金融风险管理（第5版）

本书根据金融风险管理理论的内在逻辑，全面系统地介绍了金融风险管理原理和方法，全书分为3篇。第1篇基本原理，主要介绍金融风险形成的基本理论，根据金融风险管理流程，分别分析了金融风险识别与度量，解释了金融风险预警的基本思想。第⒉篇商业银行，在总体介绍商业银行风险管理的基本原理基础上，对商业银行面临的主要风险如信用风险、流动性风险、利率风险、汇率风险、操作风险加以详细分析。第3篇主要金融市场，先后分析了股市、债券市场、基金市场、保险市场、金融衍生品市场及信托与租赁风险管理的方法。 本书既可作为高等院校金融学专业、金融工程专业以及经管类其他专业教材，也可以供金融从业人员参考使用。

朱淑珍 ---------------------------- 东华大学旭日工商管理学院，教授，博士生导师，金融风险研究所所长，中国金融工程学会理事，宝钢奖全国优秀教师获得者。

第一篇　基本原理 第1章　金融风险概述························································································ 002 第2章　金融风险管理的基本理论······································································· 032 第3章　金融风险的识别与度量··········································································· 054 第4章　金融风险的预警····················································································· 075 第二篇　商业银行 第5章　商业银行风险管理概述··········································································· 096 第6章　信用风险管理························································································ 124 第7章　流动性风险管理····················································································· 151 第8章　利率风险管理························································································ 166 第9章　汇率风险管理························································································ 188 第10章　操作风险管理······················································································ 203 第三篇　主要金融市场 第11章　股票市场风险管理················································································ 226 第12章　债券市场风险管理··············································································· 246 第13章　基金市场风险管理··············································································· 267 第14章　保险市场风险管理··············································································· 279 第15章　金融衍生品市场风险管理····································································· 306 参考文献 ·········································································································· 328