基于anp的金融控股公司风险管理研究-金融学专业论文.docxVIP

武汉理工大学硕士学位论文Abstract 武汉理工大学硕士学位论文 Abstract Since the 1 990s，the development of financial integration has been quite fast under the powerful push of the trend of economic globalization and the cross-sector operation in the international financial circle has become a trend．Under this background，financial holding company developed very fast．In Europe，the United States，and other developed countries，the financial holding company has become the mainstream of the structure of the financial company．As a new financial organization form financial holding company,which have brought big motive force and vigour for the development of global financial industry,it brought bigger risk at the sarne time． So．in this paper,take the risk management of financial holding company as the object of study,use the ANP approach to the risk management of the financial holding company,evaluate the indicators of the financial holding company’S risk management， and then hope there are some useful references to the financial holding company’S risk management． In this paper,the financial holding company’S risk management study carry out by four chapters．Chapter 1 of this thesis takes introduction to some basic problems including the background，objective，Significance and the study of domestic and overseas．The second chapter briefly outlines the financial holding company and financial holding companies to conduct risk analysis，including its sources，the characteristics，as well as the classification．Then analyzes the theory of financial holding company’S risk management，explores the method of the quantitative risk management，including VaR methodology,Raroc(Risk—Adjusted Return On Capital)， Credit Metrics and the Capital Portfolio Adjustment Act．The third chapter is mainly introduces the theory of ANP and its algorithm，discusses the Applicability between the ANP theory with the risk management of financial holding company．Chapter 4 takes the ANP approach to the use of the financial holding company’S