风险值

嘉能可告诉其ipo承销团背后的九家银行，它对风险值设置了1亿美元的上限，但又补充称，至少自2008年1月份以来，它从未超过这个限额。

Glencore told the nine banks behind its IPO syndicate that it had a $ 100m limit on VaR , but added that it had not exceeded that limit since at least January 2008 .

风险值法在金融机构信用风险管理中的运用

VaR and its application to the credit risk management

风险值（VaR）与压力测试都是衡量金融资产价格波动风险的重要工具。

Both Value-at-Risk and stress testing loss are important measures for the financial market risk .

市场风险值VaR的算法与应用

VaR Computation and Application in Market Risk

每日风险值（var）是用以衡量潜在亏损的常见行业标准。

Daily value-at-risk ( VaR ) is a common industry yardstick used to measure potential losses .

结果表明，三裂叶豚草的危险性综合评价的风险值R为2.18，属于高风险外来有害生物。

The results showed that its comprehensive estimation risk value was 2.18 , which suggested that it belonged to high risk exotic harmful organism .

风险值VaR的极值估计

Extreme Value Estimation of Value-at-Risk

证券投资风险值VaR的度量与组合优化研究

The Measurement of the Stock - jobbing Value at Risk and Its Study of the Combining Optimization

利用VaR方法对所持有资产风险值的评估和计量，及时调整投资组合，可以分散和规避风险，提高资产营运质量和运作效率。

Investors can use VaR method to asses and calculate the risk exposure of their assets before they adjust their investment portfolio .

基于Copula方法深圳A股、B股投资组合风险值实证分析

A Demonstration of the Portfolio Value-at-risk for Share A Bin Shenzhen by a Copula Based Approach

VaR（风险值）模型分析说明，支出增长预期对未来消费变化的影响仅次于可支配收入因素，但要强于预防性动机对消费的影响。

The VAR model illustrates that the expectation of expenditure is only second to disposable income on consumption , but is superior to the precautionary motive .

采用适当的统计方法来估计广义Pareto的分布参数，对于计算基于极值理论的风险值（VaR）具有重要的理论和现实意义。

It is very important to adopt appropriate statistical methods for estimating the parameters of Pareto distribution before calculating VaR based on the extreme value theory .

在定量方面，运用风险值（Value-at-Risk，VaR）技术对中航油（新加坡）事件中的市场风险做了实证估算用以说明中航油在决策上的大胆与草率。

From quantitative aspect , we apply the Value-at-Risk ( VaR ) technique to estimate empirically the market risk of the CAO incident by different models .

通过实证分析，得出根据VaR方法计算风险值确定的交易保证金比例能及时反映期货市场价格风险的变动情况。

Through demonstration we can conclude that the ration set accord VaR method can reflect price changes timely , so futures exchanges can adopt VaR method to control risk validly in theoretical .

然后在相同的置信水平下利用GARCH-分位数回归-VaR方法计算了其VaR值，检验的结果显示此方法也能很好的度量其风险值。

Then VaR value is calculated by the GARCH-quantile regression-VaR model in the same confidence levels . The empirical study also finds that this model is good to measure the value at risk .

根据相关要求，当较大的市场波动意味着他们即将超出风险值（value-at-risk）限额时，许多交易员不得不减仓。

By mandate , many traders have to pare back their positions when high volatility means they are exceeding their value-at-risk limits .

初步研究了用Bayes估计计算金融风险值VaR，同时阐明了运用极值理论方法在Bayes估计下的金融风险值计算。

The paper considers how to calculate VaR ( Value at Risk ) by using Bayes estimation , and analyze to use method of Extreme Value Theory calculate VaR when we use Bayes estimation .

通过数值模拟实验，采用风险值VaR次序统计量估计技术对不同免疫策略下债券组合的风险敞口进行了分析。

Through the experiment of numerical simulation , the risk exposures of the portfolio under different strategies of immunization are quantitatively evaluated by the method of Value at Risk ( VaR ) order statistics ( OS ) estimation .

VaR方法最大的缺陷在于其所测量的风险值有时难以准确地反应投资者真实心理感受，而且缺乏投资组合分散风险特性所要求的次可加性。

The biggest blemish in method of in method of VaR sometimes lies in Risk value that VaR measured sometimes has difficulty being corresponding with investor 's real feeling precisely and VaR lacks of sub-additive in some cases .

从分析中国股市指数收益率的统计特征入手，以SV模型为基础，在多种分布情形下测算了沪深两市时变风险值VaR及ES。

The statistical characteristics of index returns ratios in the Chinese stock market are analyzed and the VaR and ES of Shanghai and Shenzhen Stock Exchange . Market based on SV model are measured under different distributions .

通过应用LEC法，对可能诱发产品质量不合格的相关因素进行半量化的评分，并识别出了该因素对产品质量的风险值Dpi。

And then by applying the method of LEC , we can score the factors which can induce unqualified products in half-quantity method , and recognize its risk value Dpi .

量表直观易懂，实际操作性强，能够方便的查询GIC风险值，能为电网的安全运行提供重要的参考。

These tables are simple and intuitive , have stronger practical operation ability , can easily inquire for the risk values of GIC , and can provide power system security operation with important inferences .

于是，不考虑设备失效机理和破坏形式，不能精确计算单台设备的风险值，成为了HSE管理体系的薄弱环节，也制约了HSE在油气生产系统尤其关键设备风险管理方面的应用。

Therefore , without consideration of the equipment failure mechanism and the destruction form or without calculation the single equipment precise risk value has become the weak link of HSE management system and also has restricted the application of HSE in the aspect on equipment risk management .

而GARCH-GPD-VaR方法有效的解决了这个问题，并在90%，95%，99%三个不同的置信水平下计算了VaR值，通过实证研究发现，该模型能够很好的度量其风险值。

However , the method of GARCH-GPD-VaR solves this problem effectively , and calculated the VaR in90 % , 95 % , 99 % three different confidence levels . The empirical study finds that this model is good to measure the value at risk .

风险值和尾部条件期望的实证比较分析

Comparative Analysis of Value-at-risk and Tail Conditional Expectation in Application

计算资料条件下，中线工程供需意义上的供水量风险值约为20%。

The risk of water supply is about 20 % .

定量计算重点环节的风险值；

Calculating the risk value of important points quantitatively ;

但是，传统的相对风险值计算还不够准确，为此介绍了灰色关联分析在油气管道半定量风险评价中的应用。

But the accuracy of traditional relative risk account is not good enough .

多目标条件风险值的一种求解方法

A Method of Solving Multiobjective Conditional Value-at - Risk

论风险值波动率预测方法在风险管理中的运用

Approaches to Predicting Volatility Inputs in Value-at-Risk and their Applications in Risk Management