風險衡量標準 的英文怎麼說

中文拼音 [fēngxiǎnhéngliángbiāozhǔn]
風險衡量標準 英文
risk-weighted yardstick
  • 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...
  • 衡 : Ⅰ名詞1 （秤桿） the graduated arm of a steelyard2 （稱重量的器具） weighing apparatus3 （姓氏） a...
  • 量 : 量動1. （度量） measure 2. （估量） estimate; size up
  • 標 : Ⅰ名詞1 [書面語] （樹梢） treetop; the tip of a tree2 （枝節或表面） symptom; outside appearance; ...
  • 準 : Ⅰ名詞1 （標準） standard; guideline; criterion; norm 2 （目標） aim; target Ⅱ動詞1 （依據; 依照）...
  • 風險 : risk; hazard; danger
  • 衡量 : weigh; measure; judge; measurement; scalage
  • 標準 : （衡量事物的準則; 榜樣; 規范） standard; criterion; benchmark; pip; rule; ètalon （衡器）; merits
  1. This paper includes five parts. the first is to review the study on the subject ; the second is to discuss the characteristic of chian ' s stock market. the change of money - admitted policy and the questions on the study. the third is to verify the size effect in china ' s stock market by using correlation test and regression test on the bases of four different criterions, each criterion will be applied with two time - series methods. the fourth is to summary the main character of four different criterions, and apply joint test to the criterions that were proved the best concerning the size effect. the illiquidity risk was introduced to the study, the indexes of turn - over rate and the fluctuation of turn - over were used here. however, other factors that may influence the invest return rate as circulating rate and size were also included. according to the result, the size effect will be interpreted. the fifth is to summary the size effect and its explaination, and then to provide some useful invest strategies based on the conc lusion above

    論文分五部分，第一部分對小公司效應的有關研究文獻進行回顧;第二部分我國股票市場的狀況、資金供給政策的變化和我國股票市場實證的相關問題進行論述;第三部分對我國股票市場的小公司效應按照四種不同的規模標準分類，每一種標準均分兩種不同的統計周期分段標準進行實證分析;第四部分小結不同的規模分類、不同統計周期分段的統計結果特徵，然後對小公司效應最明顯的規模分類標準進行多因子聯合回歸分析，這里引入了流動性風險因素，其用換手率和換手率波動指標來衡量，還分別引入了其它影響投資收益率的因子，分別是規模、流通比例。
  2. So this paper tries to solve these problems through the following work : first, we select some index to valuate the close - end funds, including income, stability, risk in falling, stocks selecting ability and tuning ability, based on overseas funds valuation methods and domestic market condition ; second, we analyze the stability of all index and form two styles index, which are f and other bad stability index ; then, we form the valuation system, including two - layers index, which are p and factor score ; last, we use this system to analyze the close - end funds which came into existence before 2000 and get the final comparative result. the main intention of this paper is to create the system of valuating close - end funds in our country, which is comprehensive and objective. in my valuation system involving the period from 2000 to 2003, the funds as a whole performs inferior to the stock index

    首先，對國外理論界經典成型的、以及前沿的基金評價指標和評價方法進行了詳細的分析，並結合我國的基金市場狀況，選取了可以衡量基金收益、穩定性、下跌風險、股票選擇能力、時機選擇能力等量化指標；其次，根據我國基金分析的需要，採用了諸如基金交易價格、換手率等二級市場表現指標；然後，對這些指標進行了時間延續性分析，檢測這些指標在運用到我國基金市場時能否有效預測基金未來表現，從而形成了兩類指標：時間延續性很好的s _ p和時間延續性不好的其它所有指標；再次，在以上工作的基礎上形成了由兩個層面的指標構成的我國證券投資基金評價體系： s _ p和因子分析中綜合因子得分值；最後，選取了我國2000年1月1日前成立的23隻封閉式基金作為樣本，並同時採用上證a股與深成a股兩個基準組合進行了3年樣本期的實證分析，得出了最終的比較性評價結果。
  3. ( 4 ) some nonlinear variables are good index for analyzing and forecasting stock market. examples involved are following : hurst index ( h ) substitutes for variance to evaluate risk in securities investment ; dynamic fractal dimension is a prior indicator of price movement

    （ 4 ）某些非線性變量可作為分析和預測股票市場的很好指標，如赫斯特指數h值可用來取代方差作為衡量證券投資風險的標準，而動態分形維則可作為市場價格變化的先行指標。
  4. Discusses the characteristic values on individual stock risk with the standard deviation, variance ( 2 ), standard deviation coefficient ( cv ) and coefficient measurement, construct the individual on stock ' s statistics index system on investment risk. 2. discuss the characteristic of standard deviation, variance, variance - covariance matrix to measure the investment risk of stock portfolio

