Ask for answers to the financial risk management formative assessment booklet assignments

How to understand financial risk from both micro and macro perspectives?

Answer: Microfinancial risk refers to the possibility of loss of assets or income incurred by microfinancial institutions in the process of engaging in financial business activities and management.

Macro-financial risk refers to the market risk faced by the entire financial system, and when this risk becomes a reality, it will lead to a financial crisis, which will not only have a profound impact on economic organizations such as industrial and commercial enterprises, but also pose a serious threat to the financial and economic stability of a country and even the world.

Same fate. Everybody's asking ...

2017** Methods of risk management in the "Financial Markets" examination of the professional qualification examination and state examination.

1.Risk management methods are divided into two broad categories: control and financial methods.

(1) Control method

The control method refers to the use of various control tools before the loss occurs, and strives to eliminate all kinds of hidden dangers, reduce the factors of risk occurrence, and reduce the serious consequences of loss to a minimum. The aim is to reduce the frequency and extent of losses, with a focus on changing the factors that cause risk accidents and increase losses'Various conditions.

(2) Financial law

Financial law refers to the use of financial tools to compensate for the consequences of losses in a timely manner after the occurrence of a risk event, so as to promote its recovery as soon as possible. The purpose is to make financial arrangements in advance to absorb the cost of risk.

2.Risk management content

Risk management mainly includes:

1) risk diversification;

2) risk hedging;

3) risk transfer;

4) risk aversion;

5) Risk compensation.

Practice once a day

1. Methods for transferring systemic risk include ().

Decentralization...Hedge.

Take out loss insurance.

Buy with high value**.

a.ⅰ、b.ⅰ、

c.ⅰ、d.ⅱ、

The correct answer is: d

2. Among the main strategies of risk management of commercial banks, the risk management strategies that can reduce systemic risks are ().

Risk diversification. Risk hedging.

Transfer of Risk. Risk Compensation.

a.ⅰ、b.ⅰ、

c.ⅱ、d., dismantling,

The correct answer is: c

3. The traditional risk limit management is mainly position size control, and the main defect of this management is ().

Comparisons cannot be made between business units.

Leverage is not included.

The effect of decentralization between different business units is not taken into account.

Position sizing control is not an accurate measure.

a.ⅰ、b.ⅱ、

c.ⅰ、d.ⅰ、

The correct answer is: d

Portfolio-level risk monitoring monitors multiple credit assets as a portfolio as a whole. Portfolio monitoring can reflect the effect of diversification risk diversification, prevent excessive risk concentration in the dimensions of country, industry, region, and product, and realize the allocation of resources.

There are two main methods of portfolio risk monitoring for commercial banks:

Traditional combined monitoring methods. The traditional portfolio monitoring method mainly analyzes and monitors the credit concentration and structure of the credit asset portfolio. Credit concentration refers to credit facilities that have greater potential risks than the commercial bank's capital, total assets or overall risk level.

The analysis of knots and noisy structures includes dimensions such as asset quality, revenue (profit contribution) of industries, customers, products, regions, etc. Based on the judgment of risk management experts, commercial banks can give a certain weight to each index to obtain a comprehensive index or index for the risk judgment of a single asset portfolio.

Portfolio model. Commercial banks can measure the probability distribution of the future value of the portfolio as a whole on the basis of measuring the credit risk of each exposure, that is, estimating the probability distribution of the future value of each exposure.

Estimate the correlation between exposures to derive a probability distribution of the overall value.

Instead of directly dealing with the correlation between various exposures, the portfolio exposed to this risk category is regarded as a whole, and the probability distribution of the future value of the portfolio assets is directly estimated, including the creditmetrics model, the creditportfolioview model, etc.