karlo 中文意思是什麼
karlo
解釋
卡爾洛-
The four kind of quantified risk methods, delta - normal school, historical - simulation, stress - testing and structured monte karlo are introduced systemically in this article, then they are distinguished in detail from methods excellent and inferior, apply circus, applied difficultly and easily. the conclusion on apply is targeted. on the basis, delta - normal school is taken apart and explained from the view of math and statistics, and aimed at the problems produced in practice, the covariance matrix is simplified, boost it up in practice
自上個世紀90年代以來，出現了很多對市場風險進行量化的嘗試，其結果是產生了多種看法不一的模型與工具，其中被國際上廣泛接納和採用的是風險價值體系中對風險進行量化的數學方法。 -
It analyses the existing problems in emphases basis, financial indexes choosing, gage restriction and risks evaluation in the procedure of present project risk making - policy of commercial banks, and establish loan project risk policy making mechanism based on monte karlo model, to make policy through calculation
分析了我國商業銀行目前項目風險決策在決策依據重點、財務指標選擇、擔保品約束和風險估計各方面存在的問題，建立了以蒙特卡羅模擬為基礎的貸款項目風險決策，通過計算得出貸款預期損失率進行決策。
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