金融行业风险管理.pdf

1、SAS.nullnonmarkingreturn !#$%.nullBasel II.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&(Basel II.nullnonmarkingreturn !#$%&SAS.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+,-./Basel II.null.nullnonmarkingreturn !#$%&().nullnonmarkingreturn .nullnonmarkingreturn !#$%&.nullnonmark

2、ingreturn SAS.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()$%*+,.nullnonmarkingreturn !SAS.nullnonmarkingreturn !80.nullnonmarkingreturn !#.null.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%2002.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn ).nullnonmarkingreturn ! #.nullnonmarkingre

3、turn.nullnonmarkingreturn !#$.nullnonmarkingreturn !10.nullnonmarkingreturn !#$%&#()Banca Nazionale del Lavoro(BNL).nullnonmarkingreturn !#Giovanni Parrillo.nullnonmarkingreturn !SAS.nullnonmarkingreturn !.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&OKO Bank.nullnonmarkingreturn !#$%Juuso Ranta

4、la.nullSAS.nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturn !#$%&().nullnonmarkingreturn !.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !#$%&()*+,-./.nullnonmarkingreturn .nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&()*+,-.+,/01OKO Bank.nullnonmarkingreturn !#$%Esa Vilhonen.nullSAS.nu

5、llnonmarkingreturn !#$%&()*+,-./0$%12345.6!789.null.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&(#$)*+,.nullnonmarkingreturn !#$%&Basel II.nullnonmarkingreturn !.nullnonmarkingreturn !.nullnonmarkingreturn !#$SAS.nullnonmarkingreturn !.null.nullnonmarkingreturn

6、!#$%nonmarkingreturn&nonmarkingreturn()*+,.nullnonmarkingreturn !#$%&()*+,-./012SAS.nullnonmarkingreturn !#$%&()Datamonitor.nullnonmarkingreturn !#$%&()*+,*-./01!#23456789.nullnonmarkingreturn !.nullnonmarkingreturn !#$.nullnonmarkingreturn SAS.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn-.n

7、ullnonmarkingreturn250.nullnonmarkingreturn .nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&lnternationaI Finance Corp.nullnonmarkingreturn !#$%Joseph Fucello.nullnonmarkingreturn !#$%&()*+,)-./.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&(Westpac.nullnonma

8、rkingreturn !#$%Trevor Laight.nullnonmarkingreturn !SAS.null.nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturn !#$%&!(.nullnonmarkingreturn !#$%&()*+,-$./01234567.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !.null.nullnonmarkingreturn !#$%&#()*+,Cheltenham .nullGloucester.nullnonmarkingretur

9、n !#$%Chris McLaren.nullnonmarkingreturnSAS.nullnonmarkingreturn !#$%&()*+,!-./0123456708.null.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !SAS.nullnonmarkingreturn !#$%&()Bank Brussels Lambert.nullnonmarkingreturn !#$%&%Philippe Meunier.nullnonmarkingreturn !#$%&()*+,-./0.nullnonmarkingret

10、urn !70.nullnonmarkingreturn !SAS.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&()*+,-./%012.nullnonmarkingreturn !#$%&.null.nullnonmarkingreturn TDB.nullnonmarkingreturn !#$%& ()*+,.nullnonmarkingreturn !#$%(.nullnonmarkingreturn .nullBasel II.null).null.null1988.nullnonmarkingreturn !#$%.nullno

11、nmarkingreturn !#.nullnonmarkingreturn 100.nullnonmarkingreturn !#1988.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&()*+,Basel II.nullnonmarkingreturn ! #$%&()*+,-./0123456 789:;.null.nullnonmarkingreturn !#$%&()*+,-./012345!6nonmarkingreturn789:7;.nullnonmarkingreturn .nullnonmarkingreturn !

