我国商业银行市场风险计量分析  

On Measuring of Risks of Commercial Banks in China

作　　者：刘江涛[1] 

机构地区：[1]南开大学经济学院,天津300071

出　　处：《开放导报》2009年第2期106-108,共3页China Opening Journal

摘　　要：本文在介绍商业银行市场风险计量理论和模型的基础上,分析了金融海啸对商业银行市场风险计量的影响,同时,通过分析金融海啸对我国商业银行的影响,进而深入地剖析了我国商业银行市场风险计量的现状,并提出了在金融海啸下完善我国商业银行市场风险计量的建议。This article, which bases on introducing theory and models on market risk measurement in commercial bankL-analyses the influence of financial tsunami to this measurement and banks in China. Meanwhile, it not only takes apart the actuality of measurement in Chinese commercial banks but also makes suggestions to perfect measurement under this financial tsunami.

关 键 词：金融海啸 市场风险 计量模型 

分 类 号：F832.2[经济管理—金融学] F224