Value at Risk 风险价值 ; 风险值 ; 险价值 ; 在险价值
Conditional Value at Risk 条件风险价值 ; 条件在险价值
Value at Risk VaR 风险价值
conditional value-at-risk 条件风险值 ; 为条件风险价值指标 ; 对条件风险价值 ; 并在条件风险估值
Daily Value at Risk 日在险价值
value-at-risk calculations 风险值计算
Credit Value At Risk 风险值 ; 授信风险值
Value at Risk System 风险价值系统
The fifth part tell about how to measure the credit risk with VAR(value-at-risk)methods. Tell us the definition of VAR and calculation methods about VAR.
第五部分阐述了如何利用VAR(在险价值)方法对信用风险进行测度,告诉我们VAR的定义和VAR的计算方法。
参考来源 - 信用风险的管理模型及测度方法·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
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!
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