文档介绍：浙江工商大学性; 第三章首先指出传统财务指标体系对企业风险评价的缺陷;其次从企业整体的角度建立了一个新的企业风险综合评价指标体系,帮助企业识别风险和机遇,最后实证分析; 第四章讨论企业风险管理如何增加企业的价值,并且在收益折现模型的基础上,结合企业风险各个因素以及综合考虑这些因素是如何作用于企业的,从定量的角度来计算企业风险管理对企业的价值创:出第五章首先讨论金融机构资产和企业风险因素之间的相似性以及企业风险因素特有的性质;其次提出使用边际、成分、增量VaR的方法来动态的研究企业局部风险和企业整体风险,并研究相互之间的关系。最后指出其优缺点。关键词:企业风险管理全面价值创造定量分析浙江工商大学 ABSTRACT ERM is aemerging subj ect,the trueadvancement ofitsmeaning-- integratedERM--was just inthose pastyears,though thetimeof when itsinitiativeconcept originated totoday nearly have a uncertainty ingredients have increased for alarge amount and aswell as more destructive with sharply change of financial environment and economic globalization since 1970s,the method oftraditional ERM could not fitthestrategicgoal ofmodem enterpri se any more,as result the theory should make progress with respect toobj inrecently years,most ofthetheorystudyput toomuch focus Oilqualitativeanalysis and little on quantitative aim ofmy paper istry tomake some primarytheory study inquantitative analysis such astheability of value creation、the view ofintegrated risk as well asintegrated risk evaluation ofenterprise. The main framework of thispaper is asfollows: Chapter one istheintroduction ofbasic knowledge,such as the history ofERM,the practice significance ofERM toenterprise,the study status ofERM athome andabroad,and atlastsome weakness toexisted methods ofERM. Chapter two isaboutthereview ofbasicknowledge ofrisk,and risk management aswell asvalue creation with thepremise of Neoclassicism theory andNeoinstitutionaltheory,and thecharacteristicoftheenterprise3 浙江工商大学企业风险管理定量分析 risk. Chapter threefirstlyfigure out es oftraditionalfinancial index system forevaluating enterpriserisk;secondly,develop anew integrate riskevaluate index system which can identify risk aswell as opportunity ofenterprise;at lastgive aempirical study. Chapter fourisabouthow ERM create valueforenterprise andtry to make some quantitative analysis with anew model associated withthe i