碩士 / 國立中央大學 / 財務金融學系碩士在職專班 / 92 / This study investigates how security companies in Taiwan implement the offshore operations to satisfy the demand of individual or institutional investors and focuses on the risk management issue. A case study on some security firm（called M-company）is carried out. First, we explore the domestic and oversea organization of M-company; the fund transition among oversea entities; and the transaction process of offshore position. The offshore financial products are then introduced in detail. The M-company currently put the risk management into practice by position limiting, loss limiting, excess-limit management and by making a criterion about underlying selection. Further, we review the three pillars of new Basel II and examine the extent of risk management that M-company has so far practiced. M-company does not measure market risk, credit risk and operation risk in quantitative way in line with Basel II. Moreover, the regulation about offshore financial products business is so indefinite that it is difficult to attain the goal of second and third pillar. In the end of the study, we propose suggestions about the organization of oversea entities, the law risk, the operation risk, the market risk, and the concern of performance to improve the current risk management system.
| Identifer | oai:union.ndltd.org:TW/092NCU05304043 |
| Date | January 2004 |
| Creators | Wan-Jin Chen, 陳萬金 |
| Contributors | Shyy Gang, 史綱 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 56 |
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