金融市场产品的连续立异,催生了年夜量新的风险办理表面与方法,如评估资产风险的风险代价方法(var-value at risk)已在银行、证券等金融机构年夜量地运用,如风险本钱表面(rbc-risk based capital)也进入到了一些国度保险监禁实践之中,多情境...
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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)。
Angry at being reined in by its powerful risk managers, traders dubbed them the "VAR police", a reference to the value-at-risk models they used to measure how much was on the line.
交易部门对于被权力大的风险管理部门控制很生气,它们给它们起了绰号“风险估价警察”。风险估价模式是他们用以测量有多少资产处于风险中的模型。
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