什么是价格风险的措施?
It gives true downside risk measure if the model is correct.
如果模型是正确的,它就可以给出真实的下侧风险测度。
The choice of the risk measure is related to the economy condition.
至于具体选择哪一种测度,则应视特殊的经济情况而定。
Therefore, the paper has simultaneously considered these two risk measure methods, and has carried on the comparison in the empirical analysis.
因此,本论文同时考虑了这两种风险度量方法,并在实证分析中进行了比较。
Sufficient conditions for optimality of reinsurance contract are given for arbitrary risk measure within the restricted class of admissible contracts.
在一个限制条件函数类中,给出了在较为一般的风险测量函数下,最优再保险函数的充分条件。
This paper, on the based introduction of these risk measure methods, analyzes their advantage and disadvantage, and provides some advice to perfect risk measure.
本文在对其简单介绍的基础上,着重评述了各自的优劣,并为更完善风险测度的研究,提出了供参考的建议。
Discussed in the second chapter are the advantages and disadvantages of the several existing risk measure models which base on the underneath (negative) deviation.
第二章论述了现有的几种主要的基于下(负)偏差的风险度量模型的优点和不足。
This paper reviews the historical method of risk measure, point out their limitation, supply a way to recompose it and a new index of risk measure-synthesis risk deviation.
本文回顾了历史上使用过的风险度量方法,并指出了它们的局限性,同时本文提出了修改的构想和一个新的风险度量标准——综合风险偏差。
Hope project in follow-up develops and play a role in guiding, consult, Take precautions against, control the risk measure to try hard to realize that project value is maximized.
希望对后续的项目开发能起到指导、参考的作用,采取防范、控制风险措施力图实现项目价值最大化。
When surveyors sight the summit, there is a risk they might not all measure the same point.
当测量员们看到山顶时,他们可能无法测量到同一个点。
Valve at Risk is unable to measure the risk exactly and lack of subadditive.
基于风险价值不能准确度量风险以及缺乏次可加性。
If we accept that corporate networks can't be secure as long as the applications running on those networks have an unknown risk profile, it behooves us to learn how to measure and manage that risk.
如果我们接受只要应用程序运行在那些存在未知风险的网络上,公共网络就不可能是安全的这一事实的话,那么我们就应该了解如何测量和管理这些风险。
If the fiasco of structured finance has taught us one thing, it is that risk is not adequately captured by one simple measure.
如果说结构化金融产品的完全失败教会了我们一件事的话,那就是不可能用单一的计量方法来测度风险。
Next, measure the level of business risk associated with your assets according to your security policies.
接下来,根据您的安全策略,度量与您的资产相关的业务风险级别。
Rather than step up their own risk management over the past two decades, too many bankers used weak regulatory capital guidelines as the way to measure risk.
过去二十年里,太多银行家们并没有强化自身的风险管理,而是将低标准的监管资本金条例作为衡量风险的尺度。
It is necessary to consider geoengineering - artificially modifying the planet's climate - as another potential measure to reduce the risk of catastrophe.
有必要考虑把地球工程-人工调节地球气候-作为另一个潜在的措施以减少灾难风险。
Doctors often assess a patient's risk of coronary artery disease by looking at their body mass index - a measure that takes into account someone's weight and height.
医生通常会评估身体质量以测量病人罹患换冠心病的风险,这样的一种测量方法需要参考病人的体重和身高。
This number is used to rank the risks, and to measure the decrease in overall project risk.
数字用来划分风险等级的,并用于给整个项目风险的降低以度量。
Another way of looking at credit risk is by comparing the LIBOR spread with the premiums charged on Banks' credit-default swaps (CDSs), which measure the risk of default.
另一个观察信用风险的途径:比较伦敦同业拆借率较银行信用违约互换升水的情况,信用违约互换是衡量违约的工具。
We came up with the idea because it was clear that Value at risk would only work during rather dull markets, that is, perversely at times when it almost wasn't important to measure risk!
我们想到这个概念是因为很显然“风险价值”模型只有在市场平稳的时候才起作用,但那几乎是无需测量风险的时期!
The NYU authors reckon that the critical thing to measure is not size but how closely connected an individual firm's risk is to the rest of the financial sector.
纽约大学的作者们认为批判性思维不是用来衡量规模而是用来衡量一个公司的风险与其他的财政部门是如何紧密相连的。
Attempts to measure risk more rigorously are also welcome.
更严密地衡量风险的尝试也会受到欢迎。
The risk management goal is to measure and control risks so that risks can be mitigated to a specified acceptable level.
风险管理目标是度量并控制风险,使风险减小到指定的可接受的级别。
A multiple choice exam with formula scoring design is not supposed to measure risk attitudes of test takers.
一个有着“格式分数”设计的选择题考试不应该是用来测试应试者敢于冒险的态度的。
Isoniazid preventive therapy is recommended as a health-preserving measure for HIV-infected persons at risk of TB, as well as for those with latent TB infection.
对于有感染结核病风险的HIV病毒感染者和潜在的结核病感染者,通常建议使用异烟肼预防治疗法,以保护健康。
Another measure of trust, or lack of it, the index of the "counterparty" risk that derivatives dealers pose, is creeping back towards its March peak.
信任度或者信任缺失度的另一个指标“对手风险”缓慢回到三月份的峰值,该指标由衍生品买卖者提交的数据制成。
Morgan Stanley, based on one measure, boosted its risk-taking in the third quarter, even as rivals like Goldman reined in risk.
摩根士丹利采取措施,在第三季度加大高风险业务,然而其劲敌高盛却勒紧缰绳。
Both Deutsche and Barclays argue that looking at overall leverage is a poor measure of risk, in part because many of the derivatives they own cancel each other out.
德意志银行和巴克莱银行都认为只关注整体的杠杆是不成熟的衡量手段,一部分的原因是这两家银行拥有的许多衍生品是可以互相对冲的。
Both Deutsche and Barclays argue that looking at overall leverage is a poor measure of risk, in part because many of the derivatives they own cancel each other out.
德意志银行和巴克莱银行都认为只关注整体的杠杆是不成熟的衡量手段,一部分的原因是这两家银行拥有的许多衍生品是可以互相对冲的。
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