基于收入模型的证券公司操作风险度量的实证研究 |
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引用本文:姚德权,鲁志军.基于收入模型的证券公司操作风险度量的实证研究[J].湖南大学学报社会科学版,2011,(6):52-55 |
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中文摘要:基于中国证券公司操作风险数据特征,运用“自上而下”的度量方法,构建中国证券公司操作风险的度量模型,采用2005~2009年中国4家上市券商季度财务报表数据和其他相关经济数据,度量中国上市证券公司的操作风险进行和实证检验,结果表明收入模型能够在一定程度上度量证券公司的操作风险。 |
中文关键词:操作风险 收入模型 证券公司 |
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Emprical Research on Operational Risk Measurementof China’s Securities Company Based on the Income Model |
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Abstract:According to the operational risk data charateristics of China’s securities companies, the evaluation models are constructed under the framework of top-down approach. By adopting the 4 listed securities companies′ quarterly financial reports from 2005 to 2009, the operational risk of China’s listed securities companies are evaluated and emprically examed. The reults show that the income model measure a part of operational risk of the China’s securities companies. |
keywords:operational risk income model securities company |
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