風險資產比率 的英文怎麼說

中文拼音 [fēngxiǎnzīchǎnbǐlǜ]
風險資產比率 英文
risk assets ratio
  • 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...
  • 資 : Ⅰ名詞1 （錢財; 費用） money; wealth; expenses 2 （資質） intelligence; endowment 3 （資格） quali...
  • 產 : Ⅰ動詞1 （人或動物的幼體從母體中分離出來） give birth to; be delivered of; breed 2 （創造財富; 生...
  • 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...
  • 率 : 率名詞（比值） rate; ratio; proportion
  • 風險 : risk; hazard; danger
  • 資產 : 1. （財產） property; means 2. （資金） capital fund; capital3. [經] （資金的運用情況） assets
  • 比率 : ratio; proportion; rate比率計 ratio meter
  1. On the other hand the opening of four great banks will turn the brittleness of the bank worse, causing the payment crisis of four great bank, threatening financial safety. the littleness of four great banks lies in such three aspects as high ratio of bad asset, low amplitude of funds and low profit

    目前四大銀行的系統性風險突出表現為不良資產比率高、資本充足率低和利潤率低這三個問題，外資銀行競爭的加劇使這些問題的解決顯得更加緊迫和困難。
  2. They include : counterparty analysis of securities held, maturity profile of major balance sheet items, breakdown of loan categories, risk management policies, materiality of market risk arising from the trading book, capital adequacy ratio adjusted for market risk, and the year 2000 problem

    這些項目包括分析所持證券的發行人類別主要資產負債表項目到期情況風險管理政策因營業賬冊內的交易而承擔的市場風險是否屬于重大就市場風險調整資本充足比率以及公元二千年問題。
  3. The multi - aptitude body uncertain composed methods are used to deal with the historical data and forecast ways in which the minimum variance hedge ratio is calculated synthetically ， in order to foster calculational reliability of the minimum variance hedge ratio in hedging of stock index futures the mathematical hedging model which is consists of

    本文利用多智能體系統不確定性結論合成方法（ mabm ） ，將股票指數期貨套期保值最小風險保值比率計算的歷史數據分析法和預測法進行了綜合處理，進而提高股指期貨最小風險保值比率的可靠性。基於資本資產的定價模型建立由
  4. 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。
  5. Based on value - at - risk we give an example of how to measure the credit risk and provide the process of applying this method in risk management. in order to build a risky prediction model, we select 4 financial indexes from 16 ; these are the ratio of bed debt, the operating cost, the asset - profit ratio and the liquidity ratio

    以農村信用社為實證研究的對象，從16個財務指標中篩選出真正對信用社發生危機有顯著影響的4個指標：不良貸款比率、營業費用比率、資產利潤率和資產流動性比率，建立了農村信用社風險預警機制的模型。
  6. Chinese banking system is in the transition period of turning to market economy and regulated operation. because of high unfavorable asset rate existed in our commercial banks, the bank system is in the state of high risky operation, therefore china sustained development and social stability has been greatly affected

    我國商業銀行當前正處在向市場化、規范化運作的轉型時期，由於我國商業銀行不良資產比率長期居高不下，銀行一直處于高風險運營狀態，嚴重影響了我國金融的可持續發展和社會穩定。
  7. We conclude that whether bank capital regulation is effective or not depends on the effect of bank capital increase on both bank ' s risk and return, i. e., whether the regulation of bank capital adequacy can reduce the probability of bank failure

    此外，在探討資本比率管制是否有效時，應同時兼顧資本比率提高對銀行之風險和報酬二方面的影響，而且重點應在於資本比率管制是否可以有效地降低銀行的倒閉機率，而不只是資本比率管制是否可以降低銀行的資產風險。
  8. Firstly, the author evaluated the fund through the technology and tested it with examples. basted on the capital asset pricing model and the theory of portfolio, the paper used the ratio of profit according time to evaluate the profit ; used the a and 3 to evaluate the risk ; used the sp, tp, a p to evaluate the profit according to the risk ; used the ability of liquid and so on to evaluate the fund portfolio. otherwise, the author corrected the asset of fund according to the specialty of our country

    技術面評價以證券投資組合理論和資本資產定價模型為基礎，運用時間加權收益率對基金收益進行評價；運用系數、系數對基金風險進行評價；運用夏普指數、特雷納指數、詹森指數、積極投資效率指數對基金進行收益和風險配比評價；運用基金平均市盈率、股票集中度、股票日換手率、基金流動性和基金平均漲幅對基金進行組合質量評價；並根據我國股市的特點對基金凈值進行修正計算，對基金實際價值進行評估。
  9. The focus of regulators, yet, seems to have been placed overwhelmingly on the reform in safeguarding financial soundness. for example, the new capital adequacy framework, proposed by the bank for international settlements, differentiates the capital requirement for assets of different risk levels, is a major innovation in supervision after the financial crisis

