Research For Evaluation Of Risk Management Capability For DZ Futures Company

The supervision of the financial system for every country had been re-positioned since the global financial crisis of 2008. Financial institutions began to reconsider external risk supervision and internal risk management.The article firstly explained risk management theory and evolution of the international financial market, introduced newly regulatory system of net capital of SFC and classified regulation. Then taken the example as the DZ futures company, the article evaluated the risk management capability. Specifically speaking, the situation of risk management for the company would be analyzed from compliance of risk management and the market risk. Taken SFC's net capital of the indicators and futures company classified supervision indicators as the assessment standard, the article conducted in-depth evaluation of the risk management capacity from quantitative and qualitative aspects to the dz futures company; meanwhile providing the improvement measures for the problems and using into the daily risk management risk for quantizing analysis tools VaR model.The research conclusion of the article helps upgrade the risk management capability of futures company, and provide the experience support for supervision of the regulatory authorities and optimization of regulation.