银行必须以长期之历史资料为基础，将风险 依重要风险成分(risk components)具体加以量 化，亦即估计每一等级或区隔所对应之「违约 机率PD、「违约损失率LGD与「违约暴险 额EAD之具体数值。
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Components of Enterprise Risk Management 企业风险管理的构成要素
The risk and return components of the efficient frontier are computed for a specific time period, usually one year.
FORBES: The Efficient Frontier
The measure supposedly captures all components of market risk, including changes in inflation, interest rates, currencies and commodities.
FORBES: Magazine Article
In theory, these bets promised large profits at little risk: MF Global revealed the basic components of its European bet in May, prompting no evident concern in markets.
ECONOMIST: An old hand on Wall Street is crushed by a bet on Europe
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