证券公司股票质押式回购交易业务的风险与收益分析

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1、万方数据易业务存在的市场风险、流动风险、法律风险、信用风险等。第五部分介绍了证券公司股票质押式回购业务的收益，介绍了VAR方法，阐述了质押率问题，并给出证券公司发展股票质押式回购业务的对策建议。最后一部分是全文的总结和展望。关键词：证券公司；股票质押式回购；风险；收益：VAR万方数据TheRiskandEarningsAnalysisofSharesRepoTranactionsBusinessinSecuritiescompanys．AbstractInthefirsthalfof2013，brokeragesectortoachievethebusinessincomeis78．5bi

2、llionyuan．up11％fromayearearlier,thenetprofitof24．5billionyuan．Up8％fromayearearlier．Intheascensionoftheindustryasawholeperformance．strongkindofloanbusiness，andoneofthemorematuresecuritieslendingandborrowingbusiness，attheendof2013，theindustrymarginbalancereached222．2billionyuan，89．5billionyuanattheb

3、eginningoftheyearcomparedwith2013inrapidgrowth，thebrokeragesectormargininterestincomeaccountsfortheproportionofrevenue，haveappearedon2012wassubstantialimprovement．Canbeseenthatkindofloanbusinessdevelopmentisrapid，forbrokerageearningscontributionismoreobvious，theA—sharemarketdownturn，brokeragetradi

4、ngcommissionslevelisdeclining，underthebackgroundofIPOstalledindefinitely，loansbecamethebrokerageindustryanewgrowthpointofprofit，isregardedasoneofbrokeragenewblueoceanbusinessSharespledgedrepotransactioniskindofloanbusinessofasecuritiescompany,it'sakindofstockpledgebysecuritiescompaniestotrade，name

5、lyagentintothesquareandShanghaiRongChudirectionbyasecuritiescompanyintegratedserviceplatformofstockcollateralrepotradingsystemfortradingtodeclare，andcompletethetransaction．Stockpledgeloansasawayoffinancialassets，pledgeloan，comparedwiththegeneralloanbusiness，thecharacteristicsofitsriskpoint，managem

6、entisdifficult．Therefore，thesecuritiescompanystockpledgeloansinevitablytherearealotofrisks．Inthisarticle，throughthepracticeofriskandthestockrepurchasepledgebusinessofsecuritiescompaniesearningsmanagementresearch，wefindouttheexistingproblemsandputforwardtheimprovementmethods，SOastoreducethe万方数据busi

7、nessrisk，improvetheincome．Themaincontentofthispaperareasfollows：Thefirstpartintroducestheresearchbackgroundofthisarticle，problemsandtheresearchcontentandresearchsignificance；Thesecondpartoftheexistingresearchsitu