Measuring Risk(风险计量) Two primary factors in most decisions: (1) Risk: how likely is it that something will happen?
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1.4.1参数模型 波动是市场风险的来源,JP.Morgan提出的RiskMetrics(风险计量)和GARCH 模型很好地描述了金融资产收益率的波动,其中Engle(1982)提出的ARCH和 Bollerslev(1986)的GARCH模型成功地解决了金融...
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风险计量模型 risk measure model ; risk measurement model
新风险计量指标 new risk measure index
估计市场风险计量 Estimating Market Risk Measures
评估风险计量的质量 Assessing the quality of Risk Measures
计量风险管理 Quantitative Risk Management
等风险估计量 constant risk estimator
等风险贝氏估计量 Bayes estimator of constant risk
最小风险等变异估计量 minimum risk equivariant estimator
With New Basel Accord put in practice and the development of risk measuring technologies, risk management develops increasingly all over the world.
在国际上,随着巴塞尔新资本协议的实行、风险计量技术的进步,风险管理也日益发展。
参考来源 - 中国商业银行风险管理制度设计The main work includes following several parts:Firstly, taking conditional value at risk(CVaR) as risk measure index, measuring value at risk of futures.
文章的主要工作表现在以下几个方面:第一,以条件风险价值(CVaR)为风险计量指标,测定期货风险的价值。
参考来源 - 期货交易风险管理决策模型研究With credit operations types becoming more and more complex, in order to reflect and deal with credit risk well and truly, both the banks themselves and the supervision authorities need more effective credit risk computation and management technologies.
随着银行信贷业务品种日趋复杂,为了真实、准确地反映和应对银行信用风险,无论银行自身还是监管当局,都对信用风险计量和管理技术日益提出更高的要求。
参考来源 - 信用衍生产品在中国商业银行信用风险管理中的应用研究As the risk measuring and decision-making of managing exchange risk is the important process of risk management, the method of value-at-risk is particular discussed in chapter four.
风险计量和风险管理方法的决策是风险管理的重要环节。
参考来源 - 我国商业银行外汇风险管理研究·2,447,543篇论文数据,部分数据来源于NoteExpress
商业银行应该加强深化风险计量的广度与精度。
Commercial Banks should strengthen their risk-measurement to deepen the breadth and precision.
模糊环境中,给出基于模糊点估计的操作风险计量模型。
Similarily, a measuring model based on fuzzy point estimation is given in fuzzy environment.
现代风险导向审计模式的核心环节是风险计量模型的设计。
The core segment of modern risk-oriented audit model is the designing of risk measuring model.
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