非预期损失

非预期损失从数量上看就是VaR超过预期损失的数量。

Unexpected loss in volume terms is part of VaR more than expected loss .

经济资本是指在一定容忍度下商业银行覆盖非预期损失所需要的资本，经济资本管理方法已成为现代商业银行的重要的风险管理手段。

Economic capital ( Economic Capital , EC ) refers to the capital which is used to coverage unexpected loss of loans in the commercial banks under a certain tolerance . Economic capital management has become an important tool of risk management in modern commercial banks .

然而根据VAR理论推算出的个人住房贷款非预期损失却大大超过了4%的配置标准。

Nevertheless , according to the theoretical VAR projected housing loans to individuals of non-expected losses greatly exceeded the4 % of the standard configuration .

这一章的第一节对资本金的非预期损失缓冲器作用进行总结；

The first session of this chapter summarizes the unexpected loss buffer function of capital .

风险是金融机构产生非预期损失的原因，资本金是金融机构的非预期损失缓冲器。

Risk is the causation of unexpected losses , and capital is the buffer of unexpected losses .

资本是在保险人遇到非预期损失时，进行风险抵御维持其偿付能力的坚实后盾。

When encountered with unexpected losses capital is the backup of the insurer to protect them from risks .

金融机构需要对风险进行量化，算出恰当缓冲非预期损失的资本金额度。

For financial enterprises , risk quantifications are needed to calculate the appropriate amount of capital in loss buffering .

目前，我国商业银行还难以准确估算贷款非预期损失。

At present , China 's commercial banks is also difficult to accurately estimate the expected loss of non-lending .

为更好的抵御非预期损失，近年来，商业银行经营中逐步推行经济资本管理。

In order to escape from the non-expected loss , economic capital management has been gradually employed by commercial banks in recent years .

此外，该规划还为政府政策提供预算支持，如弥补食品关税水平降低造成的损失和其它非预期损失。

The GFRP is also providing budget support for government policies , such as offsetting tariff reductions for food and other unexpected costs .

商业银行资本的核心功能是弥补银行经营过程中各种不确定性可能导致的非预期损失。

The core function of commercial banks ' capital is to cover the unexpected loss induced by all kinds of uncertainties during banking operation .

经济资本管理要求银行能够用量化技术比较精确地测算现有资产将来一段时间内的非预期损失大小，并据此衡量业务的风险成本。

Economic capital management requires banks to use quantitative technique to accurately estimate the size of unexpected losses of the existing assets in the future period of time .

经济资本是银行用于抵御业务风险的资本，在数量上等于非预期损失额。

Economic capital is a kind of capital that is used by the bank to resist the business risk and it 's equal to the sum of unexpected loss .

计提适当的操作风险资本金可以确保银行在发生操作风险而导致巨大的非预期损失时，由于有足够的风险资本金而可以将损失降到最小。

The provision of appropriate operational risk capital can ensure that banks in the event of operation risk and lead to huge expected loss , due to sufficient risk capital and to minimize the damage .

非预期损失是指利用统计分析法计算出的对预期损失的偏离，是商业银行难以预见的较大损失，这种损失不能消除。

The unexpected loss can be measured by statistical analysis , and it belongs to deviation of expected loss . It is the unexpected and large loss of commercial bank , such loss cannot be eliminated .

内部评级法建立在测算预期损失和非预期损失的基础上，通过确定贷款准备金规模、配置经济资本，达到控制银行风险的目的。

Based on calculating the expected loss and unexpected loss , the IRB Approach can help the commercial banks to control the risk through identifying the size of loan provision and allocating economic capital and so on .