计算实例表明,凸度缺口模型对于给定的初始值和约束条件,可以较好地减少利率风险的暴露头寸和提高收益;
Calculation case shows that in the given initial value and restraints, convexity gap model can lessen the exposure position of interest rate risk and increase yields.
在计算债券信用风险损失中,可以充分利用评级公司公布的数据来具体的计算出各债券的信用风险值,本文给出这种方法和例子。
In calculating the credit loss of bond, we can efficiently use the data list by the rating company to calculate specifically credit loss of the all bonds. This paper gives the methods and cases.
分析了煤矿重大危险源与事故风险,提出了煤矿危险性概率指数和风险权系数,并给定了参考值和计算公式。
This paper analyzed the major hazards and accident risks. The risk index and power coefficient were presented and referenced value and formula were defined.
针对正态分布的风险值及停止损失保费问题,并给出了一般情形下封闭式集合风险模型的风险值及停止损失保费的计算方法。
Aiming at the risk value of normal distribution and the formula of stop-loss premiums, analytical expressions for risk value and stop-loss premiums of sums of independent random variables are given.
在项目风险分析中提出了综合风险分析值法的概念与计算公式。
It puts forward the concept and the calculation formula of the theorem of comprehensive risk analysis value in project risk analysis.
其次,采用模糊综合评估法分别对风险和效益进行评估,计算出风险评估值和效益评估值。
Secondly, the use of fuzzy comprehensive evaluation is to evaluate the risks and benefits and calculate the value of risk assessment and evaluation of effectiveness.
模型采用实际资产损失值表示信息安全风险值,依据模型所计算的信息安全风险损失值可直接作为企业决策者关于信息安全风险投资决策的依据。
The proposed model USES the real value to measure the loss of security risk, and the result can be used in the information security risk investments decision directly.
该方法以威胁发生可能性和威胁产生后果损失为参数计算安全风险值,采用模糊评判法对参数进行定量计算。
The method used the possibility of thread occurrence and consequence that cause thread as parameters to compute security risk.
该方法以威胁发生可能性和威胁产生后果损失为参数计算安全风险值,采用模糊评判法对参数进行定量计算。
The method used the possibility of thread occurrence and consequence that cause thread as parameters to compute security risk.
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