VAR So, people talk about VAR, value at risk, and lots of people try and build VAR systems.
所以,人们总是讨论,即风险收益,而且有很多人试图建立风险收益系统。
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)。
They develop an excessive faith in "value at risk" computer models, which seem to calculate their exposure in soothingly rigorous terms.
他们对“风险价值”电脑模型产生过度的信赖,这些模型似乎以令人释然的严格性计算出了他们的风险敞口。
The major additions I made had to do with certain aspects of financial markets, namely counterparty risk, value at risk, and pricing bubbles.
我额外添加了一些主要与金融市场有关的方面,比如交易双方风险,风险值和定价泡沫。
This suggests that using GH as building block, we may hopefully get some more realistic models in Value at Risk modelling and option pricing.
从而,以GH分布为基本模块构造风险管理模型和金融衍生产品定价公式在理论和实际应用中都将有重要意义。
Those regulators in Basel who are crafting new capital rules, for example, are now more wary about the efficacy models such as "Value at Risk".
例如,巴塞尔那些设计新资本规则的监管者,如今对“风险价值”(Value at Risk)等效验模型更加谨慎了。
Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。
Their "value at risk" models first lulled bankers into a false (and perilous) sense of security, but are now causing the financial system to seize up.
他们的“风险价值”模型一开始令银行家产生一种虚假(和危险)的安全感,但如今正引起金融体系失灵。
We came up with the idea because it was clear that Value at risk would only work during rather dull markets, that is, perversely at times when it almost wasn't important to measure risk!
我们想到这个概念是因为很显然“风险价值”模型只有在市场平稳的时候才起作用,但那几乎是无需测量风险的时期!
In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.
在传统的金融风险度量模型中,基本都是基于正态分布,然后运用方差一协方差法来求解资产组合的风险价值。
Stakeholder value should be enhanced through the dissemination of the knowledge that a company has in place a risk culture that will allow it to identify issues at earlier stages.
一个公司的风险管理文化将能使其在早期识别问题所在,通过使这种意识在公司得到传播,以使股东价值得以提升。
The ability to accept risk and succeed at risky projects is how development teams create value.
接受风险并在有风险的项目中取得成功的能力是开发团队如何创造价值的表现。
The "group" of assets is designed to achieve the growth of value at acceptable levels of risk over the longer term.
资产“组”设计用来完成长期过程中可接受风险级别上的价值增长。
The OpenUP phases focus the team on risk reduction related to the questions to be answered at the end of the phase, while tracking value creation, as shown in Figure 3.
OpenUP阶段使团队关注风险减少相关的问题(这些问题将在该阶段的最后被回答),同时跟踪价值创造,如图3所示。
Given the plunge in share value at the GSEs during the past year, the worry was that their managers might have been tempted to take on more risk in an effort to recover.
考虑到过去一年中gses企业股份的剧烈贬值,人们担心那些经理们可能禁不住诱惑,为了挽回损失而去追逐更高的风险。
So increased business value, faster time to market and risk mitigation - these were the key drivers at that point, and all the time doing more with less, of course.
快速增长的业务,更快的市场反应和风险,这些促使Jeff思考如何事半功倍的做事。
Borrowing in foreign currencies (as Brazil and other Latin American countries had done before the 1980s debt crisis) leaves original sinners at risk of default if their currency loses value.
如果本国货币贬值,那么像巴西和其他拉丁美洲国家上世纪80年代债务危机以前那样借入外汇就会存在债务违约风险。
For corporate officers it's all about protecting the the company and shareholder value, which includes avoiding the risk of litigation at all costs.
对于企业高级人员,这一切都是为了保护公司和股东权益,其中包括不惜一切代价避免诉讼风险。
However, there are situations where risk reduction and immediate value creation are at odds with each other.
然而,有些情况下风险减少和价值创造并不平均。
Across the industry, value-at-risk—a measure of potential losses on a bad trading day—has risen steadily.
整个行业的风险价值(用于计量在某一不利的交易日可能遭受的潜在价值损失)稳步上升。
By contrast, Goldman's value-at-risk number-an imperfect but popular measure of risk appetite-hit a new high in the second quarter.
相比之下,高盛价值风险-不完善,但却很常用的风险偏好指标—第二季度达到新高。
In insurance on any other subject-matter, the insurable value is the amount at the risk of the assured when the policy attaches, plus the charges of insurance.
在其他保险中,保险价值是保险单生效时被保险人处于风险中的金额加上保险费用。
In insurance on any other subject-matter, the insurable value is the amount at the risk of the assured when the policy attaches, plus the charges of insurance.
在其他保险中,保险价值是保险单生效时被保险人处于风险中的金额加上保险费用。
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