dc.contributor.advisor | 周行一 | zh_TW |
dc.contributor.author (Authors) | 張中宜 | zh_TW |
dc.creator (作者) | 張中宜 | zh_TW |
dc.date (日期) | 2009 | en_US |
dc.date.accessioned | 8-Dec-2010 01:54:24 (UTC+8) | - |
dc.date.available | 8-Dec-2010 01:54:24 (UTC+8) | - |
dc.date.issued (上傳時間) | 8-Dec-2010 01:54:24 (UTC+8) | - |
dc.identifier (Other Identifiers) | G0097357017 | en_US |
dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/48966 | - |
dc.description (描述) | 碩士 | zh_TW |
dc.description (描述) | 國立政治大學 | zh_TW |
dc.description (描述) | 財務管理研究所 | zh_TW |
dc.description (描述) | 97357017 | zh_TW |
dc.description (描述) | 98 | zh_TW |
dc.description.abstract (摘要) | 2007年發生的次級房貸風暴與2008年全球金融危機,使得投資銀行產業發生了極大的改變,華爾街五大投資銀行中,美林(Merrill Lynch)、雷曼兄弟(Lehman Brothers)、貝爾斯登(Bear Stern)不是倒閉就是被收購,高盛(Goldman Sachs)和摩根史坦利(Morgan Stanley)受到的損害較小,轉型為銀行控股公司。從此此次危機中,我們可以發現風險管理對於投資銀行的經營績效與競爭優勢有重大的影響。而風險管理除了監控日常營運的風險之外,也必須有更全面的發現風險、處理風險、利用風險的機制,才能對於風險有更佳的應對方式。 本研究為針對國內證券商,其現行之風險管理制度主要以遵循政府法規為主,而政府法規主要就業務上常面臨之風險訂定監測與管理機制。在面臨現今金融環境改變與商品日益複雜的情況下,可能不足以全面性的管理風險,而需做調整與改進。本研究的目的,主要從證券商環境與風險管理制度,找出現行風險管理制度未能顧及之風險,並提供更全面性的企業風險管理架構,使得未來證券商對其面臨之風險能有更好的掌握,也可使證券商將其風險管理與其企業目標加以連結。 本研究從瞭解證券商的經營發展方式與風險管理制度,發現證券商風險管理制度未能有系統的管理公司策略上的風險,且公司風險管理未能與公司目標結合。除了對其不足之處提供建議外,也由外國投資銀行的成功經驗,提供其在制度與文化上可行的方向,使公司風險管理制度能更有效。 | zh_TW |
dc.description.abstract (摘要) | The industry of investment bank had a significant change during 2007 subprime mortgage crisis and 2008financial crisis . Three of the five biggest Wall Street investment banks, Merrill Lynch, Lehman Brothers, and Bear Stern were merged by others or went bankrupt; Goldman Sachs and Morgan Stanley suffered lower profit margin and transformed themselves into bank holding company . In the crisis , we can find that risk management has a great impact on investment bank’s performance and competitive advantages . Apart from daily risk management, investment banks need to have a mechanism that monitors, tackles with, and exploit all aspects of risk. It’s a better way to respond to risk. This research is a study of a security firms in Taiwan, and its risk management mainly follows the government rule that manage some specific operation risk. It may not sufficient to manage all aspects of risk and need to adjustment. The main issue of the research is from the security firms’ current risk management mechanism, find the risk it has not covered, and suggest the enterprise risk management structure to supplement the current mechanism.The research studies the operation and risk management of that security company, and discovers that the current mechanism do not manage the strategy risk and link the objective of company to risk management . In addition to advices on the insufficiency, this research also suggests some experiences from foreign investment banks on the system and the culture which let risk management be more effective. | en_US |
dc.description.tableofcontents | 第壹章 緒論…………………………………………1第一節 研究動機與目的…………………………1第二節 名詞定義…………………………………3第貳章 研究分析……………………………………5第一節 全球投資銀行產業………………………5第二節 台灣證券產業……………………………13第三節 證券公司現行風險管理方式與其問題…21第四節 證券公司風險管理可能改進方向………26第五節 證券公司企業風管理架構………………27第參章 結論與建議……………………………66第一節 研究結論…………………………………66第二節 研究建議…………………………………67參考文獻…………………………………………………68 | zh_TW |
dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097357017 | en_US |
dc.subject (關鍵詞) | 企業風險管理 | zh_TW |
dc.subject (關鍵詞) | 綜合證券商 | zh_TW |
dc.subject (關鍵詞) | 風險管理 | zh_TW |
dc.title (題名) | 臺灣綜合證券商企業風險管理研究及建議 | zh_TW |
dc.title (題名) | The enterprise risk management study and suggestion of the securities firms in Taiwan | en_US |
dc.type (資料類型) | thesis | en |
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