人類社會已經(jīng)進(jìn)入信用社會。由于不確定性帶來的風(fēng)險普遍存在，人們對于風(fēng)險的認(rèn)識不斷深化，因此風(fēng)險管理對于現(xiàn)代社會有非常重要的意義。風(fēng)險管理包括企業(yè)風(fēng)險管理、金融風(fēng)險管理、個人風(fēng)險管理。 風(fēng)險管理主要從風(fēng)險的本質(zhì)出發(fā)剖析風(fēng)險的特征，分析風(fēng)險的來源，以便進(jìn)行風(fēng)險識別、風(fēng)險計量，風(fēng)險處理。本課程主要包括：風(fēng)險管理的基礎(chǔ)知識，風(fēng)險特征的構(gòu)成要素，風(fēng)險識別的方法，風(fēng)險計量模型，風(fēng)險評價的理論。著重講授巴塞爾協(xié)議和內(nèi)部評級法，會計體系與風(fēng)險管理體系的區(qū)別與聯(lián)系，銀行與非銀行金融機(jī)構(gòu)的風(fēng)險管理體系，信用風(fēng)險管理，市場風(fēng)險管理，操作風(fēng)險管理，信用評級體系，風(fēng)險限額和流動性管理，信用增進(jìn)。介紹與風(fēng)險管理理論相關(guān)的風(fēng)險敞口，損失分布，違約概率模型，VaR方法，風(fēng)險控制技術(shù),信用風(fēng)險的轉(zhuǎn)移方法，RAROC和資本分配，壓力測試，極端風(fēng)險管理。 |
（課程簡介英文版） Risk Management (36 class hours)
Human society has entered the period of the risk society. Due to the widespread risk brought by uncertainty, people continue to deepen the understanding of risk. Therefore, risk management has a very important significance for modern society. Risk management includes enterprise risk management, financial risk management, and personal risk management. The main purpose of risk management is to analyze risk characteristics and its’ source from the nature of the risk in order to conduct the risk identification, risk measurement and risk management. The course mainly includes: basic knowledge of risk management, elements of risk characteristics, risk identification methods, risk measurement model, risk assessment Theories.
It focus on the Basel and IRB, contact and the difference between the accounting system and risk management system, banks and non-bank financial institution's risk management system, credit risk management, market risk management, operational risk management, credit rating system, risk limits and liquidity management, credit enhancement. The course also gives an introduction of risk gap associated with risk management theory, loss distribution, default probability models, VaR method, Risk control technology, credit risk transfer methods, RAROC and capital allocation, stress test, extreme risk management. |
