风险保证金

对于大企业在套期保值中如何合理有效的降低其风险保证金使用成本的问题。

The last is how to effective reduce the cost of the risk margin .

基于极值谱风险测度的动态保证金水平设定

Setting up of Dynamic Margin of Futures Based on Spectral Risk Measurement of Extreme Value

作为期货市场最重要的风险控制制度的保证金制度，笔者对国内外保证金制度进行了综合比较。

Margining system is the most important part of futures market as a risk control system .

为此，通过建立流动性风险调整后的保证金优化设置模型，使所设置的保证金水平能够涵盖整个期货市场的价格风险与流动性风险。

The empirical results show that the difference of liquidity risks of different futures is significant , the improved margin levels can cover price and liquidity risks of the futures market .

第四章建立了弹性系数模型对供应链信用风险的传导问题进行分析，主要反映了供应链信用风险传导过程中保证金，价格，利润分配在风险传导中的影响。

The fourth chapter analyzed the transmission problems of supply chain credit risk through building elasticity coefficient model , mostly reflected the influence of caution money , price , profit distribution in the transmission process of supply chain credit risk .