计量金融

计量金融学会联合举办。

Quantitative Finance Society of Singapore recently .

此项安排的主旨是，在研讨会上，在大厅中，在饮水机旁，与一些最杰出的计量金融学者交流创意，该公司一位人士表示。

The arrangement means sharing ideas with some of the most prominent quantitative finance academics in seminars , in the halls and by the watercooler , said a person at the firm .

论述了在我国采用VAR模型计量金融市场风险的必要性和可行性。

It related-the necessity of adopting VAR models to measure the financial market risk in our country .

VaR风险管理技术是一种用来评估和计量金融市场风险的统计学模型和方法，用于测量在概率给定的情况下，金融资产投资组合在下一阶段的最多可能损失。

The value-at-risk ( VaR ) model is a statistical model to estimate and control financial risk , and used to measure the most probable loss on the next deal stage of financial asset portfolio .

表明市场风险导致的损失分布确实具有厚尾分布的特点，因而利用极值理论与VAR计算方法相结合来计量金融银行业的重大损失具有较好的效果。

Showing that the lose distribution rising from market risk have the traits of pinnacle and thick tail , so applying the theory of extreme value to the VAR method is better than the ordinary VAR.

然而，我国会计准则在实际应用中仍存在隐患，因此在文章的结尾处，笔者对金融危机环境下如何完善使用公允价值计量金融资产提出了相应的对策建议。

However , there are still hidden dangers in the application of Chinese accounting standards , hence , regarding the fact that how to use fair value perfectly to measure financial assets , the author puts forward some corresponding countermeasures and suggestions in the end .

金融时间序列数据中波动问题成为了近年来计量与金融工程领域的一个新热点。

Fluctuation has become the focus in measurement and finance engineering .

公允价值计量和金融资产减值相关理论研究

Research on Relevant Theories of Fair Value Measurement and Financial Assets Impairment

间接计量的金融中介服务

Financial intermediation services indirectly measured

金融界指责公允价值计量对金融危机起到了推波助澜的作用。

Bankers think that Fair Value Accounting has played the role of adding fuel to the flames in the crisis .

另外，以公允价值计量衍生金融工具，必然导致未实现损益的出现，而未实现损益的处理和公允价值的确定有可能助长利润操纵的行为。

If financial derivative tools is measured by fair value , which certainly cause unrealized gains or losses that probably encourage profit manipulation .

再次，借助理论分析和案例分析的方法，本文对公允价值计量在金融危机中暴露的缺陷进行了分析。

Thirdly , by using theoretical analysis and case study , this paper investigates the shortcomings of the fair value measurements exposed in financial crisis .

我国对于公允价值的研究起步比较晚，而却大多集中在公允价值计量对金融工具的影响，很少有关注怎样提高公允价值的可靠性问题。

Most of the study focuses on the impact of financial instruments , and few concerns how to improve the reliability of the fair value .

信用风险计量为金融机构提供了一种全方位的信用风险控制机制；为银行和监管部门提供了一个基本的风险标准；

The credit risk measure way supplies a total sides risk control mechanism for financial institutions and also a basic risk standard for bank and supervision .

它揭示了资本市场基本的运行规律，对于市场实践和理论研究都具有重要的意义。CAPM模型是第一个关于金融资产定价的均衡模型，同时也是第一个可以进行计量检验的金融资产定价模型。

It displays the operation rhythm of capital market which is a great significance for both marketability and theory , and CAPM is the first equilibrium model of financial asset pricing .

公允价值计量面临全球金融风暴的考验

Fair Value Measurement Facing the Challenge of Global Financial Storm

试论信用风险计量法在金融机构风险管理中的应用

On the credit risk measure way applies in risk management of financial institutions

公允价值计量及其在金融资产应用的思考

On Fair Value Measurements and the Thoughts of Its Application to the Financial Assets Market

为保持信息质量的有用性，各准则制定机构都把以公允价值计量所有衍生金融工具作为目标。

To keep the information 's quality , all the standard-making institutions try to measure all the derivatives by fair value .

金融风险的发生势必会引起金融动荡，因而研究、计量和控制金融风险便成为重中之重。

Because the occurrence of finance risk must rise finance turbulence , the studying , measuring and controlling the finance risk become vital important .

资本资产定价模型作为现代金融理论的三大基石之一，是第一个关于金融资本资产定价的均衡模型，也是第一个可进行计量检验的金融资产定价模型。

Capital Asset Pricing Model , as one of three foundation of modern finance-theory , is the first balance-model about financial asset pricing , It is also the first model which may take calculation and examination .

本文利用和现代计量理论和金融工程理论，建立商业银行的利率风险度量模型，并运用了分析方法和模拟方法对实际数据进行了风险度量。

The paper establishing the risk measurement model of interest rate of commercial bank using the econometric and financial knowledge . Further more , this paper measure the risk of actual data by the method analysis and simulation .

按照2006年2月15日财政部颁发的《企业会计准则》的有关规定，设计交易性金融资产科目和公允价值变动损益科目，以确认与计量交易性金融资产。

According to corresponding regulations in The Accounting Standards for Enterprises issued on February 15,2006 , the article brings forward two subjects & tradable financial assets and changeable gain or loss of fair value to confirm and compute tradable financial assets .

新准则的最大的特色之一是引入了公允价值计量属性，金融资产、投资性房地产、债务重组、非货币性资产交易等准则中均运用公允价值作为其主要计量手段。

The biggest new feature of the guidelines is the introduction of fair value measurement attributes , financial assets , investment property , debt restructuring , trade and other non-monetary assets are for the use of fair value measurement as its primary means .

随着我国公允价值在新会计准则中的广泛应用，有必要对公允价值在我国的应用前景做出不断全面和进一步的研究，特别是公允价值计量对整个金融系统特别是银行系统的影响。

As the fair value of the new accounting standards in a wider range of applications , it is necessary for the scholars to make full and further research of fair value in China , especially in the entire financial system , particularly the banking system .

本文仅就金融衍生品风险管理理论、金融衍生品风险计量理论和金融期权的基本性质、价格特征、交易规则、定价方法的套期保值功能等问题进行研究，探讨风险投资的最优化理论。

This paper only discusses risk management theory of financial derivatives , risk measure theory of financial derivatives and price method , price feature , trade rule and the basic nature of financial option . At the same time we discuss optimization theory of venture capital investment .

风险管理的核心是对风险的定量计算，即风险度量。VaR方法作为金融风险的计量工具已得到金融界的广泛认可。

T The core of financial risk management is to measure the risk quantitatively .

应坚持公允价值的计量属性对创新金融交易进行计量；

The fair value principle should be insisted to calculate the financial transactions ;

主要研究和教学领域：资产定价，实证金融，计量经济学方法，金融衍生产品市场。

Research and teaching : asset pricing , empirical finance , econometric methods , and derivative markets .

波动率作为金融风险的度量，是风险管理中的重要指标，也是计量经济学和数理金融理论中的一个重要研究方面。

The volatility is a significant standard of the risk management with the measure of the financial risk .