12、#$%&()*+,-./012345678Basel II.nullnonmarkingreturn 30,000.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#Basel II.nullnonmarkingreturn !#$%&()2006.nullnonmarkingreturn.nullnonmarkingreturn !#$%&()*+.nullnonmarkingreturn .nullnonmarkingreturn !.nullnonmarkingreturn !#Basel II.nullnonmarkingre

13、turn !#$%&()*+.nullnonmarkingreturn !#$%&().nullnonmarkingreturn.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*+,-./01234567.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$.nullnonmarkingreturn !Basel II.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+,)-.null.nullnonmarkingr

14、eturn !#$%&(.nullnonmarkingreturn !# $%&()*+,!-./&*-.*0.nullnonmarkingreturn !#$%&().nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !#$%&IT.nullnonmarkingreturn !.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&()*+,-./01 234.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+,-./0123456%78

15、 9:;%78=.nullnonmarkingreturnBasel II.nullnonmarkingreturn !#$%$&()* +,-.nullnonmarkingreturn !#$%&!(.nullnonmarkingreturn .nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+,&.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&(Basel II.nullnonmarkingreturn !#$.nul

16、lnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*+#$,-./.%&01 .null2.345.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&()*$+,-./.null012$34567.nullnonmarkingreturn .nullnonmarkingreturn !.null.nullnonmarkingreturn !SME.nullnonmarkingreturn !#$%&()*)+nonmarkingreturn,-./0.nullnonmarkingreturn !#

17、$%&.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&()*+,-./0123*0145678.nullnonmarkingreturn !#.nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&()*+,-./0.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn.nullnonmarkingreturn !#nonmarkingreturn$%&()*+,-./.nullnonmarkingreturn !#$%&()*+,-./.null

18、.nullnonmarkingreturn.nullnonmarkingreturn !Basel II.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&!()*+,-./0.nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturn .nullnonmarkingreturn !#$%&()*+,-./.nullnonmarkingreturn !#$.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&.nullnonmarkingretur

19、n !#$%&()*+,-.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#$.nullnonmarkingreturnBasel II.nullnonmarkingreturn !#$%&().nullnonmarkingreturn .nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#$%&.null()*+,.nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturn !.nullnonmarkingreturn !#.

20、nullnonmarkingreturn !#$%&()*+,-./0123.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&.nullnonmarkingreturn .nullnonmarkingreturn !#$%&()*+,#-./01.nullnonmarkingreturn !#$%&()*+,-./012345nonmarkingreturn67.nullnonmarkingreturn .nullnonmarkingreturn !.nullnonmarkingreturn !#$%#&()*+,-./0.nullno

21、nmarkingreturn !#$%&()*+,-./.nullnonmarkingreturn nonmarkingreturn!#$%&.nullnonmarkingreturn .nullnonmarkingreturn !#$%&().nullnonmarkingreturn .nullnonmarkingreturn .nullnonmarkingreturn !#$.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn ! #$%&()*+$,-./.nullnonmarkingretu

22、rn .nullnonmarkingreturn !#$%&()*+,-./0.nullnonmarkingreturn !#$%&()*+!,.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&()* !+,-.nullnonmarkingreturn

23、 !#$%&()*+.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*+,-*./0.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#$%&()*+$%,(VaR).nullVaR.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&()*+,-./.nullnonmarkingreturn !#$%&()*+.nullnonmarkingreturn !#$%&

24、.null.nullnonmarkingreturn .nullnonmarkingreturnVaR.nullnonmarkingreturn !#$%&()*+,-$./.nullnonmarkingreturn .nullnonmarkingreturn !Basel II.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&()*+,-./.null.null.nullnonmarkingreturn !#$%&()*+,-./%01.null.nullnonmarkingreturn nonmarkingreturn!#$% &()

25、.nullnonmarkingreturn !#.null.nullnonmarkingreturn !#$%&!()*+.nullnonmarkingreturn !#$%&().nullnonmarkingreturn SAS.null.nullnonmarkingreturn !Basel II.nullnonmarkingreturn !#$%&.null(.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturn !#$ %&()*+.nullnonmarkingreturn !#$%

26、&()*+,-SAS.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !)Basel II.nullnonmarkingreturn !#$.nullnonmarkingreturn SAS.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&()nonmarkingreturn *.nullnonmarkingreturn .nullnonmarkingreturn !#$%.nullnonmarkingreturn Basel II.nullnonm

