构建证券公司客户资产管理的风险控制体系

为了有效地提高券商客户资产管理业务的抗风险能力,增强其核心竞争力,本文尝试构建完整的风险管理体系。本文对证券公司的客户资产管理风险采用VaR进行量化度量,并试图建立一个完善的组织体系,按照严密规范的风险控制制度,由独立、专门化的风险管理组织对客户资产管理部门进行监督和管理,从而保证风险控制技术的准确实施。在风险管理实践中,风险控制意图、风险控制技术和风险控制制度这三者的动态互动构成了风险管理体系。

Establishment of the Risk Control System of Customers' Asset Management in Our Securities Companies

In order to effectively enhance the anti-risk ability of the customers' asset management and strengthen its core competitive ability,this article attempts to construct the integral risk management system.It uses VaR to measure customers' asset management risk of our securities companies with the quantification,and attempts to establish a perfect organization system.According to the strict and standard risk control rules,the surveillance and the management of the customer asset control departments are done by the independent specialized risk management organization,which can guarantee to implement risk control technology accurately.In the risk management practice,the three dynamic interactions,that is,the risk control intention,the risk control technology and the risk control system,constitute the risk management system.