Among these measures, the risk-based pricing of deposit insurance is the core and key.
在风险防范措施中,风险定价是重点和核心。
This paper deduces a model for pricing catastrophe risk bond based on the representative agent in the framework of incomplete market.
本文推导了一个不完全市场框架下的基于代表性代理模型基础上的巨灾风险债券定价模型。
The regional based audit pricing with audit risk consideration needs to consider the impacts of regions and risks on auditing pricing.
基于审计风险的区域化审计定价,要求在审计定价中考虑地域差异对审计风险的影响以及审计定价中的风险补偿问题。
Based on this background, this paper takes interest rate pricing of credit card as the research subject, and conducts the system research from the view of credit risk control.
正是基于上述背景,本文以信用卡利率定价为研究主题,从风险控制视角对信用卡利率的定价进行系统研究。
In this paper, the PQ characteristics are discussed, and a PQ service pricing method based on risk management is proposed.
本文在明确电能质量特点的基础上,提出一种基于风险管理的电能质量服务定价方法。
Considering that credit risk and market risk is well correlated, gave the pricing model of credit default swap based on the COX process.
基于信用风险和市场风险密切相关,提出了基于COX过程的信用违约互换定价模型。
Based on margin pricing theory, a new mathematic model is proposed for reactive power pricing taking voltage security risk into account.
基于边际价格理论,提出考虑系统电压安全风险的无功定价数学模型。
Grounded on the integration of the traditional pricing model, it put forward the mortgage loan pricing system based on risk evaluation which circles around the central effect factors.
在分析研究的基础上,针对其主要影响因素,结合现有定价模型,提出基于风险评价的住房贷款定价体系。
From the different attitude of representative investor to downside risk and upside risk, assets pricing models in one period were put forward based on "bear market" and "bull market".
针对代表性投资者对于下跌风险和上升风险的不同态度,推导了基于“熊市”和“牛市”的单期资产定价模型,并运用中国股市数据进行了实证。
The application of competing risk model in the pricing of housing mortgage-backed securities is discussed based on measuring models of prepayment and default.
在阐述提前偿付与违约风险测量模型的基础上,探讨了竞争风险模型在住房抵押贷款证券定价过程中的应用。
In recent years, USA, Canada and other countries have implemented the deposit insurance tariff method which has risk adjustments, the main rating is based on CAMEL pricing method.
近年来,美国、加拿大等国实行风险调整的存款保险费率计算方法,主要评级基于CAMEL定价方法。
This paper establishes a user's willing-to-pay model for pricing road based on risk utility function, which is an application of information economics analysis and risk decision theory.
本文根据不确定性条件下的信息经济分析原理,建立了基于风险效用函数的收费道路使用者支付意愿模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性,利用无套利均衡分析的方法,以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
In the last part of empirical analysis, based on the relationship between risk and return, pricing of noise trader risk is discussed.
在实证分析的最后部分,基于风险补偿与收益率之间的关系,本文探讨了噪声交易者风险的定价问题。
Meanwhile, the New Basel Capital Accord sets higher requirements to commercial Banks' risk management, this paper chose risk-based method for loan pricing.
与此同时,巴塞尔新资本协议给商业银行的风险管理水平提出了更高的要求,因此本文选择了基于风险测量的定价方法进行研究。
Meanwhile, the New Basel Capital Accord sets higher requirements to commercial Banks' risk management, this paper chose risk-based method for loan pricing.
与此同时,巴塞尔新资本协议给商业银行的风险管理水平提出了更高的要求,因此本文选择了基于风险测量的定价方法进行研究。
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