shortfall risk 中文意思是什麼

shortfall risk 解釋
（資產）價格掉到某個水平之下的風險
  • shortfall : 1. 不足；短缺；虧空。2. 短缺之量。
  • risk : n 1 風險，危險；冒險。2 【保險】（損失的）風險（率）；保險金額；被保險人，被保險物。vt 冒…的危險...
  1. Calculation and application of expected shortfall in estimation risk

    評估風險的期望損失計算及應用研究
  2. ( 4 ) the proxy of the appropriate threshold using an expected shortfall can capture well the extreme price movements and can be an excellent risk measure instrument to set the prudent margin level. ( 5 ) controlling risks using a perspective of portfolio through applications of copula function should be included in the margin policy

    在股指期貨保證金方面，簡單介紹了目前兩種主要的設置保證金水平的方法:第一種設置方法是將保證金作為外生變量「建立一個經濟模型來決定保證金水平」 ，例如， brennan （ 1986 ）提出一個
  3. To address the second concern, the dps will be able to enjoy the priority claim rights associated with its payouts to small depositors. this would significantly reduce the shortfall risk in a bank liquidation

    至於第二個問題，存保計劃向小額存戶發放賠款后可享有優先索償權利，此舉可大為減低存保計劃在銀行清盤中因銀行資產不足而面對的差額風險。
  4. We have proved that the properties of convex risk measures can be characterized by that of the acceptable set. further more, as a case study, we considered convex measures of risk defined by the notion of bounded shortfall risk

    結果證明凸性風險測度和與其相伴隨的可接受集之間可相互表出的關系，進一步，作為例證研究，本文考察了以有界虧空風險的形式定義的凸性風險測度。
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