風險衡量 的英文怎麼說

中文拼音 [fēngxiǎnhéngliáng]
風險衡量 英文
risk evaluation
  • 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
  • 風險 : risk; hazard; danger
  • 衡量 : weigh; measure; judge; measurement; scalage
  1. The first part is introduction, presenting this paper ' s structure, research background and so on ; the second part introduces some issues relating closely to risk, the tangency point between indifference utility curve and efficient frontier is the optimal portfolio ; the third part explores risk evaluation, this part begins with some risk factors affecting security ' s price and return, then analyzes the methods evaluating degree of risk, finally, introduces a more popular method of risk evaluation - - var ; the forth part expounds risk management, this part studies some risk control strategies correspond to specific risk mentioned above ; the last part put forward some advice contrapose issues existed in risk management in china

    第一部分為緒論，介紹本文的相關背景；第二部分是與風險相關的幾個問題，等效用曲線與有效邊界的切點是投資者選擇的最佳投資組合；第三部分是風險衡量，該部分首先分析了證券與股票所面臨的風險，然後對債券和股票分別介紹，最後介紹了目前比較流行的風險衡量方法? ? var方法；第四部分為企業風險管理，這里針對上文所述的風險提出相應的風險控制策略；第五部分針對目前我國風險管理中存在的問題提出了幾點建議。
  2. 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 。
  3. New basel capital accord and risk evaluation in commercial banks

    新巴塞爾協議與商業銀行風險衡量
  4. At first, this paper introduces sensitivity analysis and its advantages and disadvantages. risk analysis is the key point of this paper, and statistics - analsis method and monte - carlo method are well studied in this paper. it also introduces recognization of risk, balance of risk, and at last it offers method of decision - making

    在進行風險分析同時本論文還提出決策的方法，根據對風險的認識，介紹對風險衡量的方法和理論，最終可以得出相應的決策。
  5. It found a measurment of the objective risk of corporation based on 1he key factors of risk. we find the key factors of corporation risk by the key factors of the value of the corporation. ms measurment of the objective risk is also based on the new definition of risk in the theory of behavior finance. according to the theory of the information economics that look on the cash dividends as the method to transport information, it found a new way to measure the subjective risk. after the measurement of the subjective risk and objective risk, it explores a realistic way to evaluate the value of the corporation risk

    以行為金融學提出的對風險的重新認識為基礎，結合對企業價值驅動因素的分析，建立了以企業關鍵風險驅動因素為核心的企業客觀風險度量方式。通過對企業把現金分紅作為信號傳遞機制的信息經濟學分析，建立了衡量企業主觀風險大小的新方式。在確立了新的主、客觀風險度量模型的基礎上，還對風險價值的確定方式進行了實踐性探索。
  6. The thesis uses the var method ( value - at - risk ) to measure the credit risk of the portfolio, taking the loss of the portfolio as the criterion. the analysis is based on the default model and the credit metrics model respectively

    論文內容使用了var （ value - at - risk ，風險在險價值）方法，以貸款組合損失作為衡量信用風險的尺度，分別基於違約模型和creditmetrics模型進行了信用風險的量化分析。
  7. Ensuring stable cash flow will enhance enterprise ' s value, risk management is a effective method for this aim. western banking have been proficient in exercising var to evaluate risk. being assets, the paper believes var can be used in non - financial enterprise risk evaluation to show risk exposure in a simple and clear way

    企業的價值是其未來現金流的折現值之和，保證未來現金流的穩定性，無疑會增加企業的價值，風險管理可以有效達到這一目的；西方金融業已經能夠熟練運用var技術進行風險衡量，由於同為資產，本文相信var技術同樣能運用於非金融企業，以簡單明了揭示其風險暴露程度。
  8. My government in the development of china ' s

    對于風險衡量的幾
  9. This paper is compose of five parts and interprets by the order of risk identity, risk evaluation and risk management

    本文共分為五部分，按照風險識別，風險衡量和風險管理的順序展開。
  10. 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。
  11. Altman, edward i., john b. caouette and paul narayanan. credit - risk measurement and management : the ironic challenge in the next decade. financial analysts journal ( jan - feb 1998 ) : 7 - 11

    信用風險衡量與管理：下個十年出乎意料的挑戰。金融分析師期刊（ 1998年1 - 2月） 7 - 11 。
  12. In 1988, the basel committee on banking supervision established a method of relating capital assets, using a simple system of risk weights and a minimum capital ratio of 8 %

    1998年，巴塞爾銀行監管委員會規定了關聯資本資產的方法，即運用簡單的風險衡量系統，並保證不低於8 %的最低資本率。
  13. 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。
  14. J. p. morgan put forward the var model instead of the techniques above mentioned. the var model is easy to understand, and could measure comprehensive risk of finance institution or portfolio

    摩根公司針對以往市場風險衡量技術的不足而提出了var模型，這種模型便於掌握和理解，又能反映金融機構或投資組合所承擔的風險。
  15. Ln the market descibed by efficient market theory the market price has reflects the risk of the corporation. so we can measure the risk of corporation and evaluate the corporation according to capm

    在有效市場理論所描述的市場形態中企業風險已經充分反映在其市場價格中，我們可以輕松的採用資本資產定價模型進行企業風險衡量並確定特定企業的風險報酬。
  16. 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。
  17. 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。
  18. 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。
  19. We select effective duration and convexity rather than the sensitivity gap method and modifying duration gap method as the measuring index, because the latter do not consider the influence on cash flow and market value of the assets and liabilities brought by embedded options

    衡量隱含期權利率風險應用有效持續期和有效凸度作為風險的量度指標，而不能用敏感性缺口和修正持續期缺口，因為後者沒有考慮隱含期權對資產和負債的現金流和市場價值的影響。
  20. We intent to give a more precise method to describe practical capital market. the purposes of the thesis are the following : ( 1 ) discusses the applicability of studying chinese capital market by traditional capital market theories and complexity theories respectively. ( 2 ) broadens the research domain of complexity sciences. ( 3 ) concerned chinese capital market, provides some practical models such as forecast model, risk estimate model, etc. ( 4 ) contributes to the complexity theory of capital market that considers all nonlinear effects

    本論文的研究目的主要在於： （ 1 ）研究傳統資本市場理論和復雜性理論對中國資本市場的適用性： （ 2 ）拓展復雜性理論的研究領域； （ 3 ）為中國資本市場預測、風險衡量等方面提供一個可運作的理論模型； （ 4 ）為最終形成一個把所有的非線性效應都考慮進去的復雜性資本市場理論起到一定作用。
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