预期损失

其中关键的预期损失率即是由KMV模型推导计算出的风险报酬率。

It is essential that the expected loss rate is the risk premium derived by KMV model .

基本假设如下：（1）一个最优的投资组合模型，将在所选定的投资持有期以及给定的置信水平下，满足其最大预期损失不会超过VAR；

Principle hypothesizes are as follows : ( 1 ) a best portfolio model will meet that the maximum expected loss will not exceed the restrictive VaR given the holding period and believer level ;

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 .

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 .

在风险评估中，ROI被定义为实现一个或多个对策的投资成本与一个或多个威胁的年预期损失方面的成本节省的比值。

In risk assessment , the ROI is defined as the investment costs of implementing one or more countermeasures against the savings in the annualized loss expectancy of one or more threats .

本文通过对上证指数进行全面系统研究，指出利用稳定分布能够更好地拟合我国股票市场的收益率，并且在稳定分布情况下，利用VaR和预期损失两个指标来度量风险。

On the basis of complete study , the thesis argues that the stable distribution fits the ShangHai Stock Index better . And also , the VaR and the expected shortfall can be used as the risk measurement .

为了将他们的预期损失减到最低，库尔德人决定确保所有的非逊尼派少数族群，例如基督徒、Yazidis和Shabaks，为库尔德人的候选名单投票。

To minimise their expected losses , the Kurds are bent on ensuring that all the non-Sunni minorities , such as the Christians , Yazidis and Shabaks , vote for a Kurdish-led list of candidates .

多支付的价格相当于政府贷款的预期损失。

The overpayment equals the expected loss of the government loan .

预期损失则侧重于捕捉低概率、高破坏性事件的风险。

Expected shortfall focuses on capturing risk from rare but awful events .

预期损失赔偿的悖论及其克服

The Antinomy and Its Solution in Expected Loss Compensation

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 .

公司应确认这1美元的预期损失并作为负债记录。

The company should recognize this $ 1 expected loss and record it as a liability .

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 .

建筑火灾预期损失评估

Expected Building Fire Loss Assessment

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 .

事实上，领导人持续越久的成功，对于失败的预期损失就越高。

In fact , the longer a leader is successful , the higher his or her perceived cost of failure .

采取锁定赔偿额度，以完全预期损失赔偿替代预期损失赔偿可以克服这一悖论。

The antinomy can be overcome by fixing the compensation amount and replacing expected loss compensation with full expected loss compensation .

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 .

在险价值是目前市场风险估值的主流理论，被用来估计市场风险暴露在给定置信度下的最坏的预期损失。

Value at Risk is one of the most popular tools used to estimate the exposure to market risks , and it measures the worst expected loss at a given confidence level .

但这些上市的新股主要是寻求提振资产负债状况以抵御预期损失的中资银行，而非增长迅速的科技公司，后者受到纽约市场的吸引。

But those listings were weighted toward Chinese banks seeking capital to shore up their balance sheets against expected losses , rather than fast-growing tech companies , which were gravitating toward New York .

从而可以看出预期损失没有一般风险不确定性特征，可以当作常规成本处理，不属于风险管理的范围。

Expected losses which can be seen that there is no general risk " uncertainty " feature can be used as a routine cost and does not belong to the area of risk management .

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 .

预期损失是在历史数据的基础上计量的可以提前预知的损失，从数量上讲，预期损失是一个平均值，是在一定期限内由于经营风险而造成的损失的平均数。

The expected loss is the loss can be measured on the basis of historical data and predicted in advance , the expected loss is an average loss due to operational risks within a certain period .

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 .