    不過，監管機構的關注重點，似乎較為傾向在維持穩健財政狀況方面；例如國際結算銀行提出的新資本充足比率架構，按不同資產風險程度設定資本要求，是金融風暴以後一個主要的創新監管方式。
  10. In 1998, citibank and travelers group merged into citigroup, which then became a financial holding company providing all kinds of financial services through its subsidiaries. the " financial services act of 1999 " repeals the " glass - steagall act " prohibitions on banks affiliating with securities firms, permitting holding companies to engage in securities underwriting and dealing, without limitation, as well as sponsoring and distributing mutual funds. it creates a framework that will permit the banking, securities, and insurance industries to compete more efficiently and effectively while improving consumer access to financial services, protecting investors, and ensuring a safe and sound banking system

    首先，金融控股公司由於佔有金融資源過大，所以面臨的系統風險的危害是非常大的；其次，金融控股公司的各子公司之間進行關聯交易，使得集團內各子公司的經營狀況相互影響，這就增大了金融控股公司的內幕交易和利益沖突的風險；第三，金融控股公司以外來資本撥付給子公司的資本金，在總公司和子公司的資產負債表中都同時反映出來，這可能會使整個集團的實際財務杠桿比率過高，影響到集團的金融安全。
  11. He said the price of risk had fallen to unsustainably low levels beforehand, with investors addicted to asset - backed securities that offered some additional yield over treasury bonds as if they were ” cocaine ”

    他表示，此前風險價格降到了不可持續的低位，對于能夠提供比美國國債更高收益率的資產支持證券，投資者就好像吸了「可卡因」一樣上癮。
  12. Minimum risk asset ratio

    最低風險資產比率
  13. Risk assets ratio

    風險資產比率
  14. The basel agreement was formulated by a committee commissioned by the bank for international settlements to coordinate and standardize bank capital adequacy globally by relating the risk of a bank ' s operations to its capital needs

    巴塞爾協議是巴塞爾銀行監管委員會發布的一系列規范銀行監管問題的文件，是國際銀行業的國際規范和準則，其核心內容是引進風險資產比率的概念，同時通過控制和提高資本在風險資產中的適當比例來保證銀行經營的穩定性。
  15. The empirical analysis of data from five selected banks suggested that blr adjustments are largely determined by fed funds target rate fftr adjustments ; changes in liquidity conditions ; the blr - based liability - to - asset ratio of individual banks ; and the level of disequilibrium among blr, fftr and the risk premium of the hong kong dollar relative to the us dollar

    5間銀行的數據進行的實證分析顯示，最優惠貸款利率的調整決定因素大致上為：聯邦基金目標利率目標利率的調整流動資金狀況的變化個別銀行以最優惠貸款利率計價的負債與資產比率負債與資產比率，以及最優惠貸款利率目標利率及港元相對美元的風險溢價之間的失衡程度。
  16. 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。
  17. In addition to restating the need for ais to comply with the statutory liquidity ratio requirements, the revised liquidity regime provides more guidance on the development of an effective liquidity risk management framework ; cash flow management and reporting for liquidity management under normal and stressed situations ; and contingency planning for dealing with a liquidity crisis

    除了重申認可機構須遵守法定的流動資產比率規定外，經修訂的流動資金制度更詳細地說明認可機構應如何制定有效的流動資金風險管理架構；進行在正常及受壓情況下的現金流量管理及申報，以及制定面對流動資金危機時的應變計劃。
  18. We construct the combination about eight stock and non risk property. compare with the rate of return of shanghai stock index and our combination on october 22 2001 until march 25 2002, discovering combination of marches are consumedly higher than the return of index ' s rate

    構造了八隻股票和無風險資產組成的投資組合，對該組合和上證指數2001年10月22日到2002年3月25日期間的收益率進行比較研究，發現組合的收益率大大高於指數的收益率。
  19. The rational explanation for this phenomenon is that the risk - adjusted expected rate of return of holding us assets is higher than that of domestic investments and that of investments in other parts of the world

    出現這個情況，理性的解釋是美元資產比本地或世界其他地方的資產有更高的經風險調整預期回報率。不過，我們還可以考慮其他幾個解釋。
  20. In a multi - cycle period, with the expectation of higher non - risk interest rate, investors would prefer risk assets to non - risk assets that do not conform to the subjection conjecture. this conclusion is meaningful in guidance of investor ' s decision and conducive to the comprehension of the phenomenon of persistent high household saving level in our country

    在多個投資決策周期中，當投資者預期將來無風險利率較高時，他們會降低無風險資產在其資產組合中的比例，相應的會增大風險資產所佔的比重，而不是直觀認為的投資者會把更多的資金投向利率升高了的無風險資產。
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