發(fā)布時(shí)間：2018-03-29 23:34

  本文選題：證券公司　切入點(diǎn)：風(fēng)險(xiǎn)　出處：《安徽大學(xué)》2015年碩士論文

【摘要】：隨著我國金融業(yè)突飛猛進(jìn)的發(fā)展,證券市場在國民經(jīng)濟(jì)中扮演著越來重要的角色。作為證券市場的重要組成部分,證券公司在近十幾年來獲得了極大的發(fā)展,在證券市場中通過開展各項(xiàng)證券業(yè)務(wù)發(fā)揮著重要作用,與此同時(shí)也暴露出了一些問題。2008年發(fā)生的美國金融危機(jī),主要是因信用風(fēng)險(xiǎn)而導(dǎo)致的,其產(chǎn)生的惡劣影響讓人至今難忘。而信用風(fēng)險(xiǎn)導(dǎo)致流動(dòng)性危機(jī),給證券公司也帶來了巨大的影響,這讓我們知道了流動(dòng)性風(fēng)險(xiǎn)能給金融業(yè)帶來如此巨大甚至是毀滅性的破壞作用。2013年6月底,國內(nèi)銀行業(yè)的“錢荒”事件,引起了社會(huì)的恐慌,成為社會(huì)關(guān)注的焦點(diǎn),同樣處在金融行業(yè)中心地位的證券公司也受到了極大的影響。“錢荒”的實(shí)質(zhì)性問題就是貨幣的流動(dòng)性不足,即發(fā)生資金供不應(yīng)求的情況,其本質(zhì)就是以銀行業(yè)為中心的金融業(yè)發(fā)生流動(dòng)性風(fēng)險(xiǎn)的問題,這種惡劣后果同樣波及到了證券公司,所以,防范和控制流動(dòng)性風(fēng)險(xiǎn)成為證券公司、證券市場乃至整個(gè)金融業(yè)都十分重視的問題。尤其是對(duì)于處在流動(dòng)性風(fēng)險(xiǎn)控制中心的證券公司來說,對(duì)流動(dòng)性風(fēng)險(xiǎn)控制的研究更應(yīng)該得到重點(diǎn)關(guān)注。證券公司必須根據(jù)自身實(shí)際情況,建立和完善流動(dòng)性風(fēng)險(xiǎn)控制體系。而如今對(duì)于證券市場特別是證券公司的流動(dòng)性風(fēng)險(xiǎn)方面的研究還比較缺乏,使得證券公司的流動(dòng)性風(fēng)險(xiǎn)控制也自然成為目前理論上和實(shí)務(wù)上都極具研究價(jià)格的命題之一。本文在理論研究的基礎(chǔ)上,對(duì)XY證券公司這一具體案例進(jìn)行分析,通過對(duì)XY證券公司現(xiàn)有流動(dòng)性風(fēng)險(xiǎn)控制的相關(guān)政策規(guī)章進(jìn)行總結(jié)闡述,并且通過分析該公司風(fēng)險(xiǎn)管理及流動(dòng)性風(fēng)險(xiǎn)控制方面的相關(guān)數(shù)據(jù),探討了該公司流動(dòng)性風(fēng)險(xiǎn)控制的現(xiàn)狀,并對(duì)其存在的問題及需要補(bǔ)充的地方,提出了的一些政策性建議,以期能對(duì)XY證券公司的流動(dòng)性風(fēng)險(xiǎn)控制方面起到一定的啟發(fā)作用。本文總體分五章對(duì)證券公司的流動(dòng)性風(fēng)險(xiǎn)進(jìn)行研究。第一章為緒論部分,主要闡述了流動(dòng)性風(fēng)險(xiǎn)控制的研究背景和研究意義,然后簡要介紹了國內(nèi)外學(xué)者針對(duì)財(cái)務(wù)風(fēng)險(xiǎn)及流動(dòng)性風(fēng)險(xiǎn)的研究成果。并說明了本文在研究方法上采用理論與實(shí)際案例相結(jié)合,力求能讓本文的研究結(jié)論落到實(shí)處。第二章為流動(dòng)性風(fēng)險(xiǎn)的理論基礎(chǔ)，，主要對(duì)證券公司的流動(dòng)性風(fēng)險(xiǎn)進(jìn)行理論上的敘述,重點(diǎn)介紹了本文所研究的主題——證券公司的流動(dòng)性風(fēng)險(xiǎn)的定義、特點(diǎn)及成因。接著,在第三章中,針對(duì)XY證券公司這一具體的案例進(jìn)行研究分析,首先簡要介紹XY證券公司的發(fā)展概況及各項(xiàng)業(yè)務(wù)狀況,然后通過深入了解xY證券公司內(nèi)部控制、財(cái)務(wù)管理方案,提取出其中針對(duì)流動(dòng)性風(fēng)險(xiǎn)方面的規(guī)章制度,并通過分析該公司的風(fēng)險(xiǎn)管理及流動(dòng)性風(fēng)險(xiǎn)管理方面的相關(guān)數(shù)據(jù),對(duì)其流動(dòng)性風(fēng)險(xiǎn)控制策略中的一些需要補(bǔ)充的地方提出自己的一些看法。第四章,針對(duì)第三章對(duì)XY證券公司流動(dòng)性風(fēng)險(xiǎn)控制方法的分析,作出了完善XY證券公司流動(dòng)性風(fēng)險(xiǎn)控制的具體建議。最后在第五章結(jié)論及展望中,總結(jié)了本次研究的內(nèi)容,對(duì)證券公司流動(dòng)性風(fēng)險(xiǎn)控制的前景作出了展望,并反思本文研究的不足之處。
[Abstract]:With the rapid development of China's financial industry, the securities market plays an important role in the national economy. As an important part of the securities market, securities companies have a great development in recent years, in the stock market through play an important role to carry out the securities business, at the same time also exposed some.2008 years of financial crisis in the United States, is mainly caused by the bad influence of credit risk, which makes you unforgettable. The credit risk leads to a liquidity crisis for securities companies has also brought a great impact, it let us know the liquidity risk to the financial industry to bring enormous and even destruction the role of.2013 in the end of June, the domestic banking money shortage event, causing social panic, has become the focus of attention, also in the center of the financial industry The securities company has also been a great influence. "The liquidity shortage of substantive issues of money shortage is money, money is