比例風險模型 的英文怎麼說
中文拼音 [bǐlìfēngxiǎnmóxíng]
比例風險模型
英文
proportional hazard model- 比 : Ⅰ動詞1 (比較; 較量高下、 長短、距離、好壞等) compare; compete; contrast; match; emulate 2 (比...
- 風 : Ⅰ名詞1 (空氣流動) wind 2 (風氣; 風俗) practice; atmosphere; custom 3 (景象) scene; view 4 ...
- 險 : Ⅰ名詞1 (險惡不容易通過的地方) a place difficult of access; narrow pass; defile 2 (危險) dange...
- 模 : 模名詞1. (模子) mould; pattern; matrix 2. (姓氏) a surname
- 比例 : 1. (長度上縮小和放大的倍數) scale; scaling 2. (比率) proportion; ratio; proportionality
- 風險 : risk; hazard; danger
- 模型 : 1 (仿製實物) model; pattern 2 (制砂型的工具) mould; pattern3 (模子) model set; mould patter...
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According to reality situation hi bank of china mudanjiang branch, the author goes step further to detail and perfect the alrm ' s index within the rule of the central bank and bank of china head office. from secondary banks point of view, the author applies system theory, cybernetics and linear programming theory to establish a set of the index system of the alrm of bank of china mudanjiang branch. the author refers to strengthen and perfect the internal control institution and preventative measure of risk and establish alrm ' s integrated evaluation model and examinatorial method
論文從二級分行的角度,應用系統理論、控制論和線性規劃理論,建立了一套適合中國銀行牡丹江市分行資產負債比例管理的指標體系,提出了加強和完善中國銀行牡丹江市分行資產負債比例管理的內部監控制度和風險防範措施,建立了該行資產負債比例管理綜合評價模型及考核辦法,並對其組織機構的設計及指標的管理提出了相應建議,初步形成了一套資產負債比例管理的組織、指標管理和評價考核體系,從而使中國銀行牡丹江市分行能夠更好的管理本行的資產和負債,創造更大的效益,增強其競爭能力。So we consider five financial indexes includes stock b / p, e / p, current stock size, current stock stru and financial levge by the international tradition, then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b. in the third chapter, the article fut forward a risk factor model, estimates yield sequences of every risk factor by weight regression, and then estimates each risk factor coefficient of different stock by time sequence regression, at last we can reckon the portfolio risk o2p and yield rp which consists n stocks
結合國際慣例,文章考慮了股票的凈值市價比( b p ) ,市盈率倒數( e p ) ,流通規模( size ) ,流通比例( stru )和財務杠桿( levge )等五個財務指標,應用描述性統計檢驗和橫截面統計檢驗等多種方法,結果表明,除系數以外,凈值市價比( b p )和流通規模( size )對證券收益率部有重要的影響。在論文的第三章,提出了一個基於多因素的風險因子模型,並用加權回歸和時間序列回歸等方法估計出了不同證券的各風險因子系數(類似於單指數模型中的系數) ,據此,即可衡量出一個包括n只股票的組合的風險_ p ~ 2和收益率r _ p 。Literatures indicate that logit model, logistic model, probit model, mlr, cluster model, option model, proportion risk model, and discriminant analysis are the main effective methods and models when researching the determinants of residential mortgage default risk
通過梳理文獻發現, logit模型、 logistic模型、 probit模型、多元線性回歸、聚類模型、期權模型和比例風險模型、判別分析是研究個人住房抵押貸款違約風險影響因素時採用的主要方法和模型。Eighthly, on the basis of the agent ' s risk share model in holmstrom and milgrom, the risk evasion and the effect of the staff ' s property on risk share was studies, and the reasonable risk share proportion on the staff under risk evasion and property restriction was analyzed, and the effective environments for different restrictions was probed into further
在文獻m與milg m的代理人風險分擔模型的基礎上,基於企業與員工的風險規避,研究了風險規避以及員工資產對風險分攤的影響,分析在風險規避和資產約束條件下員工合理的風險分攤比例,並探討不同約束的生效環境。At first, this thesis analyzed some essential elements about the system of personal houe loan and make the compare to chinese and foreign system, and established the system of personal credit evaluate ; the second, the thesis discusses the investment technique and strategy of national debt in the provident fund, and established the model about how to invest the national debt ; the third, the thesis build the forecast model about fund collecting and drawing, and make use of the combination invest theories to build model of individual loan and national debt ; at last, the thesis analyses the risk ' s inside reason of house funds with the risk type, and to give out the related suggestion to funds risk. mechanism. the thesis research show me how to make use of that some models and methods in the process of haf management and make me deeply understand the house funds
