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- IS Beta Index the Appropriate Risk Measurement? 贝塔系数是风险的正确度量吗?
- Beta risk measurement 贝塔风险系数测定
- Why Market Risk Measurement is Important? 市场危险测量为什么是重要的?
- The Last Frontier To Total Risk Measurement? 衡量全部风险的最后底线?
- As for a complex stock market, the standard deviation and the beta coefficient are not good risk measurements. Instead, the non-linear variable ,H exponent is a good replacement for risk measurement. 在复杂性的分析框架下,我们认为复杂资本市场的风险不能用标准差,贝塔系数衡量,非线性变量H指数是一个较好的代替。
- The paper proposes an improving risk measurement model from DaR and CDaR. 提出了一种改进的DaR、CDaR风险度量模型.
- Hai-Chin Yu , Cheng-Che Tsai, The Impacts of Warrant Issuing on Beta Risk and Trading Volume of Underlying Stocks, Proceedings of International Risk Management Conference, Oct., 2002, Koushoun. 俞海琴、蔡政哲,”认购权证发行前后对标的股票报酬波动、贝他风险与交易量影响之研究”,2002年中国民国风险管理年会暨论文研讨会论文集,高雄,民国九十一年。
- The Basle Accord II encourages the bank to establish IRB and develop risk measurement and management model. 2004年6月,巴塞尔银行监管委员会公布了最终定稿的新协议,在保留银行资产外部评级方式的同时,鼓励大银行建立内部评级体系和开发风险度量模型,允许银行通过内部评级确定风险函数计量加权风险资产。
- Under the background it has weighty operation significance to study operational risk measurement of Chinese banking. 在此背景下本文研究中国的银行操作风险度量问题具有重要的现实意义。
- This thesis studies how to improve credit risk measurement, discusses how to apply a famous advanced model --KMV model in credit evaluation. 本文研究改善我国的信用风险度量的问题,探讨西方的先进模型之一KMV模型在我国信用评估中的应用。
- IT provided powerful technical support for massy calculations which is necessary for risk measurement and pricing and for instant reaction capacity to market opportunities. 所有这些使得支付清算系统不再是传统的业务支持系统,其业务前导性和信息功能日益突出出来。
- Besides, third part describes the credit risk measurement model of foreign banks, and summarizes the excellent experience of their credit risk management under the IRB approach. 除此之外,本文还简略介绍国外商业银行的内部评级法的开发应用情况,并总结了他们的先进经验,找出我国商业银行的不足之处。
- Analyses on enterprise annexing risks is the base for risk measurement and risk control. 摘要企业购并风险分析是风险计量和风险控制的基础。
- Operational risk measurement models, such as Basic Indicator Approach, Standardized Approach, Internal Measurement Approach, Loss Distribution Approach and Extreme Value Theory etc, all have some shortcomings. 摘要操作风险计量模型有基本指标法、标准法、内部衡量法、损失分布法、极端值模型等,各种模型都存在一定的缺陷。
- To ensure the accuracy and credibility of the statistics-based risk measurement model, the securities firm shall proceed with model validation and continuous updating to reflect market conditions. 为确保统计基础衡量法风险模型预测之正确与可信度,应进行模型验证测试,并持续更新,以反应市场状况。
- At plan moment of new production development,discussing some means of risk measuration at focal point. 在新产品开发计划阶段,重点论述了风险量化的几种方法。
- Thus, in practice, using VaR for market risk measure may not be a serious flaw even it is subadditivity violated. 另外,偏态的高低对于风险值是否违反次加性并没有影响。
- The Lower Partial Moment theory of risk measure has unsurpassable advantages than variance theory. 风险的下偏矩计量理论有着均值方差理论不可比拟的优越性。
- This paper introductes how to conduct assets allocation,and makes comparison among various risk measurements. 研究资产配置的基础知识,并就风险度量的方法进行比较分析;
- In this paper, we introduce the theory of KMV model and its credit risk measurement process in detail.We use the iterative algorithm to calculate the asset of listed company and its volatility. 本文详细解释了KMV模型的原理及度量信用风险的过程,同时改进了模型的算法,采用迭代算法计算上市公司资产价值及其波动率;