measuring risk 中文意思是什麼
measuring risk
解釋
風險計量-
Follow as joining the wto and developing of finance market, china ’ s financial institution will need to upgrade the ability of quantitatively measuring and managing the credit risk urgently. the author hopes that this paper ’ s research on the structural models of credit risk can give some consultation to chinese financial institution to defend and manage the credit risk. so this paper deeply reviews the method of modeling the structural model of credit risk, than does an empirical study in china based on the leland - toft models, it is a
因此，本文對信用風險結構模型的建模方法進行了深入的考察，並將leland - toft模型應用於我國的實證研究，進行了有益的探索，本文的研究成果和創新工作主要表現在以下三個方面:第一，本文比較全面系統的闡述了merton模型， longstaff - schwartz模型和leland - toft模型三個最具代表性的信用風險結構模型的構建思路，對這三個模型的區別和特點進行了深入的考察，並給出各模型計算預期違約率的數學公式和方法。 -
Under the international background of the new international convergence of capital measurement and capital standards, modern measuring approaches of the credit risk proposed by bis brought the huge benefit to some international active banks
在《新巴塞爾資本協議》的國際背景下，協議提倡的現代信用風險度量方法對花旗等國際活躍銀行產生了積極的影響。 -
Those institutions able to establish and demonstrate an integrated approach that addresses multiple compliance initiatives will gain competitive advantage by reducing their total cost of compliance, providing capital relief, increasing public confidence and limiting exposure through improved methods of identifying, measuring, monitoring, allocating and managing risk
那些能建立和證明的完整方案/機制的企業，將會通過減少的費用，配以，增加公眾的信任，以及通過改善識別、計量、監管、分配和管理的方法來限制以獲得競爭優勢。 -
So the thesis, referring to the theories related to measuring credit risk abroad, combining them with the fact of switching process in china, has formed risk survey system model, which properly solves credit risk survey problem lying in off - trade assets under the demestic circumstances. that model is working in a sense and foresighting to a degree. we analyze risks in order to control them better. according to the reality of china and the need of development, the thesis recognizes that we must carry out comprehensive risk management, besides it lists the fundamental framework and indispensable elements of comprehensive risk management
作為商業銀行的風險的研究必須堅持定量和定性相結合，本文認為我國現階段商業銀行的風險主要是體制、政策造成的，是由各種政策性因素引起進而表現為巨大的信用風險，因而本文借鑒了國外有關測量信用風險的理論，結合中國的實際，形成了風險度量制模型，較好的解決了國內條件下非交易資產的信用風險度量問題，既具有一定的實用性，又具有較強的前瞻性。 -
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。 -
The paper highlights that australia is at risk of falling behind countries such as finland, japan and korea when it comes to measuring key education outcomes in areas including maths and science learning and attainment
該報告強調，如果評估在數理化學習和造詣等方面的重點教育成果，澳大利亞可能會落後于芬蘭、日本和韓國等國家。 -
It focuses on the entire management and measure of all bank risks, such as credit risk, mobile risk, interest rate risk, market risk, operating risk and discharge risk, etc. it adopts the unified measuring standard to all risks - value at risk
銀行全面風險管理是近幾年由國外大銀行發起的銀行風險管理革命。它注重對銀行的信用風險、流動性風險、利率風險、市場風險、操作風險、清償風險等銀行風險從整體上進行管理和衡量。 -
Therefore, to reduce this margin and strength our commercial banks ’ competitive capacity, we should make the thorough research on these approaches. the main object of this dissertation is to enrich our measuring theories of credit risk, analyze the possibility to apply the modern measuring approach in our country and give the proposal towards the application of these approaches
以上是本文研究的主要問題，希望通過對這些問題的回答，豐富和發展我國商業銀行信用風險度量與管理方法，同時對中國商業銀行應用現代信用風險度量方法的可行性作出一個比較客觀的分析，並對引入這些方法的步驟給予建議。 -
Measuring and appraising the market risk of stock open - end fund based on var
的開放式股票型基金市場風險的測量與評價 -
