风险敞口

HarrisPrivateBank首席投资官杰克阿布林（JackAblin）表示：我们的投资组合风险敞口处在18个月来最低水平。

We have our lowest portfolio risk exposure in 18 months , said Jack Ablin , chief investment officer at Harris Private Bank .

在本部分作者对风险敞口和VaR的几种风险计量方法进行介绍，在详细介绍了VaR模型的基础上，给出了一个计量VaR的一个例子。

In this section the authors of several risk exposure and VaR risk measurement models are introduced , the writer gives a measure of an example .

这意味着，基于常规货币政策操作产生的target债权，通常与对国内银行的风险敞口同样可靠。

By implication , a target claim based on regular monetary policy operations should generally be as secure as an exposure to a domestic bank .

这些举措将降低壳牌在面对HenryHub价格（美国基准天然气价格）下跌时所承受的风险敞口。

These moves would reduce its exposure to the depressed price of Henry Hub , the US benchmark .

这家银行在上周五称，该行对希腊债务CDS合约的风险敞口或许高达10亿欧元。

It said on Friday that it could have a 1 billion euro exposure to Greek CDs .

迪拜一些主要银行都在这家陷入困境的国有企业集团存在风险敞口，因此，评级机构标准普尔（StandardPoor's）昨日下调了它们的评级，并警告称，有可能很快将进一步调降评级。

Standard Poor 's , the rating agency , yesterday downgraded a clutch of leading Dubai banks owing to their exposure to the troubled state-owned conglomerate , and warned further demotions could come soon .

高盛称其在aig不存在“实质性风险敞口”，它所持有的是现金抵押贷款和对冲头寸。

Goldman said that it had " no material exposure " to AIG , that it held cash collateral as well as hedged positions .

对于美国金融机构，美联储（fed）应坚决要求董事会讨论和披露他们认为自己公司在交易、头寸、投资和业务上最重大的风险敞口。

For us financial institutions , the Federal Reserve should insist that boards discuss and disclose what they believe to be the most serious exposures of their companies in trades , positions , investments and operations .

高盛在去年9月证实，AIG是其总价近200亿美元的合约的交易对手。但高盛坚称，它在AIG上的风险敞口几乎已得到完全对冲。

In September , Goldman confirmed AIG was a counterparty on close to $ 20bn worth of contracts but insisted its exposures to AIG were almost completely hedged .

如果持有头寸超过实际船舶的风险敞口，许多参与FFA市场的船东们可能面临亏损。

The many shipowners participating in FFA markets could also face losses if their market positions went beyond simply covering the market exposure of their actual ships .

与此相对应的是，对东欧国家风险敞口最大的西方国家是奥地利，其对东欧贷款占该国国内生产总值（GDP）的75%，紧随其后的是瑞典（30%）和希腊（19%）。

Proportionately , the most exposed western nation is Austria , with east European loans of 75 per cent of gross domestic product , followed by Sweden ( 30 per cent ) and Greece ( 19 per cent ) .

但由于这几家央行的资产负债表占到三个地区GDP总额的20%，其信用和利率风险敞口引起的不安，丝毫不亚于瑞士和亚洲各央行所面临的外汇折算风险。

With combined balance sheets of 20 per cent of their collective GDP , however , their credit and interest rate exposures are no less worrisome than the foreign currency translation risks faced by their Swiss and Asian counterparts .

与主权债务价值有关的资产投资者还是可以通过购买主权CDS来对冲掉他们的风险敞口，但是这种免税权适用于哪种财产尚不明确。

Investors in assets that are correlated with the value of sovereign debt will still be allowed to hedge their exposure by buying sovereign CDSs but it is unclear to what assets that exemption applies .

国际金融危机的爆发，特别是美国GE公司因受金融业务风险敞口过大等因素影响而一度濒临困境，产业集团的产融结合模式再度引起社会关注和反思。

The international financial crisis and especially GE Corporation on the verge of bankruptcy due to financial business and other factors , arouses public concern and reflection on the pattern of industrial and financial capital combination again .

里昂证券（CLSA）分析师赖惠娟（JennyLai）表示，鸿海在台式个人电脑销售上的风险敞口，给业绩造成了压力。鸿海去年台式电脑的销售占销售总额的29%。

Jenny Lai , analyst at CLSA , says Hon Hai 's exposure to desktop PC sales , which accounted for 29 per cent of sales last year , has weighed on results .

AIG继续削减向欧洲各银行提供的信用保险，将名义风险敞口降至不到2000亿美元，并表示预计不会为这些合约付费。

The group continued to wind down the credit insurance it provided to European banks to less than $ 200bn in nominal exposure and said it did not expect to make payments on those contracts .

理论上，各国可购买国际货币基金组织（IMF）发行的、与特别提款权（美元所占权重为44%）挂钩的债务，以收窄其对美元的风险敞口。

In theory , countries can purchase liabilities issued by the International Monetary Fund that are linked to the SDR ( of which the dollar has a 44 per cent weighting ) as a way to reduce their exposure to the dollar .

知情人士表示，汇丰银行（HSBC）成为伯纳德•马多夫（BernardMadoff）涉嫌欺诈案中最大的受害者之一，在该投资管理人倒闭的公司中，潜在的风险敞口约为15亿美元。

HSBC has emerged as one the largest victims of Bernard Madoff 's alleged fraud with potential exposure of around $ 1.5bn to the investment manager 's collapsed venture , according to people close to the situation .

花旗集团（Citigroup）周日完成期待已久的580亿美元换股计划后，美国政府将持有这家境况不佳的金融集团34%的股份，对该银行不仅提高了影响力，也提高了风险敞口。

The US government is poised to take a 34 per cent stake in Citigroup , increasing both its exposure to and influence over , the troubled financial group following Sunday 's completion of a long-awaited $ 58bn share offering .

第二，多纳休提出，拥有雷曼风险敞口的买方市场参与者的经历，可能会促使他们成为dtcc和其他清算机构的会员。

Second , Mr Donahue suggests the experience of Buyside market participants with Lehman exposures could lead to them becoming members of DTCC and other clearing houses .

投资者担心Itau和Unibanco及其客户在危机中的风险敞口可能在开始时并不显而易见，两家银行的股票上个月随之大幅下挫。

Shares of Itau and Unibanco plunged last month amid investor concerns that the lenders and their clients may be exposed to the crisis in ways that weren 't obvious at first .

timberwolf在2007年3月上市几个月后价值暴跌，而它推出之时，高盛已经决定减少其在美国住房市场的风险敞口。

Timberwolf plummeted in value months after it was launched in March 2007 , at a time when Goldman had already decided to reduce its exposure to the US housing market .

即便将所有的风险敞口都识别出来，也还是不够的。

It is not enough even that all exposures be identified .

许多当地银行将有许多、许多的风险敞口。

Many local banks will have exposure on many , many levels .

它们还能被用来快速对冲和减少风险敞口。

They can also be used to hedge and reduce exposures swiftly .

它们在融资方面仍然相对容易，而且风险敞口也在可控范围内。

They still fund themselves relatively easily and their exposures are manageable .

或因对主要大宗商品价格波动的风险敞口而倒闭；

or they crash thanks to exposure to major commodity price swings ;

该行最近增加了在意大利的风险敞口。

The bank recently upped its exposure in Italy .

将所有风险敞口记录在资产负债表上。

To have all exposures on the balance sheet .

但近来，他们一直在增加对意大利和法国的风险敞口。

But they have recently been increasing their exposure to Italy and France .