金融风险管理国际趋势ppt.pptVIP

* * * * * * 金融風險管理的國際趨勢 XXX 大綱 緒論 市場風險 信用風險 新巴賽爾協定 (Basel2) 資本的使用與績效 * 1. 緒論 * 1980s 1990s 2000+ Focus on Revenue and Cost Management Focus on Risk Control ; Quantitative Focus Bring together management of profitability and risk. Fully integrated profitability and risk information. Forward-looking, not just static management tools. Transfer pricing Activity-based costing Mark-to-market Portfolio management Risk-adjusted performance Value at Risk 風險管理的演進與發展 Source：PriceWaterhouseCoopers * 計提合理的資本， 可比其他銀行降低 資本成本之壓力 確實掌握 有效控制