in short supply, is the essence of central banking financial sector liquidity risk issues, such as wave and adverse consequences to the securities company, so, prevention and control the liquidity risk for securities companies, securities market and even the entire financial industry attaches great importance to the problem. Especially in the liquidity risk control center of securities companies, the study of liquidity risk control should be the focus of attention. A securities company must according to their own actual situation, establish and improve the liquidity risk control now for the securities market system. Especially the research on liquidity risk of securities companies is still relatively scarce, the liquidity risk control of securities companies naturally As a proposition of theory and practice are very price at present. On the basis of theoretical research, for the case of XY securities company to carry on the analysis, the relevant policies and regulations of XY securities company's existing liquidity risk control summary, and through the analysis of the data associated with the company's risk management and liquidity risk control, discusses the status quo of liquidity risk control of the company, and the need to supplement and the existing problems, puts forward some policy suggestions, in order to control the liquidity risk of XY securities company plays an instructive role. This paper is divided into five chapters of liquidity risk the securities company's research. The first chapter is the introduction part, mainly expounds the liquidity risk of the research background and significance, and then briefly introduces the domestic and foreign scholars on the property The research results of financial risk and liquidity risk. And explains the research method of the thesis by combining theory and practice, and strive to make the research conclusions of this paper are implemented. The second chapter is the theoretical basis of liquidity risk, theoretically describes the main liquidity risk of the securities company, focuses on the definition of liquidity risk is the theme of this research, the securities company, the characteristics and causes. Then, in the third chapter, research and analysis for XY securities company in this specific case, the development of the business situation and a brief introduction of the XY securities company, and through in-depth understanding of xY securities company internal control, financial management according to the scheme, extracted the liquidity risk regulations, and through the analysis of relevant data of the company's risk management and liquidity risk management, on the flow Risk control strategy in some places need to add some of their own views. The fourth chapter, the third chapter analysis of liquidity risk control methods of XY securities company, and made specific recommendations to improve the liquidity risk control of XY securities company. At the conclusion and Prospect of the fifth chapter, summarized this research the content, make the prospect of the liquidity risk control of securities company's outlook, and Reflection on the shortcomings of this paper.

【學(xué)位授予單位】：安徽大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F832.39;F830.42

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