capital loss risk 中文意思是什麼
capital loss risk
解釋
資本損失風險-
Risk management of commercial bank is to defend, shun, scatter or transfer the risk in the business process through such behaviors like risk recognizing, risk evaluation, risk dealt etc. in which way to reduce or shun the economic loss and protect the security of the business capital
商業銀行風險管理是商業銀行通過風險識別、風險估計、風險處理等方法，預防、迴避、分散或轉移經營中的風險，從而減少或避免經濟損失，保證經營資金安全的行為。 -
Also, contingent capital is one alternative of integrated risk management that is the financing of an insurance loss after it occurs
它向公司提供用於彌補自留風險的表外資本，是損失后風險融資的金融工具之一，適用於極為罕見，卻危害性極大的損失事件。 -
Generalized pareto distribution ; returns ; tail index ; value at risk ; capital - loss coefficient
Gp分佈收益率尾指數風險值資本損失系數 -
( 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。 -
Interest risk in pricing of life insurance product is defined as the loss probability resulting from unfavorable variation of real investment return rate of life insurance capital from policy ordered fixed credit interest rate
本論文的研究對象是壽險定價利率風險，壽險定價利率風險是指壽險資金實際收益率與保單預定利率之不利偏差引起的虧損的可能性。 -
Furthermore, banks will, for the first time, be required to hold capital against " operational risk ", the risk of loss from inadequate or failed internal processes, people and systems or from external events
此外，銀行將首次需要就業務運作風險即因內部程序人員及系統不足或失效，或因外來因素影響而引致虧損的風險持有資本。 -
The basle accord ii encourages the bank to establish irb and develop risk measurement and management model. the bank can input risk elements that include probability of default, loss given default, maturity and exposures into the risk weight functions that are provided by basel committee and obtain the capital requirement
2004年6月，巴塞爾銀行監管委員會公布了最終定稿的新協議，在保留銀行資產外部評級方式的同時，鼓勵大銀行建立內部評級體系和開發風險度量模型，允許銀行通過內部評級確定風險函數計量加權風險資產。 -
As one of the instruments and measures of banking regulation, regulatory authorities request commercial banks to raise adequate capital for their risk assets, in order to provide a cushion for capital loss, reduce bankruptcy probability and guarantee the security of our financial system
作為銀行監管的保護手段，資本充足性管制要求銀行依據其風險資產的總體水平配置充足的資本金，以吸收銀行經營中遭遇的意外損失，起到短期的風險緩沖器作用，從而維護銀行體系的穩定。 -
It can be found that the two models can measure the credit risk better and their numerical values of the var are relatively close, which means that at a certain confidence level, the portfolio ' s maximum loss calculated under the default model is familiar to the maximum loss in value resulted from the credit metrics model. however, under the default model the standard deviation of the loss of the loan is a bit more than the one which deviates from the average value of the loan under the credit metrics model ; in addition, the conclusion also demonstrates that the two models have some differences in the measuring the capital reserve to some extent
從結果可以看出，這兩個模型均能較好地度量銀行貸款信用風險，其計算所得的var值比較接近，說明在給定置信水平下所能達到的最大損失和所能達到的價值上的損失在數值上是相近的；不過，違約模型下貸款損失的標準差要比creditmetrics模型下的貸款價值偏離其均值的標準差要大些；此外，結論還表現出二者在計量資本金要求上有所差異。
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