27、arkingreturn !#.nullnonmarkingreturn !#$ !%&(SAS.nullnonmarkingreturn !#$%&()*+,-.null.nullnonmarkingreturn !#$%.null.nullnonmarkingreturn !#$%&()*+,-$nonmarkingreturn./#01234.nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturn !#$%&.nullnonmarkingreturnCredit VaR.nullnonmarkingreturn !.nullnonmar

28、kingreturn !.nullnonmarkingreturn !#$%.null.nullnonmarkingreturn !#$%&()*+,-./01.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*+.nullnonmarkingreturn !#$%&()*+,-./01234.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#$%.nullnonmarkingr

29、eturn .nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#$%.null.nullnonmarkingreturn !#VaR.nullnonmarkingreturn .nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturn !#$%.nullnonmarkingreturn !(.nullnonmarkingreturn !.nullnonmarkingreturn .nul

30、lnonmarkingreturn !.nullnonmarkingreturn !).null.nullnonmarkingreturn !(.nullnonmarkingreturn !#.nullnonmarkingreturn !).nullnonmarkingreturn !#$%&.nullnonmarkingreturn SAS.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !#$%&()*+,-./01.nullnonmarkingreturn.nullnonmarkingreturn !#$%&()*+,-./01-234S

31、AS.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+,-./0.nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturn.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+,-./0.nullnonmarkingre

32、turn !#$%&()*SAS.nullnonmarkingreturn !#$%&()*+,-./012Basel II.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&()*(+SAS.nullnonmarkingreturn !#$%&()*+,-./0123.nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !.nullnonm

33、arkingreturn !#$%&()*+,-./)0123)4567.nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&(.nullnonmarkingreturnSAS.nullnonmarkingreturn !#$%&()*+SAS.nullnonmarkingreturn !#$%&()*+.null.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$.nullnonmarkingreturn%&().nullnonmarkingreturn !#$%&()*+,-.nullnonma

34、rkingreturn !#$%&.nullnonmarkingreturn !#$%&()*+.nullnonmarkingreturn !#$%&()*+.nullnonmarkingreturn.nullSAS.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&().nullnonmarkingreturn !#$%&BaselIl.nullnonmarkingreturn !#$%.null&(.nullnonmarkingreturn !#SAS.nullnonmarkingreturn !#$%&()*+,-./0123*45

35、67.nullnonmarkingreturn !#$.nullnonmarkingreturn !#$%&()*+,-./01%234$%567.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !#$%&()SAS.nullnonmarkingreturn !#$%&()*+,-!#./012.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$Basel II.nullnonmarkingreturn .nullnonmarkingret

36、urn !#$%&()*+,-./.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&!()*+,SAS.nullnonmarkingreturn !#$%&()*+SAS.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&().nullnonmarkingreturn !#$%&()*+,-.&/0123.nullnonmarkingreturn 28.nullnonmarkingreturn SAS.nullnonmarkingreturn !#$%&()*+.nullnonmar

37、kingreturn 1,100.nullnonmarkingreturn !#EMEA.nullnonmarkingreturn 600.nullnonmarkingreturn !#SAS.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&()*+,-./0.nullnonmarkingreturn !#$%&(.nullnonmarkingreturn !#$%&()*$(+,-.nullnonmarkingreturn .nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&().nullno

38、nmarkingreturn SAS.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&(%&)*+,-./01.nullnonmarkingreturn !#$.nullnonmarkingreturnSAS.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&(%&).nullnonmarkingreturn !#$%&()*+,-. /0123.nullnonmarkingreturn !#$%&()*+.nullnonmarkingreturn !.nullnonmarki

39、ngreturn 38,000.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&SAS.nullnonmarkingreturn !#SAS.nullnonmarkingreturn .nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#500.nullnonmarkingreturn100.nullnonmarkingreturn !98.nullnonmarkingreturn28.nullnonmarkingreturnSAS.null.nullnonmarkingreturn !#$%&T

