| 我国证券公司风险测度指标体系的建立 |
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| 引用本文： | 谢华,朱丽萍.我国证券公司风险测度指标体系的建立[J].广东商学院学报,2008(6). |
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| 作者姓名： | 谢华 朱丽萍 |
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| 作者单位： | 南京理工大学,泰州科技学院,江苏,泰州,225300 |
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| 摘 要： | 在深刻认识证券公司风险产生根源、基本类型的基础上，按照统计数据获取的可能性，对证券公司各类风险指标进行分类，归类总结为基础性指标和扩展性指标。在把风险分为系统风险和非系统风险的情况下，可以采用VaR指标体系来计量系统风险，而用1分制下同一测量法与模糊数学法指标体系来测度非系统风险，加总这两类风险值可以得出证券公司的风险综合值，以此形成的指标体系构成我国证券公司风险测度的指标体系。
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| 关 键 词： | 证券公司 风险测度 指标体系 系统风险 非系统风险 |
On the Establishment of Risk Measurement System Indicators in China's Securities Companies |
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| XIE Hua,ZHU Li-ping.On the Establishment of Risk Measurement System Indicators in China''s Securities Companies[J].Journal of Guangdong Business College,2008(6). |
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| Authors: | XIE Hua ZHU Li-ping |
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| Abstract: | Upon a profound understanding of the root cause of the risks of securities companies and the basic types,the various types of securities companies' risk indicators are classified into basic indicators and expansional indicators according to the possibility of statistics obtained in this paper.If risk is divided into system risk and non-systemic risk,VaR can be used to measure the system risks,while the same measurement method under the one-point system and fuzzy-mathematics approach index system can be used to measure the non-system risk.These two types of risk can be added to form the comprehensive risk value of securities,the index system thus formed become the risk measurement index system of China's securities companies. |
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| Keywords: | stocks-exchange company risk-measurement index system non-system risks |
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