风险定价(Risk pricing)是指对风险资产的价格确定,它所反映的是资本资产所带来的未来收益与风险的一种函数关系。建立风险定价体系需考虑经营成本、目标利润率、资金供求关系、市场利率水平、客户风险等因素。
简要来说,较低的利率使金融机构降低风险定价(risk pricing),以此降低整个金融市场对风险的认识;同时,低利率让金融机构愿意在较低的借贷 成本下,提高杠杆比率,造成整个金融市场风险承担...
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定价风险 pricing risk
贷款风险定价 the Pricing of Loan Risk
信用风险定价模型 Credit Risk Pricing Model
重新定价风险 Repricing Risk ; Repdcing Risk
定量风险评价 QRA ; quantitative risk assessment
风险中性定价 risk-neutral pricing
区域定量风险评价 QARA
风险中性定价理论 Risk-Neutral Valuation ; risk neutral pricing theory
信贷风险重新定价 a repricing of credit risk
The loan pricing based on RAROC is a comprehensive risk pricing method.
基于RAROC的贷款定价是一种全面的风险定价方法。
参考来源 - 基于RAROC的我国商业银行贷款定价研究(研究生论文)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。
参考来源 - 存款保险制度风险控制及定价研究The relationship between risk and return on the pricing of risk has been becoming the key parts of modern financial theory.
风险与回报的关系和风险定价成为现代金融理论的核心内容。
参考来源 - 基于VaR模型的中国投资银行市场风险管理研究·2,447,543篇论文数据,部分数据来源于NoteExpress
私人保险公司可能面临一系列新的管制,包括为所有保险申请人提供保险并且禁止根据风险定价保费。
Private insurance would face a host of new regulations, including a requirement to insure all applicants and a prohibition on pricing premiums on the basis of risk.
在此基础上,探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。
After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
Of course, in the venture capital world, the least efficiently priced of all, there's a 43.2% differential between the top quartile and the bottom quartile.
当然在最无法有效定价的风险投资领域,第一和第三个四分位数之间的差距,可以达到43.2%
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