金融风险管理

Var模型与我国的金融风险管理

The Var Model and the Chinese Financial Risk Management

ValueAtRisk（VaR）是世界上最先进的金融风险管理技术，也是国际上流行的风险管理新标准。

Value at Risk ( VaR ) is the most advanced financial risk management technology in the world , and is also a new popular standards on the international risk management .

目前，VaR已经成为金融风险管理系统的奠基石。

And it has become the foundation of financial risk measurement system up to now .

VaR（ValueAtRisk）或称风险价值法是近年来新出现的金融风险管理工具，是一种利用统计思想对金融风险进行估值的方法。

VaR ( Value at Risk ) is a newly appeared financial risk management tool in recent years , which is a method that uses statistic thought to evaluate the financial risk .

由于VaR在量化风险和动态监管方面具有独特优势，目前已成为金融风险管理的主流方法。

Because VaR has unique advantage in quantifying risk and dynamic supervision , so it has become principal method in finance risk management .

风险价值（简称VaR）是目前国际金融风险管理领域广泛使用的工具，也是度量金融风险的一种新的技术标准。

VaR is a widely-applied tool in the international financial risk management area , and it is also a new technical standard for measuring financial risk .

VaR方法是近年来兴起的一种新的金融风险管理工具，目前已被各大银行、公司、金融监管机构作为最主要的金融风险管理方法之一。

VaR is a new method of financial risk management and , now it becomes the main risk management tool by many banks , companies and financial management organization .

风险价值（VaR）是进行金融风险管理的一种工具，它通常用来决定资本充足率。

Risk value ( VaR ) is a kind of tool to carry on the finance risk management . It is used to decide the sufficiency rate of capital .

目前，在各种风险管理方法中，VaR方法以其简洁明了和易于理解而受到越来越多的市场管理者和投资者的欢迎，并逐步成为现代金融风险管理的理论基础和国际标准。

As its clear and easy to understand , it is welcomed by growing numbers of market regulators and investors , and it has become the international standards of modern financial risk management .

风险价值VaR（ValueAtRisk）在金融风险管理中具有很重要的应用，是一种现代国际上流行的市场风险度量方法。

VaR ( Value at Risk ) has important applications in finance risk management , it is a popular market risk measurement tool in the international world . Generally , the methods to calculate VaR are parametric methods , non-parametric methods and semi-parametric methods .

因此，如果能采用VaR这种世界范围内认可和普及的金融风险管理方法，一定能够大大提高我国金融机构自身抵御外来风险的水平。

If we could use this approach of financial risk management & VaR , which authorizes and popularizes in the whole world , the risk resistant ability of our financial institutions will improve definitely .

VaR是风险估值模型（ValueAtRisk）的简称，是近年来国外兴起的一种金融风险管理工具，旨在估计给定金融产品或组合在未来资产价格波动下可能的或潜在的损失。

VaR is the abbreviation of Value at Risk . It 's a brand new tool of Finance Risk Management rising from West Country and is used to estimate the possible and potential loss of appointed financial products or portfolio according to the fluctuation of prices .

本文分析了金融风险管理信息系统的基本要求，探讨了金融风险管理系统的高性能计算解决方案，给出了用蒙特卡罗模拟法计算风险价值（ValueAtRisk，VaR）的分布式并行算法。

This paper analyzes the basic demand of financial risk management information system , discusses solution for the high performance computing in financial risk management information system , and provides the distributed parallel algorithm to compute the value at risk ( VaR ) with the simulation of Monte Carlo .

金融风险管理是继Markowitz均值方差组合投资理论和Black-Scholes期权定价理论之后金融学历史上的第三次革命，这一领域在近年来发展迅速，形成了一套较为完整的理论体系。

Financial risk management has been advocated as the third major revolution during the history of finance , following the Markowitz portfolio theory and the Black-Scholes option pricing theory . In recent decades , we have witnessed explosive developments of this field .

嵌入群体心理的行为金融风险管理理论及其实证研究

Research on Risk Management in Behavior Finance with Crowd Psychology Embedded

并逐渐成为金融风险管理的国际标准。

It is becoming the financial risk management of international standard .

中国企业国际化金融风险管理能力评价

Appraisal of Chinese Enterprise 's Managerial Ability of Internationalized Financial Risks

银行信贷与房地产金融风险管理研究

The Research on Bank Credit and Financial Risks Management of Real Estate

物流金融风险管理体系及评价方法研究

The Evaluating Index and Risk Management System of Logistics Finance

金融风险管理中随机性与模糊性简评

Comment on Random and Fuzzy Character in Financial Risk Management

金融风险管理理论和方法的演变及其借鉴意义

The Theoretical and Methodological Evolution of Financial Risk Management and Its Significance

金融风险管理：理论与技术的变迁和发展

Financial Risk Management : the Variance and Development of Theory and Technology

金融风险管理的演进：动因、影响及启示

The Evolution of Finance Risk Measurement : Incentives , Influence and Implications

在金融风险管理中，投资者常常采用不同时间间隔的交易数据来估算资产的风险。

In financial risk management , risk is assessed at different horizons .

然后侧重于对极值理论在金融风险管理领域的应用进行阐述，描述了其基本的分析和应用框架。

Then focusing on the area of financial risk management .

中化集团三大金融风险管理问题研究

Research of Three Financial Risks Management in Sinochem Group

金融风险管理是金融工程的核心。

Financial risk regulation is the core of it .

再次，要健全金融风险管理体系。

Thirdly , enhance financial risk management system .

非参数方法在金融风险管理模型中的应用

The Application of Nonparametric Method in VAR Model

第2章阐述了金融风险管理的理论与度量方法。

The second chapter sets forth theory and metric method of finance risk management .