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。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。
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！
Our studies indicate that the model based on the generalized hyperbolic distributions can present more realistic Value-at-Risk estimates.
实证结果表明，基于广义双曲线分布的方法得到了较好的预测结果。
For now, at the project level, we include some guidelines that may be useful to help manage risk and optimize added value.
现在，我们在项目级别纳入了一些有助于管理风险和充分利用附加价值的准则。
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。
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。
Objective To evaluate the clinical value of prophylactic treatment and nursing care in patients at high risk for developing lower extremity deep veins thrombosis.
目的评价对具有下肢深静脉血栓形成的高危因素患者进行恰当的预防性治疗与护理的临床意义。
The contributory value of the cargo shall be computed on the basis of the CIF values, less the amount of loss or damage not allowable in general average and the freight at the risk of the carrier.
货物分摊价值，按照货物的到岸价格，减除不属于共同海损的损失金额和承运人承担风险的运费计算。
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。
Aiming at the risk value of normal distribution and the formula of stop-loss premiums, analytical expressions for risk value and stop-loss premiums of sums of independent random variables are given.
针对正态分布的风险值及停止损失保费问题，并给出了一般情形下封闭式集合风险模型的风险值及停止损失保费的计算方法。
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。
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。
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。
Still, the risk on many investors' minds is that the new team may be pushed into issuing shares at a deep discount to its book value.
即便如此，众投资者心里担忧挂念的是，新领导团队或许会通过大幅打折来发行低于账面价值的股票。
The value at the time of discharge shall include the cost of insurance and freight except insofar as such freight is at the risk of interests other than the cargo.
货物在卸货时的价值应包括保险费和运费，但不由货方承担风险的运费除外。
Information disclosure of revenue-related and risk-related at the same time is an important part in providing useful information of fair value for economic decision-making.
而同时披露收益的相关性和风险的相关性这两方面的信息是提升公允价值信息决策有用性的重要一环。
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。
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。
At this point, the Banks pay more attention to capital management and value management, capital and risk assets to match a commercial bank risk management, the core issue.
此时，银行更加注重的是资本管理和价值管理，资本和风险资产的匹配成为商业银行风险管理的核心问题。
Though of great value in avoiding risk of electricity market price soaring, yet no systematic theory and method have been achieved in price cap setting at present.
发电申报最高限价有助于防范电价飞升带来的市场风险，但目前并没有设置市场限价的系统理论和方法。
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。
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。
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。
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）。
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）。
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