Abstract: In order to effectively enhance the anti-risk ability of the customers' asset management and strengthen its core competitive ability,this article attempts to construct the integral risk management system.It uses VaR to measure customers' asset management risk of our securities companies with the quantification,and attempts to establish a perfect organization system.According to the strict and standard risk control rules,the surveillance and the management of the customer asset control departments are done by the independent specialized risk management organization,which can guarantee to implement risk control technology accurately.In the risk management practice,the three dynamic interactions,that is,the risk control intention,the risk control technology and the risk control system,constitute the risk management system.