本文首先分析了個人住房貸款制度基本要素,即貸款期限、貸款利率與抵押物價值的比例、政府在個人住房貸款市場中的作用、貸款違約情況下的處置措施、個人住房貸款的流動性問題,並對中外製度作了比較,建立了個人信用評分評級體系和信用評估模型,並以重慶市住房公積金為研究對象做出了住房資金個貸風險評估的實證研究;其次,分析了影響國債價格走勢的因素,討論了公積金國債的投資技巧和策略,並建立了基於理論的國債投資組合模型;接下來,根據資產負債管理理論中的資金總庫法和資金分配法分析了公積金總體資金項目的來源和運用,並就此作了總量平衡模型,對住房公積金季度累計歸集金額作了直線回歸和季節趨勢比率預測,運用投資組合理論建立了公積金個人貸款和國債投資組合的最優化模型;最後,探析了住房資金風險的內在原因和風險類型,從資金籌集風險、信貸回歸風險、保險機制、法律風險和政策風險五個方面為住房資金風險防範機制建設提出了相關建議。On the analysis of financial affairs in classifying loans risk, bank has large of finance report forms samples. it can make correct judge by calculating various rates and comparing them with other enterprise. so the bank has the numerical model knowledge and the instantial swatch knowledge
在貸款風險分類的財務因素分析時,銀行有著較充足的各行各業的財務報表的樣本實例,可以通過計算的各種比率結果及與同行業的比較而對借款人作出正確的判斷,因此它具有模型數量性知識和實例樣本性知識。Based on the summary of the existing academic achievements and analysis of their disadvantages, this paper puts forward two variables that franchisors and franchisees take into account when they are determining whether to join the franchising system. to be specific, on the basis of these two variables, franchisors will choose the ratio between company - owned units and franchised units, while franchisees will determine whether to join the franchising system or start up from the ground. in this way, a decision model on the two parties ’ decision making is build up
本文在總結前人現有研究成果並分析其不足的基礎上,提出特許雙方在是否採用(或參與)特許經營這一問題上的決策過程中主要考慮的變量是系統風險和交易成本,即特許方根據這兩個因素確定特許體系中加盟店和直營店所佔的比例;而加盟方則根據這則兩個因素決定是加盟特許體系還是自主創業,並據此建立特許方和加盟方決策模型。( 5 ) in analyzing the cases of information asymmetry issue of listed companies, the dissertation simplifies the theory raised by foster, the american accountant and economist, boly, brown, etc, explaining the influence on the price fluctuation caused by the ration of share distribution, share transfers, etc. the dissertation holds the opinion that the basic risky coefficient and systematic coefficient in sharp model can be easily calculated by comparing the practical interest rate of one particular stock to the interest rate of the whole stock market during the same period
( 5 )本文在對上市公司信息不對稱問題的實證分析中,簡化了美國會計師、經濟學家福斯特、威克利、鮑利、布朗等人對上市公司派、送、轉股比例對股票市場的價格變動研究的市場模型,認為通過研究某支股票在某個具體時間內的實際收益率和相同的時間內股票市場的實際收益率,就可以方便地定出夏普模型中的基礎性風險系數和系統性風險系數。This paper , from related document exposition , i get the hint of staging investment about capital structure contract and establishes a more simple model , in each stage of venture enterprise ' s quit , have designed the optimal equity proportion contract between venture capitalist and entrepreneur , through raising the effort level of entrepreneur reduce informational asymmetries , and reach conclusion : in first stage , the equity proportion of venture capitalist optimal fraction is 0. 5 , in the following stage , the equity proportion of venture capitalist tends to increase
本文從相關的文獻論述中得到關于資本結構契約設計和分階段投資的啟示,建立了一個比較簡單,易操作的模型,在風險企業退出前的各階段,設計了風險資本家和企業家之間的最優的股權比例契約,通過提高企業家的努力程度來降低信息不對稱下的道德風險,並得出結論:在投資第一階段,風險資本家的股權比例最優解是1 / 2 ,以後的各階段,風險資本家的股權比例趨于增加。Clinical study on the impact of long - term survival quality in 188 postoperative patients with breast cancer by cox proportional hazard models
比例風險模型對188例乳腺癌患者術后長期生存質量影響的臨床研究That model use the index sign of rsi ( 40 ) of the market index as the generous character of the system risk, use the single index model of with the non risk property to calculate combination the inside the investment comparison of each property
該模型以市場指數的rsi ( 40 )指標作為系統風險的度量,用引入無風險資產的單指數模型計算組合中各資產的投資比例。Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions
通過研究分析,本文主要得出如下結論: ( 1 )傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例,與均值? ?方差模型中的方差風險度量方法相比, var風險管理模型能夠更全面、更貼切地衡量資產組合的風險,且基於此模型能夠更有效地進行資產配置決策; ( 2 ) var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求,有助於整體風險管理效率的提高; ( 3 )基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績,從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準; ( 4 )國內證券市場資產組合收益率服從正態分佈的假設明顯不成立,實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差,由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型,因此,均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差,而半參數var風險管理模型則能夠取得較好的預測衡量效果; ( 5 ) var風險管理模型符合未來金融風險管理的發展趨勢,基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系,並進行金融監管,將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。So it can avoid risk of model and computer rightly the var of extreme event. this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt, then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系統地闡述了極值理論和極值分佈特徵,以上證指數為例,將極值理論應用於風險價值的計算,並將應用結果與傳統var方法計算的結果進行了比較分析,最後得出結論:傳統的var計算模型是靜態的模型,應用極值理論計算var的模型是動態的、相對保守的模型;與歷史模擬法相比較,極值理論具有超越樣本的預測能力。( 3 ) we solve the model of portfolio by using evolutionary programming under the condition of the covariance matrix which is a non - positive matrix, design the methods which can solve markowitz ' s model and multifactor portfolio model. and we improve on markowitz ' s model, establish the optimal model under the conditions that the investor is risk - avoid or risk - like
