風險計量 的英文怎麼說
中文拼音 [fēngxiǎnjìliáng]
風險計量
英文
measuring risk- 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...
- 計 : Ⅰ動詞1 (計算) count; compute; calculate; number 2 (設想; 打算) plan; plot Ⅱ名詞1 (測量或計算...
- 量 : 量動1. (度量) measure 2. (估量) estimate; size up
- 風險 : risk; hazard; danger
- 計量 : calculate; estimate; meterage; metering; batching; measure
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The interior risk control mechanism in commercial bank is the basis of banking supervision and stability of financial system. we should introduce modern instrument measuring financial risks : var ; take advantage of accurate and overall index measuring achievement : raroc ; form multilayer risk control mechanism with the nature of incentive compatibility constraint ; and boost each branch, each level of institution and each staff to concern bank ' s revenue and risk simultaneously
銀行內部風險控制機制是銀行監管和金融體系穩定的基礎,通過引入現代金融風險計量工具: var (在險價值) ,利用準確、全面的績效考核指標: raroc (風險調整資本收益率) ,在銀行內部構建起具有激勵相容約束性質的多層次風險控制機制,調動各類部門、各級機構、各個職員的既關心收益又關心風險的積極性。Analysis and evaluation of the theories and methods in evaluating the risks of security investment
證券投資風險計量理論與方法的評析The risk evaluation of the companies ' mergers
公司購並的風險計量Var, a risk management method, has been developing in response to increasing market risks
新的風險計量模型在險價值var的出現使證券公司對市場風險的管理發生了深刻的變化。Especially the paper studies the value - at - risk ( var ) theory
Var風險計量方法是本文的一個重點研究內容。The paper puts forward a efficacy curve of security portfolio, and analyses the risk ' s measurement when holding a optimal security portfolio
根據我國證券市場的特點,提出了證券投資的效率曲線,分析了持有最優證券組合時所對應的風險計量方法。Var and stress testing model can measure this tail risk, therefore, combined with delta - method, var is the efficient model that can be applied to measure chinese security portfolio market risk
股票收益率呈現出厚尾特性, var及其壓力測試模型能很好的計量投資組合的尾部收益及風險,因而結合了var的方差模型是適合於我國證券投資市場風險計量的有效模型。In this chapter, the author first expounds the basic definition of modem credit risk and the deep reasons for the development of the quantitative model. then the author analyses the necessity of carrying out these models
在此基礎上,分析了信用風險量化模型發展的原動力,以及我國借鑒信用風險計量模型的必要性;第二章信用風險計量模型分析。Combined bidding strategy and model for power suppliers based on cvar risk measurement techniques
風險計量指標的發電商投標組合策略及模型Applied research about commercial bank credit risk measurement model
商業銀行信貸風險計量模型應用研究The application of the arch model in the risk measure of the stock market
模型在證券市場風險計量中的應用All these models and theories provide important methods for measurement on security portfolio market risk
它們所提供的風險計量方法是目前最為主要的方法。So, what this paper discussed method of credit risk measurement, which based on options pricing theory, has actively practical meaning
因此,本文所探討的基於期權定價理論的信貸風險計量方法具有積極的現實意義。So, it is essential for these stock companies to regulate their stock capital structure in order to improve the accuracy and confidence level of measurement of
因此,要提高我國證券市場風險計量的準確度與可信度還需要積極的改革企業的股權結構。Study work mainly is : part one, look back and look ahead the financial development history and present situation that derives market and the futuristic tendency, summarize domestic and international theory and method about venture capital investment, discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two, establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three, covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four, have looked back the concept of option, the price relation of option and black - scholes option price formula, have put forward option price formula of the discounted value of option present value ; part five, have looked back the financial concept and its classfication that financial derivatives risk, have summarized financial risk management theory, measured and assessed methods of financial derivatives risk
主要研究工作為:第一章,回顧和展望金融衍生市場的發展歷史、現狀和未來,綜述國內外關于風險投資的理論與方法,論述建立和發展我國金融衍生市場的必要性及重要意義;第二章,建立投資者的隨機期望效用與投資風險之間的關系? ?平均隨機占優;第三章,均值方差模型協方差矩陣的靈敏度分析與模糊分析;第四章,回顧了期權的概念、期權的價格關系和black - scholes期權定價公式,提出了歐式看漲期權價格的折現值所滿足的微分方程;第五章,回顧了金融衍生品風險的概念及其分類,總結了金融衍生品的風險管理理論和金融衍生品風險計量和評估方法。Operational risk measurement models, such as basic indicator approach, standardized approach, internal measurement approach, loss distribution approach and extreme value theory etc, all have some shortcomings
摘要操作風險計量模型有基本指標法、標準法、內部衡量法、損失分佈法、極端值模型等,各種模型都存在一定的缺陷。The value of any security is equal to the net present value ( npv ) of its future cash flow, and it ’ s uncertain to know the exact quantity of its future cash flow, that ’ s to say, there ’ re risks in the security
在綜合已有的研究成果的基礎上,對mbs這種金融工具從風險特徵、風險計量、現金流量的生成、價值生成等進行了探索和總結。任何證券的價格都應等於該證券潛在現金流的折現值之和。Considering the purpose and characterics of enterprise risk identification, the author accomplishes the design of risk identification form and the analysis of methods of risk identification. he discusses collectioning, corting and describing of enterprise loss data, and creats the quotas of enterprise risk measurement, and concentrates on calculation methods of rate and degree of risk loss
針對企業風險識別的目的和特點,完成了風險識別用表的設計、識別方法的分析;研討了企業損失資料的收集、整理與描述,建立了企業風險計量指標,重點進行了風險損失概率與損失程度的估測方法的研究。The new basel capital accord ( basel ) further strengthen how important the capital adequacy supervision is, the new basel establish the comprehensive risk management and the quantity risk measurement. the new “ the commercial bank capital adequacy management ” in our country testify the thoughts of catching up with the international capital supervision
巴塞爾新資本協議的出臺進一步強化了資本充足監管在全球金融市場的核心地位,新協議確立了全面整體的風險觀,風險計量從定性分析發展到了全面的定量分析。Lastly, it puts forward countermeasures to solve these problems : adopting credit risk measurement technique, applying credit risk management strategies and establishing and perfecting the credit risk prevention system
最後,圍繞管理存在的問題,本文提出了解決的對策:運用信用風險計量技術,運用信用風險改良策略,構建和完善信用風險防範機制。分享友人