40、he Power to Know.null.nullnonmarkingreturn !#$%&.nullBanca Nazionale del Lavoro(BNL).nullnonmarkingreturnSAS.nullnonmarkingreturn Basel II.nullnonmarkingreturn !#$%.nullnonmarkingreturn !#$%&()*+,-./%0123!456.nullnonmarkingreturn !#$.nullnonmarkingreturn.nullnonmarkingreturn 100.nullnonmarkingreturn

41、 !#$%&()*+Banca Nazionale del Lavoro(BNL)Group.nullnonmarkingreturn !#$SAS.nullnonmarkingreturn Basel II.nullnonmarkingreturn !#$%.nullnonmarkingreturnSASSAS.nullnonmarkingreturn !#$% &()*+,-./01.nullnonmarkingreturn !#Basel II.nullnonmarkingreturn.nullnonmarkingreturn BNL.nullnonmarkingreturn !#$%&

42、()*+.nullnonmarkingreturn ! #$%&()*+(.nullnonmarkingreturn .nullnonmarkingreturn !).nullnonmarkingreturn !#$%&().nullnonmarkingreturn !#$%&()*+,!-./01.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&nonmarkingreturn.nullnonmarkingreturn !.nullnonmarkingreturn .nullnonmarkingreturn !#$%&()*BNL.nulln

43、onmarkingreturn !.nullGiovanni Parrillo.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&().nullnonmarkingreturn !SAS.nullnonmarkingreturn !.null.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$%&#()*+,-./0.nullnonmarkingreturn !#$%&()*+,.nullnonmarkingreturnSAS.nullnon

44、markingreturn !#.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !#$%&().nullnonmarkingreturnSAS.nullnonmarkingreturn !#.nullnonmarkingreturn !#$%&()*+,-./012.nullnonmarkingreturn BNL.null.nullnonmarkingreturn !#!$%&().nullnonmarkingreturn !#$%&()*+,-.nullnonmarkingreturnBNL.nullnonmarkingreturn

45、!#$%Giovanni Porcelli.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&.null.nullnonmarkingreturn !#$%&().nullnonmarkingreturnSAS.nullnonmarkingreturn !#$%&()*+,-Parrillo.nullnonmarkingreturn !.nullnonmarkingreturn !#$%&SAS.nullnonmarkingreturn !#$%&.nullnonmarkingreturn !#$.nullBasel II.nullnonmark

46、ingreturn !#.nullnonmarkingreturn !#$%&()*+,-(./ .nullnonmarkingreturn.nullnonmarkingreturn !.nullSAS.nullnonmarkingreturn !BNL.nullnonmarkingreturn !#Basel II.nullnonmarkingreturn !#$%&().nullnonmarkingreturn .nullnonmarkingreturn !nonmarkingreturnnonmarkingreturn#$%&().nullnonmarkingreturn !#$ %&(

47、)*+,-./0.nullnonmarkingreturn .nullnonmarkingreturn !BNL.nullnonmarkingreturn !#$%&()*.nullnonmarkingreturn !(.nullnonmarkingreturn).nullnonmarkingreturn !.nullnonmarkingreturn.null.nullnonmarkingreturn !#$%&(1600.null.nullnonmarkingreturn !#25.null.nullnonmarkingreturn.null(86-21)6876 5353.nullnonm

48、arkingreturn.null(86-21)6876 9010.nullnonmarkingreturn !.null200122.nullnonmarkingreturn !.nullnonmarkingreturn.null.nullnonmarkingreturn !#$%&4.null.nullnonmarkingreturn !202.null.nullnonmarkingreturn.null(86-10)6238 5090.nullnonmarkingreturn.null(86-10)6235 1279.nullnonmarkingreturn !.null100088SAS.nullnonmarkingreturn !# 2005.null4.null.nullnonmarkingreturn !.nullnonmarkingreturn.null.nullnonmarkingreturn ! #371-375.null.nullnonmarkingreturn !#$%&1216.null.nullnonmarkingreturn.null(86-20)2237 6899.nullnonmarkingreturn.null(86-20)2237 1948.nullnonmarkingreturn !.null510095