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。
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 quantifiable risk assessment and early warning and control system would be established. Based on using combination of methods and the implementation of integrated risk management, insignificant risk incidents method, optimized could be avoided.
出处
《中央财经大学学报》
CSSCI
北大核心
2008年第8期72-75,共4页
Journal of Central University of Finance & Economics
作者简介
尹钊，女，江苏扬州人，中央财经大学应用数学学院副教授，研究方向：应用数学。
