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研究生： 王志安
Michael Wang
論文名稱： 在巴塞爾II協定探討風險控管與交易系統: Kondor+ 個案研究
Risk Management And Trading System Under BASEL II : A Case Study of Kondor+
指導教授： 史綱
Shyy.Gang
口試委員:
學位類別： 碩士
Master
系所名稱： 管理學院 - 財務金融學系在職專班
Executive Master of Finance
畢業學年度： 91
語文別： 英文
論文頁數： 57
中文關鍵詞： 作業風險 、信用風險 、市場風險 、交易系統 、風險控管 、巴塞爾II協定
外文關鍵詞： Market Risk, Kondor+, BASEL II, Credit Risk, Operational Risk Methodology, Risk Management
相關次數： 點閱：14  下載：0 
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    • 本論文由金融業的風險、風險管理組織及風險管理流程為最開始的章節，希望藉此給予最基本的觀念，其後接續提及巴塞爾II協定的三項主軸，並針對其中的作業、信用及市場風險三項分別論述其重要性及對銀行的衝擊。
    接著在第三章說明如何導入一個前、中、後台一貫作業的系統來幫助管理上述三項風險，以期幫助金融單位，特別是銀行能符合巴塞爾II的協定。
    最後章節則是針對九家台灣的銀行〈含三家外商及六家本國銀行〉所作的市場調查，希望由調查中找出有一貫作業風險控管系統對其經營管理的幫助，及其不足之處，也希望藉他們的經驗分享給大家。

    Chapter One 1-8 The Risk, Risk Organization & Process in Banks The Risk 1 The Structure of Risk Organization 3 The Risk Management Process . 7 Chapter Two 9-18 The Debrief Of Basel II and It’s Impacts On Banks Introduction 9 Impact on Credit Risk 12 Impact on Market Risk 12 Operational Risk Methodology 13 Conclusion 16 Chapter Three 19-29 The Suggested STP (Straight Through Process) for Building up Risk Management of Market, Credit and Operational Risk The Six Elements of Risk Management 19 The Suggested Execution Flow 20 The Scope of Risk Evaluation 21 The Suggestion of Market Risk, Credit Risk, Operational Risk & STP 24 Chapter Four 30-47 Market Survey Standard Charted Bank 30 Shanghai Commercial & Saving Bank 31 Bank SinoPac 32 Fu Bon Bank 33 United World Chinese Commerical Bank 34 Ta Chong Bank 35 ABN AMRO Bank, Taiwan Branch 38 BNP, Taiwan Branch 38 Industrial Bank of Taiwan 40 Conclusion 46 Chapter Five 47-48 Conclusion Appendix 49-54 A. Selection Evaluation Criteria 49 B. Table of Current Statuses of Taiwan Banks on Risk Management & Suggestion 50 C. Table of Current Statuses of Taiwanese Banks on Applying BASEL II 51 D. Overall Questions 52 E. Questions for K+ and Non-K+ Users 53 Reference 55-57

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