    第二章「證券投資風險的度量」分為三個小節： 1 、討論單個證券風險用標準差（ ） 、方差（ ~ 2 ） 、變差系數（ cv ）以及系數度量，構造了單個證券的投資風險統計指標體系； 2 、討論了用標準差和方差、方差?協方差矩陣、方差?協方差矩陣的特徵值來度量組合證券的投資風險； 3 、計算了衡量證券組合系統性風險的系數值，並分析了系數的含義和預測能力的可靠性。
  5. ( var ), and then measures capital at risk ( car ) which is used to resist the whole unexpected loss of the bank on the base of var of all risks, and correlates risk with income to calculate the risk adjusted return on capital ( raroc ) to evaluate the outstanding of banks

    對所有風險採用統一的量化標準? ?受險價值var ，然後以所有風險的var值為根據測量用以抵禦銀行整體意外損失的風險資本car ，並把風險和收益聯系起來計算資本的風險調整收益率raroc來衡量銀行的經營業績。
  6. Press tests which provide the lost of institutions in the worst - case scenarios and the solutions to limit the losses, is one of the most excellent researches

    因此在後來的研究中，許多學者致力於尋找更好的風險衡量標準或工具。在這個過程中，壓力測試成為其中一個亮點。
  7. On the basis of these results, 2 models for chinese capital market by nonlinear method are established as following : ( 1 ) forecast model, ( 2 ) risk evaluating model

    在此結論基礎上，本文創造性地用非線性方法為我國資本市場研究建立了以下兩個模型： （ ）市場預測模型； （ ）風險衡量標準模型。
  8. Many risk measuring techniques appears, such as variance method, p analysis method, duration method. these techniques only can be applied into given financial tools or specific field

    在西方，許多風險衡量技術，如標準差、系數、持續期和delta等方法都應運而生，但這些技術都只能適應特定的金融工具或在特定的范圍內使用，難以綜合反映風險承擔情況。
  9. In the chapter three, after making a comparison with three standards of the optimum capital structure, i lead utility function into the method of maximum income - equity rate and establish the risk - utility model with the base of present of capital structure. at the same time, i take a sample analysis on wugang stock

    第三章在比較分析了目前流行的衡量最佳資本結構的三種標準后，筆者結合我國上市公司資本結構的現狀，引入效用函數，對權益收益率最大法進行了改進，提出了風險效用模型，並進行了實證分析。
  10. 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。
  11. Operational risk measurement models, such as basic indicator approach, standardized approach, internal measurement approach, loss distribution approach and extreme value theory etc, all have some shortcomings

    摘要操作風險計量模型有基本指標法、標準法、內部衡量法、損失分佈法、極端值模型等，各種模型都存在一定的缺陷。
  12. First, points out the two basis indexes : the rate of return, p. second, defines the connotation on appraisal of performance of securities investment fund, the performance appraisal is to appraise the fund managers, in the course of evaluating must get rid of the influence factors, these factors mainly include : the common market rate of return, the market risk of securities, the manager luck, thus the performance of funds is true

    首先，指出投資基金業績的兩個基本測定指標：收益率、衡量風險的標準差和p 。其次，界定了投資基金業績評價的內涵，明確了基金業績評價是對基金管理人的評價，在評價時要把影響因素剔除，才能反映出基金的真實業績，這些影響因素主要包括：市場一般收益水平、證券市場的風險、基金管理人的運氣。
  13. Basel capital accord emphasizes capital adequacy supervision, and it unites the capital risk weights standard. capital adequacy supervision guarantees commercial banks can develop steadily and healthy, and it reduces the financial risk of the whole bank system. therefore more and more countries and areas have all accepted basel capital accord, and brought it into their commercial bank supervision law system

    《巴塞爾資本協議》的產生強調資本充足率的監管，統一了資本衡量標準，由於監督資本有指導商業銀行穩健經營，健康發展和降低整個銀行風險的作用，所以越來越多的國家和地區都接受了《巴塞爾資本協議》的要求，並且積極寫進本國商業銀行監管法中。
  14. In finance, standard deviation is applied to the annual rate of return of an investment to measure the investment ' s volatility ( risk )

    在財務中，標準偏差適用於年度的投資回報率以衡量投資的不確定性（不穩定性） （風險） 。
  15. Firstly, we make a simple introduction to the credit risk and its risk measuring criteria. and after deciding the measuring criteria, we study the transition of credit risk under guarantee

    選擇違約概率為衡量標準，對貸款信用風險在有無擔保貸款方式下的信用風險遷移進行具體的分析、比較、論證。
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