covar 中文意思是什麼
covar
解釋
柯伐合金-
In the first part, we analyze the risk and reasons that a securities corporation in china is facing at present, then develops a securities corporation risk control system based on the realities in china by the ways of advanced qualitative management pattern from oversea. in the second part, we consider the existing situations that market risks became a major problem to a securities corporation, we have a method to measure developed market risk by adopting an advanced quantitative model var which is popular internationally, and we focus on studing risk metrics ( var - covar ) application in securities market of china practically. we conclude that var model is useful and effective at controlling market risks in china by our analysis and test
第一部分通過對證券公司風險及風險成因的分析，借鑒國外先進管理模式提出了構建符合中國國情的證券公司風險控制體系，對目前我國證券公司主要業務的風險點及風險管理進行闡述，並佐以案例；第二部分針對市場風險日益成為證券公司主要風險的現狀，引入了國際上最廣泛使用的市場風險控制方法? ?風險價值法（ var ） ，從實用角度重點研究了方差協方差法在我國證券市場的應用，通過實證分析得出了在我國使用var控制市場風險是切實可行的結論。
分享友人