| 基于风险价值法和压力测试法的企业风险管理方法研究 |
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| 引用本文： | 尹钊.基于风险价值法和压力测试法的企业风险管理方法研究[J].中央财政金融学院学报,2008(8). |
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| 作者姓名： | 尹钊 |
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| 作者单位： | 中央财经大学应用数学学院 北京100081 |
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| 摘 要： | 本文提出风险价值法和压力测试法的企业风险管理方法,克服了传统方法只给出风险相对严重程度的不足。建立风险量化评估、预警和控制体系,采用优化组合方法,实施一体化风险管理,规避重大风险事件的发生。
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| 关 键 词： | 风险价值法 压力测试法 风险管理 |
Study on Enterprise Risk Management Method Based on the Value at Risk and Stress Testing |
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| YIN Zhao.Study on Enterprise Risk Management Method Based on the Value at Risk and Stress Testing[J].Journal of Central University of Finance & Economics,2008(8). |
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| Authors: | YIN Zhao |
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| Abstract: | This paper presents the Value at Risk and stress testing of the enterprise risk management methods to overcome deficiencies of the traditional method which only give risk relative severity.By using this new method,quantifiable risk assessment and early warning and control system would be established.Based on using optimized combination of methods and the implementation of integrated risk management,insignificant risk incidents could be avoided. |
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| Keywords: | Value at risk Stress testing Risk management |
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