The biggest flaw of risk-based capital regimes such as the current Basel II, is that they are pro-cyclical.
顺周期性是风险基础资本体制(如当前的《巴塞尔协议II》)最大的缺陷。
The ratings agency said it made the upgrade, "based on the company's strengthened capital position and improved risk profile."
该评级机构称，此番评级调整是基于公司目前稳定强健的资金状况，以及公司在风险预测方面上有所改进的现状做出的。
Abstract: Based on risk aversion, the entrepreneur has to cooperate with the investor when having no capital or only a part.
摘要：风险规避条件下，如果企业家无资本或部分有资本，那么企业家必须与投资者合作；
This paper provides an expression for calculating risk-neutral default probability, which (is based) on state variables of a firm's assets, liabilities and capital structure in a structural approach.
该文给出了在结构方法中基于公司资产、债务和资本结构等状态变量的一个风险中性违约概率计算表达式；
This paper has put forward a credit quality management mode based on risk adjusted return of capital through a beforehand estimate and drawing of risk cost of every credit capital.
通过事前计提每笔信贷资产的风险成本，提出了基于风险调整后的资本收益率的信贷质量管理模式。
However, given the insurance business is based on capital leverage, once tail risk emerges, it gives volatilities on earnings, balance sheet and share prices.
然而，鉴于保险业务基于资本杠杆率，一旦出现尾部风险，就会给收益、资产负债表和股价带来波动。
As a "rule of game" in banking industry, New Basel Capital Accord provides two options for credit risk management for commercial banks-the standardized approach and internal ratings-based approach.
作为国际银行界的“游戏规则”，巴塞尔新资本协议针对信用风险提出的标准法和内部评级法为将来商业银行进行信用风险管理指明了方向。
This paper examines the impact of the risk-based capital requirement on the capital and risk level of large-and-medium-sized commercial banks in China.
本文实证研究了以风险为基础的资本要求对我国大中型银行资本、风险水平变化的影响。
We found out that, the TVOG risk factor in the "C-ROSS" was much lower than the TVOG computed by the Simulation, which may lead to insufficient risk-based capital.
研究发现，我国试行的偿二代规则中tvog因子偏低，存在风险资本金不足的风险。
Finally, based on the economical capital credit risk management methods to design our country commercial bank's credit risk management flow, proposed the credit risk management flow renovation.
最后，依据基于经济资本的信用风险管理方法设计我国商业银行的信用风险管理流程，提出信用风险管理流程再造的具体意见。
Finally, the paper discusses the risk prevention on the side of commercial bank and the government based on the reasons to cause the capital chain rupture.
最后，论文针对企业客户资金链断裂形成的原因，从商业银行自身及外部环境的角度分别给出了企业客户资金链断裂风险防范的措施。
Risk based inspection (RBI) technique is a new management one used in capital integrity in the world. RBI software is the important tool in implementing RBI.
基于风险的检测(RBI)技术是国际上新兴的资产完整性管理技术，RBI软件是实施RBI的重要工具。
Loss Given Default (LGD) is one of the most important parameters within Internal Risk Based approach (IRB) in the New Basel Capital Accord.
违约损失率(LGD)是巴塞尔新资本协议中ir B法中最重要的参数。
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。
The fourth part expounded the commercial bank chooses based on time the economical capital credit risk management necessity, feasible and the concrete introduction management content;
第四部分阐明我国商业银行选择基于经济资本的信用风险管理的必要性、可行性及具体引入时的管理内容；
Risk-Based Capital is a main means of insurance supervision, the dissertation hopes to study it and try to discuss how to use it to supervise the solvency of our life insurance company.
风险资本法是以美国为代表的一些国家对保险公司实行偿付能力监管的主要手段。本文希望通过对风险资本法的研究，探讨如何在我国寿险公司的偿付能力监管中运用风险资本法。
Risk-Based Capital is a main means of insurance supervision, the dissertation hopes to study it and try to discuss how to use it to supervise the solvency of our life insurance company.
风险资本法是以美国为代表的一些国家对保险公司实行偿付能力监管的主要手段。本文希望通过对风险资本法的研究，探讨如何在我国寿险公司的偿付能力监管中运用风险资本法。
应用推荐