此法系依据银行之信用评等目标來估计风险资本(capital at risk),管理阶层及股东在可接受之无力清偿风险水准下,决定信用评等目标后,就可得出可接受之违约机率估计3值,并利用选择权订价理論预...
基于879个网页-相关网页
经济资本(Capital at Risk)是相对于监管资本而言的以V盯方 式定义的风险资本要求。如同其他风险管理一样,对于这样的损失,商业银行可以提取相应的经济资本...
基于92个网页-相关网页
...经济资本;损失分布法 [gap=874]Key words] risk management; operational risk; advanced measurement approach; Capital at Risk; Loss Distribution Approach ...
基于56个网页-相关网页
南方网:商业银行市场风险管理指引 pital,RAROC)。按经风险调整的资本收益率是指经预期损失(Expected Loss,EL)和以经济资本(Capital at Risk,CaR)计量的非预期损失( Unexpected Loss,UL)调整后的收益率,其计算公式如下: RAR
基于48个网页-相关网页
Capital at Risk CAR 风险资本
capital-at-risk car 在险资本
capital at risk effect 在险资本效应
capital at risk restriction 资本约束
capital l at risk 风险资本 ; 风险资源
It gives us the opportunity to see successes and, in some cases, failures before we put capital at risk.
我们有机会在风险投资之前预估到可能的成功,在某些情况下也能预估到可能的失败。
Blue Nile adopted a virtual model, in which it provides a shop window for suppliers yet does not put any of its own capital at risk.
蓝色尼罗河采用虚拟模式,它为供应商提供一个虚拟橱窗,而不用冒险投入自己的资金。
They'd build trading desks that traded for clients, of course, but that also put the bank's own capital at risk in proprietary trades.
当然,他们设立了交易柜台替客户进行产权交易,但是,产权交易也给银行自身的资本带来风险。
应用推荐