| 商业银行风险管理模型的性质及启示 |
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| 引用本文： | 刘超.商业银行风险管理模型的性质及启示[J].上海金融,2011(3). |
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| 作者姓名： | 刘超 |
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| 作者单位： | 中国人民大学财政金融学院,北京,100872;中国建设银行总行,北京,100033 |
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| 摘 要： | 随着新资本协议的实施,各种估值定价和风险计量模型开始在我国商业银行大量应用。本文对商业银行风险管理模型的五大基本性质及其衍生性质进行了研究,并进一步给出了有效防范模型风险的若干建议。
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| 关 键 词： | 风险管理模型 模型风险 模型的性质 |
Natures and Implications of Risk Management Models of Commercial Banks |
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| Liu Chao.Natures and Implications of Risk Management Models of Commercial Banks[J].Shanghai Finance,2011(3). |
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| Authors: | Liu Chao |
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| Abstract: | More and more pricing models and risk measurement models are applied in risk management of China's commercial banks with the spread of Basel II in China.This paper analyzes the five fundamental natures and other derivative natures of risk management models of commercial banks,and proposes suggestions to effectively prevent model risks. |
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| Keywords: | Risk Management Model Model Risk Nature of Model |
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