Then, this paper introduce a new method of measuring the risk ? ? cohesive value at risk ( cvar ), which is more logical than the var on optimizing the portfolio according to the characteristic of the stock bargaining market of our country, it constructs a corresponding index of liquidity risk of the stock assert of the open - end fund, and by constructing a optimized model in cvar, the liquidity risk of stock assert of the open - end fund is efficiently controlled
接著，本文引入了一種全新測量風險的方法cvar方法，並且根據我國交易市場的特點構造了相應的開放式基金股票組合的流動性風險指標，通過構造cvar調整的投資組合風險優化模型有效的控制了股票資產組合的流動性風險。本文的研究表明: （ 1 ）開放式基金股票組合的流動性風險具有明顯的尾部風險。 -
Measuring the risk of stock investment based on the aparch model
模型在證券投資風險分析中的應用 -
Supposing the company ' s value satisfies a certain probability distribution, then, we can calculate the company ' s value in the future as well as its connotative undulation basing on the relationship and a certain option pricing formula, which is based on the supposing talked above. further, we can calculate the company ' s expected default frequency. by now, the goal to measuring the company ' s credit risk has realized
如果假設公司價值波動服從某一概率分佈，那麼根據與此概率分佈相對應的期權定價公式，以及股票價格波動率與公司資產價值波動率之間的函數關系，即可求出公司未來某個時點的期望價值及其隱含波動率，並進一步計算出此時點公司違約的概率，由此便實現了對公司信用評級的目的。 -
Many risk measuring techniques appears, such as variance method, p analysis method, duration method. these techniques only can be applied into given financial tools or specific field
在西方，許多風險衡量技術，如標準差、系數、持續期和delta等方法都應運而生，但這些技術都只能適應特定的金融工具或在特定的范圍內使用，難以綜合反映風險承擔情況。 -
Secondly, it discusses the core issues on contingent claims of the risk - return and managerial procedures of risk identifying, measuring, controlling and decision - making. thirdly, it introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, hedge, comprehensive risk management. next, it expatiates the current risk management method which are extensively used in the real world, especially, the applying of var model in our country. finally, on the basis of above, the paper sets forth presentiment and administrative system
第三章首先分析了投資銀行風險管理的內涵、風險管理的目標，闡述了風險管理的軸心-風險和收益的相機抉擇和風險的識別、衡量、控制和決策的管理程序。詳細介紹了資產組合管理理論、資本資產定價理論、套利定價理論、期權定價理論、套期保值理論和綜合風險管理理論等風險管理理論工具。對目前在國內外應用成熟的風險管理方法也作了闡述，特別對var模型在我國的應用進行了探討。 -
This article proceeds with the meaning and classification of the stock investment risk, divides stock investment risk into the systematic risk and unsystematic risk. then discuss the questions of measuring on different stock risks such as individual stock and stock portfolio separately, and apply some measuring methods to stock market of china, attempt to construct the index system of risk measurement standard, and take the corresponding measures to realize the effective control on stock investment risk
本文從證券投資風險的涵義及分類入手，將證券投資風險分為系統性風險和非系統性風險，分別討論單個證券以及組合證券不同性質風險的度量問題，並將一些度量方法應用於中國證券市場進行檢驗，試圖構造風險度量的指標體系，並採取相應措施，以實現對證券投資風險的有效控制。 -
In this chapter, the author analyzes the possibility of carrying out these quantitative models in china and advances several detailed countermeasures to improve the bank ' s ability of measuring credit risk
本章重點探討了西方現代信用風險量化計量模型在中資銀行的可行性分析以及如何構建我國商業銀行的風險量化體系。 -
Application study of value - at - risk methodology for measuring risk in shanghai and shenzhen stock markets
風險估值在滬深股市風險測量中的應用研究 -
In the context of our model, we propose measuring risk as smallest expected weighted loss. thus, the above - mentioned is transformed into one of risk control problems
在這種模型框架下，給出加權最小平均損失來測度風險的標準，於是問題轉化為風險控制問題 -
The aim of this essay is to provide domestic enterprises with some reference of measuring risk magnitude, making strategy and choosing hedging methods. it also suggests some ideas of risk management
文章為我國企業衡量外匯風險水平、制訂管理策略、選擇規避途徑等分析過程提供方法和安全的參考，並提出若干建設性的管理思路。 -
There are five chapters in the article chapter 1. introduction. in this part, fist give the definition of china securities market risk. second introduce the history of techniques of measuring risk
首先討論了風險的定義，並給出了我國證券市場風險的界定，其次介紹了證券市場風險度量技術的演變過程，由此引出var度量方法的產生背景。
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