这个计量方法可独有地应用于增量风险资本范围外的头寸，所以不会取代增量风险资本模型，而只是作为补充。
This measure does not replace IRC but is complementary as it exclusively applies to positions outside the IRC scope.
鉴于韩国和欧洲最近先后发生的一系列负面事件，本文主要讨论主权风险。主权风险是CTCapital公司的权益资本成本模型的一个重要组成部分。
Given recent events in Korea and Europe, this article discusses sovereign risk, an important component of CT capital's cost of equity capital model.
新巴塞尔资本协议将信用风险作为重中之重，鼓励商业银行建立以工程化的内部评级模型。
In the New Basel Capital Accord credit risk has been listed the first important item, encouraging commercial Banks to build an engineering IRB model.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
本文利用统计学原理与风险决策分析方法，提出了资本结构决策新的方差分析方法和矩阵模型。
According to the principles of statistics and risk decision analysis approach, this paper presents a new variance analysis method and a matrix model for capital structure decision-making.
在国际金融监管越来越重视节约成本、提高效率的大趋势下，银行资本充足率管理方式正在从利用库克比率向利用银行内部风险管理模型CAR转变。
Under this trend, the supervisory model of banking capital adequacy rate is transforming from making use of Cooke Ratio to making use of CAR the internal model of bank risk management.
首先从MM模型以及修正的MM模型入手，以时间价值为基础建立反映资本结构与财务风险的企业价值基本模型。
First, through the MM model and adjusted MM model, a fundamental firm value model is set to reflect capital structure and financial risk on the basis of time value.
例如，巴塞尔那些设计新资本规则的监管者，如今对“风险价值”(ValueatRisk)等效验模型更加谨慎了。
Those regulators in Basel who are crafting new capital rules, for example, are now more wary about the efficacy models such as "Value at Risk".
由于资本资产定价模型不能运用，本论文接着试图通过找到一个适用于我国的度量系统风险的有效指标的方法来计算资本成本。
Since the CAPM model can't be used, the paper then tries to determine capital cost by find out an appropriate index to measure the risk of system of our country.
经典资本资产定价模型只是通过预测一国内部的系统风险，来预测金融资产的未来收益。
Classical CAPM is just used to forecast the future return of financial assets by assessing systematical risk in one country.
本文尝试将CPV模型原理应用于信用评级，力求更加精准地度量信用风险价值和银行监管资本充足率。
In this paper, CPV model will be used for credit rating so as to measure the credit risk and Banks' regulatory capital adequacy rate more accurately.
该风险量化模型考虑到多种风险的组合效应，把复杂的网络安全风险量化为资本价值损失。
This risk quantification model considers the combined effect of various risk and quantify the risk to the loss of capital value.
借鉴FR早期风险预警模型的研究方法，建立适用于预测我国资本流动脆弱性风险的预警系统。
With the help of FR early risk alert model, this paper builds a risk alert model for forecasting Chinese capital flow.
采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验，研究了股票组合和单支股票收益率与系统风险的关系，并分析了个股风险构成。
The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.
这与经典资本资产定价模型相冲突，对资本资产定价模型的进一步回归检验表明，证券资产平均收益率也仅与总风险相关。
This runs counter to the classical capital assets price model. A further regressive test on the classical capital assets price model also shows that the average relates only to total risk.
该模型运用先进的数量技术 ，定量地分析了商业银行的风险程度 ，为商业银行度量风险并相应地配置风险资本金给出了明确的依据。
These models provide evidence to the commercial banks for their risk measurement and risk capital preparation by analyzing the risks of them.
我国证券市场的风险收益具有以下特征：（1）资本资产定价模型所揭示的风险收益关系在我国股市并不显著。
The risk premiums in our securities market have characteristics as such: (1) not notably consistent with the assets-pricing models;
我国证券市场的风险收益具有以下特征：（1）资本资产定价模型所揭示的风险收益关系在我国股市并不显著。
The risk premiums in our securities market have characteristics as such: (1) not notably consistent with the assets-pricing models;
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