臺灣博碩士論文加值系統

本論文是從外商銀行機構風險控管之觀點，分析我國銀行機構風險監控與自有資本適足性管理系統之建立，並預測我國銀行機構未來風險管理機制之可行性。本論文研究目的主要是探討(1)國內外銀行風險監控與自有資本適足性；(2)國內外銀行風險監控系統比較研究。
本論文之結論有如下：(1)確立並尋求高階主管全力支持，(2)提供定期報表與全球交易彙總表，其中包括各地區資金之盈餘風險值與風險值，可以供各地區主管決策參考。

The study analyzes the risk and capital adequacy management in local banking using VaR and by referring to Basel rulings, and focuses on the availability of local banking risk management. The purposes of the study focus on comparing the risk management and the monitoring mechanism between local and foreign banks.
The conclusions of the study are as followed: (1)Supporting from the top management is essential for the risk mechanism, and (2)Providing Global VaR and EaR summary is essential for the local banks.

第壹章　緒言1
1.1 背景與動機1
1.2 研究問題5
1.3 研究目的9
第貳章　文獻探討10
2.1 風險監控10
2.2 風險值22
2.3 盈餘風險值34
2.4 自有資本適足性42
第參章　研究方法46
3.1 文獻研究法46
3.2 文獻研究法中之歸納與演繹48
第肆章 銀行風險監控與自有資本適足性52
4.1 我國銀行風險監控與自有資本適足性55
4.2 國外銀行風險監控與自有資本適足性81
第伍章 國內外銀行風險監控系統比較研究96
5.1 國內與國外銀行機構風險監控機制比較97
5.2 風險與自有資本適足性管理系統之未來發展108
第陸章 結論與建議117
6.1 結論117
6.2 建議事項119
參考文獻122

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