loss portfolio 中文意思是什麼

loss portfolio 解釋
損失組合
  • loss : n. 1. 喪失；丟失，遺失。2. 減損，損失，虧損（額）；損耗；減少，下降。3. 失敗；輸掉。4. 錯過；浪費。5. 損毀；【軍事】傷亡；〈pl. 〉 傷亡及被俘人數。
  • portfolio : n. （pl. portfolios）1. 紙夾；文件夾；公事包。2. 部長[大臣]的職位。3. 〈美國〉有價證券一覽表[明細表]；（保險）業務量[業務責任]。4. （藝術家等的）代表作選輯。
  1. The delinquency ratio provides an early indication of the quality of the credit card portfolio while the charge - off ratio measures the gross credit loss of that portfolio to an authorized institution over a specified period of time

    拖欠比率可預早反映信用卡組合的質素，撇帳比率則評估在一段指定期間內認可機構就該組合所承受的信貸虧損總額。
  2. At first we compare some kinds of investment loss function, analyze their defects and take the eignvalue of covariance matrix as the measurement of investment risk, the principle component as the information of investment market, sn and cv of the principle component as balance relationship between the profit and risk. then different portfolio selection indexes are given, and new portfolio selection models are presented, which are different from h. markowitz model. at last an example is also given

    本文首先比較了幾種常用的投資損失函數，在分析它們的缺陷與不足的基礎上，提出了採用收益率的協方差矩陣的特徵根刻畫投資的風險；用主成份綜合反映證券市場的信息；分別採用主成份的差異系數與信噪比反映投資組合的期望收益率與風險之間的均衡關系，並以此作為投資組合損失最小化與收益極大化的指標；得到了不同於h
  3. It is proved that as the number of insured tends to infinity the average prospective loss random variable of this portfolio tends in probability to a certain random variable of which the approximate distribution function is derived

    證明了當保單數趨于無窮多時，平均損失變量按概率收斂于某一個隨機變量，推導得到了該隨機變量的近似分佈函數。
  4. 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。
  5. Var is the abbreviation of value at risk. it ' s a brand new tool of finance risk management rising from west country and is used to estimate the possible and potential loss of appointed financial products or portfolio according to the fluctuation of prices

    Var是風險估值模型（ valueatrisk ）的簡稱，是近年來國外興起的一種金融風險管理工具，旨在估計給定金融產品或組合在未來資產價格波動下可能的或潛在的損失。
  6. This paper is aimed at two central problems which exist in the credit risk management of the portfolio : first, if the loan defaults, how much loss there will be ; second, how much reserve that the bank must prepare for the loss caused by risk, and do a deeply research on the related question and have a calculation in detail

    本文針對商業銀行貸款組合信用風險管理中存在的兩個基本問題：一、如果貸款發生違約時，具體損失有多少；二、銀行要準備多少資本金才能應付風險造成的損失，就相關內容做了詳細的數值計算和深入探討。
  7. A loss of hk 0. 4 billion on the hong kong equities portfolio

    香港股票組合的虧損億港元
  8. A loss of hk 4. 6 billion on the hong kong equities portfolio

    香港股票組合虧損億港元及
  9. General provision of hk 22. 1 million 2001 : hk 9. 6 million and specific provision of hk 63. 9 million 2001 : hk 25. 7 million were charged to the consolidated profit and loss account in 2002, reflecting the increase in the size of the retained mortgage portfolio from hk 19. 8 billion to hk 28. 3 billion

    年度內的一般呆壞賬準備金為2 ， 210萬港元2001 ： 960萬港元，特殊呆壞帳準備金為6 ， 390萬港元2001 ： 2 ， 570萬港元，主要反映保留按揭貸款組合金額由198億港元增加至283億港元的結果。
  10. As a large state - owned foreign trade group company, guotong corp. has undergone sustainable development in the portfolio investment sector. yet at the same time, such activities have caused a heavy loss to the company as capital embezzlement, business misoperation, financing entrust management risks endangering fund safety

    國通公司是一家大型國有外貿集團公司，其證券投資業務得到了較好的發展，但同時出現了內部員工挪用資金、交易誤操作、委託理財業務管理風險危及資金安全等事件，給公司造成了重大損失。
  11. 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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