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- This paper discusses the principle of loss distribution approach, and empirically analyzes operational risk of Chinese commercial banks by means of Monte Carlo method. 摘要讨论损失分布法的基本原理,运用蒙特卡罗模拟对我国商业银行操作风险的经验数据进行了实证分析。
- 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。
- loss distribution approach 损失分布法
- The Framework of Loss Distribution Approaches for Operational Risk In New Basel Accord 新巴塞尔协议操作风险的损失分布法框架
- Chinese academia mainly used aggregate accruals models and frequency distribution approach to study the issue of earnings management. 国内目前主要运用总体应计模型和频率分布方法进行盈余管理研究。
- Earlier in this section, we noted that the tails of the normal distribution approach but never touch the horizontal axis. 本节前面已经指示,正态分布的两个尾端趋近于横轴,但永远不与横轴相交。
- A new certificate status information distribution approach based on client access control is studied by means of the improved Over-Issued CRL model. 应用改进型over-issued CRL模型,提出一个基于客户端访问控制的新方法。
- According to the simulation results, we find that the contract value may be underestimated if the excess of loss distribution is fitted by lognormal. 但若以对数常态分配建构尾部分配,则政府再保契约价值可能低估,反之,若以指数分配建构尾部分配则可能高估。
- The results show that with the increase of camber angle, the symmetry of the loss distribution is less symmetrical and the loss at the hub increases more greatly. 研究结果表明,叶型折转角越大损失分布的对称性越差,根部损失增加明显;
- The SBRC scheme exploits the characteristics of human visual perception and local texture analysis to optimize the information loss distribution and achieves the best rate control. SBRC利用人眼感知特性及局部材质分析来最佳化信息损耗分配及达到最好的比率控制。
- The conclusion is that using new copulas instead of normal copula, the tails of loss distributions will be heavier and scattered. 可以看到,使用不同连接函数使信用组合的损失分布发生较大变化,分布的尾部更厚,集中趋势也降低了。
- I commiserate with you on the loss of your mother. 你母亲逝世,我特向你慰问。
- How can we divert her thoughts from her sad loss? 我们怎样才能使他不再想到她可悲的损失?
- The loss of all his money embitter the old man. 失去全部的钱,使这位老人甚为痛苦。
- The loss of the ball game stir up much feeling. 球赛输了引起了极大的愤慨。
- The ship was wrecked and became a total loss. 船只失事,一切都损失了。
- The insurance company will recompense his loss. 保险公司将赔偿他的损失。
- The distribution of the magazine is 2000. 该杂志的销售量为2000份。
- His death is a lamentable loss of our work. 他的死对我们的工作来说是令人悲痛的损失。
- programming distributed approach [计] 程序设计分布方法