此外,本文對均值?方差模型進行了改進,得出了投資者為風險偏好或風險厭惡時的資產組合模型,設計了相應的進化規劃演算法,給出了算例,並比較了各模型的差異,分析了改進模型的意義。Although there is no real option pricing trading market all across the nation, the application of the theories will enjoy the bright future because many financial tools and businesses embody the idea of the option. the main applications include : the pricing of the company ' s financing tools, including stock, bond, convertible bond and so on ; the calculation of the proportion of liability to stock in case of changing the liability a company owes to a creditor into the stock share ; the evaluation of the value of a loan and analysis of the credit risk of loans in our country from the point of option ; and the evaluation of the effectiveness of executive stock. option and the improvement of the executive stock option
盡管目前中國還沒有期權交易市場,但由於許多金融工具和金融業務中都包含了期權的思想,期權定價理論在我國仍有廣闊的應用前景,本文對此進行了探索。主要的應用內容有以下四方面:公司融資工具,既包括傳統融資工具股票、債券的定價,也包括新型融資工具可轉換債券和認股權證的定價;債轉股業務中比例的確定,用布萊克-斯科爾斯模型和二項分佈模型兩種方法計算;貸款業務定價,並從期權角度分析我國貸款的信用風險狀況、成因;經理人期權激勵,包括其原理、對其有效性的實證分析,並引進指數期權作為改進方法。In the analysis of the factor model, the total risk of the stock return is divided into system risk and individual risk and the r2 measure is used as an indicator of the system risk in the stock return risk. our statistical result shows that the system risk of the stock return is reduced significantly, comparing with the earlier period of the chinese stock market. the potential of the risk diversification of a stock portfolio is greatly enhanced
在單指數模型中,股票收益的風險被分解為系統風險和非系統風險,而單指數模型的r ~ 2可以作為股票風險中系統風險所佔比例的量度,統計結果指出我國市場股票價格風險中系統風險所佔比例比市場發展的初期明顯下降,股票價格風險中公司個別風險已佔較大比重,應用資產組合理論構造投資組合可以有效地分散風險。Cox proportional hazard model
比例風險模型The model properly allots the proportion between debt and equity, effectively demonstrates the choice of venture capitalists in determination of exit time and exit manner, and can be the operation gist for venture capitalists to make exit decision
該模型合理分配了股權投資和債權投資比例,有效解釋了風險投資投資退出時機和退出方式的選擇,可以作為風險投資公司進行投資退出決策的依據。In the fifth chapter, we analyze the characters and potential risk in screening decision process in our venture capital companies through case study, and next uses the expenrice on information networks of foreign venture capitalists for reference, makes survey on information obstacles to our venture capitalists in screening course, thus put forward the countermeasure. then we contrast three decision - making methods in common use in screening course so as to obtain best choice. furthermore according to the common characters of venture capital programs, we construct the simple instalment real options model, which could be applied popularly
第五章通過案例分析國內創業投資機構在項目評審決策程序方面的特點及潛在風險,借鑒國外創業投資家信息網路的經驗,對我國創業投資家在項目評審過程中的信息障礙進行了調查,提出解決對策;然後對比分析創業投資項目評審中常用的三類決策方法,做出最佳選擇,並根據創業投資項目的共性特點,構建簡單的多階段實物期權模型。On the basis of comparing cc with other risk assessment criteria, we find cc may be tailored according to the concrete system and it fits website risk assessment. thirdly, this thesis analyze the security requirement of website according to web server protection profile based on cc. fourthly, through consulting related risk assessment standard and model and web server protection profile of cc, this thesis brings forward website risk assessment model, confirms the recognition method and assessment method of the property, threat and vulnerability of website information issue system, and establishes relevant evaluation guideline and half - quantitative risk computational method and formulates the risk rank determination criterion
本文首先介紹了網站安全的定義、目標和國內外風險評估的研究現狀;然後對信息安全風險評估的基本概念和理論進行了闡述,同時簡要介紹了國際風險評估標準的發展現狀,並詳細闡述了通用準則cc ( commoncriteria ) ,在將cc和其他風險評估標準進行比較分析的基礎上,發現cc標準可以根據具體的系統作定製開發,比較適合網站風險評估;接下來,本文結合cc標準下制定的webserverprotectionprofile ,分析了web網站的安全需求;隨后,本文通過借鑒相關的風險評估標準和模型,以及cc的webserverprotectionprofile ,提出網站風險評估模型,確定網站的資產、威脅和脆弱性的識別方法和評價準則,並構造出半定量的風險分析方法,最終制定風險等級判定準則;最後,通過一個實例來驗證本文所提出的基於模型的半定量風險分析方法的實用性。分享友人