01 金融中介机构的特殊性课件.pptVIP

利率风险 Interest rate risk 资产和负债到期的不匹配 * 市场风险 Market Risk Incurred in trading of assets and liabilities (and derivatives). Examples: Barings decline in ruble(卢布). Trend to greater reliance on trading income rather than traditional activities increases market exposure. Trading activities introduce other perils as was discovered by Allied Irish Bank’s （联合爱尔兰银行） U.S. subsidiary, All First Bank when a rogue trader successfully masked large trading losses on foreign exchange positions * 信用风险 Credit Risk 客户违约所引起的风险 公司特有风险 Firm specific credit risk 系统信用风险 Systematic credit risk * 表外风险