var measurement 中文意思是什麼

This paper, using for reference of international vulgate class of risks, meanwhile considering domestic practical situation, presents risks early warning index system ; this paper, adopting the methods of quantitative analysis, presents the model of risks early warning system ; this paper measures the market risks of trust investment companies with widely used var method. at the same time, this paper establishes the base of risks early warning model by combining such method and other risk measurement into risk measurement model

本文充分考慮了我國的實際情況，同時考慮了國際上通行的風險分類方法，建立了風險預警指標體系；採用風險定量分析和定性風險指標的量化評估等方法建立了風險預警系統的模型；借鑒國際上使用比較度的var風險價值量法來對信託投資公司的市場風險進行度量，並將風險價值量和其他風險指標採用風險度的方法融入到風險評估模型中，為建立風險預警模型奠定了基礎。

The measurement of numerical taxonomy was applied to study the morphological variations of cerasus subhirtella var. ascendens in different populations between fujian wuyi mountain and jiangsu baohua mountain

摘要利用數量分類學手段對福建武夷山和江蘇寶華山不同居群野生早櫻形態特徵進行了比較研究。

Secondly, this dissertation introduces the operation principles of kmv and creditmetrics models, and emphatically probes into how the models to measure credit risk of assets portfolio, and analyses the applications in credit asset pricing, the investment decision based on var and the supervision by using internal credit risk measurement models, and advances creditmetrics model based on conditions of china ' s commercial banks, and studies fundamental conditions, limited conditions, and how to use moutun ' s pricing model testing results of creditmetrics model

接著對kmv模型和creditmetrics模型的運作原理進行了介紹，並重點探討了模型是如何對信用資產組合的信用風險進行度量，以及對信用資產定價、基於受險價值的投資決策以及利用內部信用風險度量模型進行監管等方面作了分析，提出基於我國商業銀行信用風險實際的creditmetrics模型，分析了該模型運用的基本條件和限制條件以及如何使用默頓定價模型對creditmetrics模型分析結果進行檢驗。

Secondly, this thesis evaluates some main theories and method about market risk measurement. such as mean - variance criterion of markowitz and risk decentralization principal, single - factor model, multifactor model, down - risk model, black - scholes model and var model based on the calculation of loss. it also discusses the suitable conditions and defects of every theory and method, and think that var is a more perfect method for risk measurement by comparison

其次，評價了有關市場風險度量的一些主要理論和方法，如markowitz的均值?方差準則和風險分散原則、 capm模型和風險的市場因素模型、單因素模型、多因素模型、 downside - risk 、期權定價理論和現代基於損失計量風險的var等風險度量理論，並討論了各種風險度量方法的具體適用條件及相應的缺陷。

We found that var is not a suitable risk measurement under the coherent frame. we pointed out the shortcomings of the var by case examples

研究發現在一致性框架下，由於var不滿足次可加性的條件，從而導致它並非是適當的風險測度方法。

In this paper, var, the mainstream model of market risk measurement is introduced

.而對於市場風險積累程度的量化揭示正是var的主要任務。

Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions

通過研究分析，本文主要得出如下結論： （ 1 ）傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例，與均值? ?方差模型中的方差風險度量方法相比， var風險管理模型能夠更全面、更貼切地衡量資產組合的風險，且基於此模型能夠更有效地進行資產配置決策； （ 2 ） var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求，有助於整體風險管理效率的提高； （ 3 ）基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績，從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準； （ 4 ）國內證券市場資產組合收益率服從正態分佈的假設明顯不成立，實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差，由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型，因此，均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差，而半參數var風險管理模型則能夠取得較好的預測衡量效果； （ 5 ） var風險管理模型符合未來金融風險管理的發展趨勢，基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系，並進行金融監管，將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。

On the basis of the comparison and analysis of general var methods in the process of computing the var of shanghai composite index, this paper seeks to create a model of more accuracy and practical guidance to the var measurement of shanghai complex index

比較、分析目前常用的var計算方法計算上證綜合指數的var的基礎上，尋求建立使上證綜合指數的var度量更加準確、更具有實踐指導意義模型。

Chapter 3 introduces the basic models and algorithms of prevail used risk measurement method - value at risk ( var ). also back - tests of the models are checked and comparisons between them are investigated. then chapter 3 provides evidences from china ' s stock market that estimating functions model and garch - m model are fitted and verified respectively

第三章詳細地介紹當今已有的各種var估計模型的方法、發展動態以及back - test檢驗，並比較了其優缺點，同時指出其各自的適用范圍，重點應用估計函數模型和garch - m模型對我國股票收益率數據進行實證分析和模型檢驗。

From the inter management of a security company, this paper is going to analyze the process of the risk management ( risk identification, risk measurement and risk controlment ) based on the current situation of the chinese stocks market and var

本文從券商的內部管理出發，以var方法為主線，結合中國證券市場的實際情況，對券商風險管理的過程（風險識別，風險測量和風險控制）進行了分析。

The concept of var is very simple, but the measurement method is a challenged item in statistics

Var的概念簡單，然而它的度量卻是一個具有挑戰性的統計問題。