金融机构风险管理的新框架——基于价值创造视角
A New Risk Management Framework for Financial Institutions——Based on Value Creation
作者：曾忠东;
Author：
收稿日期： 年卷（期）页码：2010,(03):-103-108
期刊名称：四川大学学报(哲学社会科学版)
Journal Name：Journal of Sichuan University (Social Science Edition）
关键字：风险管理;价值创造;金融机构;全面风险管理;资本管理
Key words：
基金项目：中国博士后基金项目《股指期货上市后券商控股期货公司的风险管理与价值创造》(20070420611);;
国家社科基金项目(09BJY002)的阶段性研究成果
中文摘要
将金融机构的风险管理和价值创造相联系,从理论角度分析了风险管理在增加公司价值方面的作用,在此基础上构建了基于价值创造的金融机构风险管理新框架。该框架采取与价值战略更为融合的全面风险管理模式,力求在公司的风险容忍度内,实现公司价值增加这一最终目标;同时该框架将资本管理与风险管理有效融合,能够长期最优化公司收益与风险之间的动态关系。
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