VaR技术P2P业务的风险特征与管理
第一，投资风险问题。任何投资都伴随着风险，本文我们介绍一种使用广泛的风险度量方法——VaR技术。对于VaR技术做了一个简单的介绍，使读者对于它能有一个初步的认识。
第二，P2P风险分析。作为一个处于迅速发展时期的行业，P2P业务的风险问题不容小觑。
第三，P2P定价分析。分别利用金融资产定价和债券定价的方法对P2P业务进行定价分析，并讨论P2P平台面对的风险。
总而言之，我们必须充分认识P2P的业务风险才能更好的对其进行管理。
关键词 P2P业务 VaR模型 P2P业务风险 风险管理
毕业论文设计说明书外文摘要
Title The Risk Characteristics and Management of P2P Business
Abstract
P2P business is the debit and credit between person to person .P2P internet is the company connecting investors and borrowers.And P2P financial management is a way to help both investors and borrowers to actualize their needs by P2P internet.In China,P2P internet appeared in 2007,but it did not develop rapidly until recently.However,the rapid development of P2P internet leads to a series of problems due to the poor management.Here,we mainly analyse the investment risk and P2P risk.
Fiest,the problem of investment Any investment is with risk.Here we will introduct a method that is widely used—VaR technology.We make a simple introduction of VaR Tto make readers acquaint it.
Second,P2P risk analysis.As an industry developing rapidly,P2P leads to some problems which can not be ignored.
Third,fixing P2P price analysis.Fix P2P price by financial asset pricing and bond pricing,then disscuss the risk that the P2P internet faces.
In short,we must fully aware of the P2P risk tomanage it better.
Keywords P2P internet VaR model P2P risk risk management
目 次
1 引言 1
1.1 P2P业务简介 1
1.2 投资风险概况 1
1.3 P2P业务发展趋势 2
1.4 论文的工作安排 2
2 风险价值VaR 4
2.1 VaR技术的基本原理 4
2.1.1 VaR技术的起源和发展 4
2.1.2 VaR技术的内涵 5
2.2 VaR技术的应用 6
2.2.1 VaR的算法 6
2.2.2 VaR应用的三个方面 8
2.2.3 VaR应用的案例 9
2.3 CVaR（条件风险价值） 10
2.3.1 CVaR的提出 11
2.3.2 CVaR的应用 11
2.4 本章小结 12
3 P2P业务的风险特征 14
3.1 互联网金融业务：从电子商务到P2P 14
3.1.1 网络个人理财 14
3.1.2 互联网金融的发展 15
3.2 P2P的借贷模式极其存在的风险分析 16
3.2.1 P2P业务产生的原因 16
3.2.3 P2P业务的借贷模式 17