...........................................................................................................................................1
...........................................................................................................................................1
...............................................................................................................................5
.............................................................................................................................14
.........................................................................................................................18
.............................................................................................30
.............................................................................................30
.............................................................................................................................37
.............................................................................................................................46
.............................................................................................................................47
.................................................................................................................48
.............................................................................................................53
.............................................................................................................55
.............................................................................................................56
.................................................................................................................57
.............................................................................................................................60
.............................................................................................................63
.........................................................................................................64
.................................................................................................74
.................................................................................................80
.............................................................................................................81
.....................................................................................81
.........................................................................................................................81
1
2
3
4
5
6
7
8
9
10
1
2
3
4
5
6
7
8
11
12
13
股东会
董事会
风险管理委员会
督察长 经营管理层
监察稽核部
风险评估联席会议
风险管理部
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
×
×
33
10.
11.
34
35
36
70
37
95 0-30 5
80
1
1
β
α
β
α
α β 3 EPS
2
β
38
β
β
/ β
3
α α
“ ”
2
1
2
39
3
4 /
Barra
Aegis
(Active Risk) (Total Risk) (Value at Risk) (Return at
Risk)
A600 ×80%
×20
A600
A600
40
70 95
0-30
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
70
95 0-30 5
80
70 95
0-30
75
76
77
78
79
80
81
82
点击查看>>
附件
