 |
| 文章编号： | 1672-867X(2007)05-0109-04 |
| 修稿时间： | 2007年3月12日 |
A Study of the Integration of the Credit Risk and the Market Risk Facing Banks |
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| MU Yi-nan.A Study of the Integration of the Credit Risk and the Market Risk Facing Banks[J].Journal of Yunnan Nationalities University:Social Sciences,2007,24(5):109-112. |
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| Authors: | MU Yi-nan |
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| Abstract: | The credit risk and the market risk are two major risks facing banks.An integrated evaluation and management is a key element in the comprehensive risk management by modern banks.The business banks of China should have a thorough understanding of the importance of the integration of different risks,learn from the international banks the latest development in this field,explore the skills and methods for the integrated risk management based on RAROC and update the relevant concepts and systems. |
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| Keywords: | comprehensive risk management credit risk market risk study on integration |
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