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value-at-risk

网络风险值；风险价值；蒙受风险的价值

value-at-risk

网络释义

value-at-risk

风险值

金融英语 - 金融学考研论坛 ... Valuation 估值 Value-at-risk 风险值 Value added tax 增值税 ...

风险价值

风险价值（value-at-risk）模型是1990年由摩根大通推出的一种计算机模型，凭借这个模型，金融机构能估算其每天可出现的最 …

蒙受风险的价值

商务培训网 ... Value-added service 增值服务 Value-at-risk 风险值；蒙受风险的价值 Valuer 估值师 ...

在险价值

期货在险价值(Value-at-Risk)研究初探详细»回到顶部文档分类我要上传会议社区移动商业工具豆丁书房登录注册论文

风险价值方法

摘要 风险价值方法(Value-at-Risk)是近几年发展起来的用以测量和控制金融风险的量化模型。本文使用VaR模型测量了投资银行 …

风险价值模型

风险价值模型(Value-at-Risk)是近年来发展起来的用于测量和控制金融风险的量化模型。本文提出了计算风险价值的一种新方法…

以风险值

另外以风险值(Value-at-Risk)作为风险衡量的方式也越来越普遍，其中很重要的原因就是风险值(Value-at-Risk)不只可以应用於 …

险价值管理

在市场风险管理过程中，瑞穗集团引入了受险价值管理（Value-at-risk）的方法，根据4大核心子公司各自的业务特点和对利率 …

例句：

Yet a method heavily grounded on those same quantitative and theoretical principles , called Value at Risk, continued to be widely used .

不过，一个严重依赖于相同定量和理论原则的方法还在广泛使用。

Almost as damaging is the hash that banks have made of "value-at-risk" (VAR ) calculations, a measure of the potential losses of a portfolio .

几乎具有同样毁坏性的是银行用 “在险价值 ”（“value-at-risk ”，VAR ）法（一个对投资组合潜在损失的衡量指标）所制造的无用数据。

VaR (Value at Risk for short VaR ) is a common measure of market risk tools, and can be seen as the cornerstone of market risk measurement .

风险价值（ValueatRisk ，简称 VaR ）是度量市场风险的一种普遍使用的工具，可看作是市场风险度量的基石。

But the bank also cut its appetite for speculation again , with daily value at risk falling to $136 m from $161m in the first quarter .

但该行对投机的兴趣也再次减弱，日风险值从一季度时的 1.61亿美元降至 1.36亿美元。

All of the top U. S. banks have reported rising value-at-risk levels , signaling that their biggest trading loss on most days is rising.

美国所有大型银行均公布风险值（value-at-risk ）水平上扬，显示其多数日子最大交易损失升高。

By mandate , many traders have to pare back their positions when high volatility means they are exceeding their value -at-risk limits .

根据相关要求，当较大的市场波动意味着他们即将超出风险值（value-at-risk ）限额时，许多交易员不得不减仓。

Both Goldman 's and Morgan Stanley's value-at-risk numbers, a statistical measure of worst-case-scenario losses, remain high .

高盛和摩根士丹利的风险值（一种评估最坏情况下损失的统计方法）仍然高企。

The main tool for assessing the short-term losses traders are exposed to is value at risk (VAR ).

评估交易员所面临的短期损失的工具是风险价值（VAR ）。

Value-at-Risk (VaR) is a tool widely used by financial institutions to report and measure market risk .

风险值为一衡量市场风险的方法，广受金融机构所采用。

Copula paper studied the theory of value at risk in the portfolio of applications .

论文主要研究了 Copula 理论在投资组合风险价值上的应用。

We measure the freight rate risk by the Value-at-Risk (VaR) approach .

我们衡量的价值运费风险的风险（风险价值）方法。

The fear is that value-at-risk systems force investment firms and banks to offload securities , leading to price falls and further sales .

人们担心风险值体系迫使投资公司和银行能卖掉证券，从而导致价格下跌和更多的抛售。

This greatly increases some banks' value at risk .

这一方法大大地提高了某些银行的风险价值。

Heavy tailed models and estimation of Value-at-Risk for FX.

厚尾模型和汇率的。

Since 1994 Morgan Bank report on the famous 4-15 (four-fifteen report ), the VaR (Value at risk ) posed a great reaction .

但自 1994年摩根银行著名的 4-15 报告（four-fifteenreport ）后，VaR （Valueatrisk ）一词引起了极大的反响。

Risk-weighted assets declined 10 per cent to $139 bn in the second quarter , while daily value at risk also fell .

第二季度，瑞信的风险加权资产减少 10%，至 1390亿美元。日在险价值（DVaR ）也有所下降。

A Combination of Realized Volatility Forecasting Models and Quasi-Monte Carlo Simulation on the Estimation of Value at Risk

结合真实波动性预测模型与准蒙地卡罗仿真法于风险值之研究

Value at risk and its application to the management of power demand prediction

风险价值在电力需求预测管理中的应用

A Study of Value at Risk of Market Risk by Applying Semi-parametric Approach

应用半参数方法计算市场风险的受险价值

Study of the Portfolio Problem on Conditional Value-at-Risk with Multi-Stages Based on Weights

基于权值的多阶段风险值证券组合问题研究

Analysis and application of the asset allocation model with value-at-risk constraint

含风险价值约束资产配置模型的分析与应用

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