风险定价

  • 网络risk pricing;Risk-Based Pricing
风险定价风险定价
  1. 本文运用某银行提供的有关数据,基于RAROC实证研究我国信贷配给的贷款市场中贷款风险定价的边界行为表现。

    This paper provides an empirical study based on RAROC about the boundary behaviors of loan risk pricing in China 's Market of credit rationing .

  2. 基于Merton方法的违约模型是现代信用风险定价与管理研究中极其重要的部分,对其适用性的研究对提高我国商业银行与企业管理信用风险的能力有着十分重要的意义。

    Merton type default models are very important for modern credit risk pricing and management . Studying its applicability in China is of obvious significance to improve the credit risk management capacity of Chinese banks and firms .

  3. 政府应出台安全要求,并让保险公司依据生产商而非乘客的驾驶记录给机器人进行风险定价。

    Governments should set safety requirements and then let insurers price the risk of the robots based on the manufacturer 's driving record , not the passenger 's.

  4. 在某些方面,发行信用违约互换(CDS,对债券违约的保险)对于一家以对困难风险定价而自豪的公司而言,这是一个自然的业务延伸。

    In some respects , writing credit default swaps – insurance against bond default – was a natural extension for a company that prided itself in pricing difficult risks .

  5. 拉托表示,美国房地产市场的风险定价错误,引发了次级抵押贷款问题,监管者必须从中汲取教训。拉托即将辞去IMF总裁职位。

    Mr de Rato , outgoing head of the IMF , said regulators needed to learn lessons from the incorrect pricing of risk in the US housing market that led to the subprime mortgage problems .

  6. 所以研究信用风险定价是研究科学贷款定价的突破口,KMV模型是被最广泛运用于度量商业银行的信用风险的模型。

    So studying the credit risk is the breakthrough about studying loan pricing . KMV model is the most widely used to measure credit risk .

  7. 驻中国经济学家程致宇(patrickchovanec)表示,这证明如下看法是错误的:影子银行可以提高风险定价的市场化程度。

    It belies any idea , says Patrick Chovanec , a China-based economist , that shadow banking represents a more market-driven pricing of risk .

  8. Fama-French三因子模型模型解释了金融市场中不能被传统资产定价模型所解释的大量金融异象,并且成为特质风险定价研究的通用基准依据。

    Fama-French three factor pricing model clarify a large number of financial vision that can not be explained by traditional asset pricing model and become the reference of the research of the idiosyncratic risk .

  9. 美国银行家协会主席EdwardYingling说,这一立法“改变了信用卡行业的整个业务模式”。他说,这一立法限制了对信用风险定价的能力,换言之,对那些可能无法还款的人收费更高。

    The president of the American Bankers Association says the legislation " changes the entire business model of credit cards . " Edward Yingling says it restricts the ability to credit for risk -- , to charge more for those more likely not to their debts .

  10. 本文以EKOP模型为基础,研究了沪市股票知情交易概率的特征,并检验了知情交易概率的风险定价能力。

    Based on the model of EKOP , this paper estimates the probability of informed trading ( PIN ) in Shanghai stock market , describes the feature of PIN , and tests the risk pricing capability of PIN .

  11. 基于信用评级的商业银行贷款风险定价模型

    A Credit Risk Pricing Model Based on the Credit Rating System

  12. 信用风险定价方法与模型研究

    A Research on the Credit Risk Pricing Method and Its Model

  13. 中国的银行从未真正掌握风险定价。

    Chinese banks never really got to grips with risk pricing .

  14. 为此,本文在第六章进行了贷款定价的应用研究&基于风险定价的贷款组合决策研究。

    Chapter 6 is an application research of loan pricing .

  15. 违约风险定价模型的推广与应用

    The Extension and Application of a Default Risk Valuation Model

  16. 基于巴塞尔新资本协议视角的风险定价研究

    Research on Risk Pricing under the New Basel Capital Accord

  17. 城商行风险定价的模式选择

    Choice of Risk Price Mode of City Commercial Bank

  18. 另一项危险来源于管理而非市场带来的风险定价。

    Another danger is the pricing of risk by regulation , not markets .

  19. 银行信贷的风险定价法探析

    Analysis on Risk - Price - Making of Credit

  20. 银行贷款风险定价的翘板效应

    The Study on the Seesaw Effect of the Loan Risk Pricing of the Bank

  21. 信用风险定价理论述评

    Credit Risk Modeling and Valuation : An Review

  22. 我们需要什么样的信贷风险定价文化

    What Credit Risk Pricing Culture Do We Need

  23. 债务展期金融契约视角下信用担保风险定价研究

    Study on Credit Guarantee Risk Pricing from the Perspective of Debt delay Finance Contract

  24. 违约风险定价理论比较分析

    Comparative Analysis of The Pricing Default Theories

  25. 利率互换风险定价研究

    Research on Pricing of Interest Rate Swaps

  26. 两类主流信用风险定价模型的比较分析

    Comparing and Analyzing of the Structure Model and Simple Form Model on Credit Risk Pricing

  27. 如果有了精确的风险定价,就不存在需要解决的激励问题。

    And with accurately priced risk , there is no incentive problem to be solved .

  28. 第四章以激励模型和风险定价模型为理论基础,阐述了按贡献分配的具体模式的结构优化问题,并对按贡献分配的理想模式进行了展望;

    The forth chapter analyzes the way to optimize the mode of the distribution by contribution .

  29. 最后,研究了我国股市市场噪音和市场真实波动性这两个因素的风险定价能力。

    At last , the risk pricing ability of market noise and market volatility were investigated .

  30. 以市场为基础的模式能以更高效率进行风险定价和资金配置。

    The market-based model has the potential to price risk and to allocate capital more efficiently .