风险衡量

风险衡量是风险管理的基础，VaR作为一种独具优势的风险衡量工具，可以对保险公司经营中资金运用风险进行衡量，进而进行风险管理。

Risk measurement is the basis of risk management . As an unique tool for risk measurement , VaR can measure risks in the use of funds .

现在，包括巴塞尔银行监管委员会、美国联邦储备银行、美国证券交易委员会和欧盟银行监管部门在内的世界范围的金融监管机构都将VaR方法作为基准的风险衡量与管理方法。

Today , many financial regulative institutions of the world , including BCBS , FRB , SEC and banking supervision institutions of EU , use VaR as a benchmark for risk measurement and management .

第三部分建立了企业存货风险衡量的VaR模型体系，该体系充分考虑了决策者的风险偏好。

The third part sets up the VaR model system of inventory risk measure . The system sufficient considered risk preference of inventory manager .

接着对利率风险衡量模型进行了分析，比较敏感性缺口、久期、VaR、模拟分析的优缺点。

Then , analyzing evaluation model of interest rate risk , comparing advantage and disadvantage of sensitivity gap 、 duration 、 VaR 、 simulation analysis .

以不良贷款率作为信用风险衡量标准，尝试构造商业银行信用风险评估的Logit模型，并结合t检验和主成分分析法对模型进行实证分析。

This paper uses non-performed loan rate to measure credit risks of commercial banks , and constructs the Logit model for credit risk evaluation .

高盛以市场为导向的业务意味着，与监管机构寻求正确的总体资本金水平相比，该行更容易受到巴塞尔委员会（Baselcommittee）考虑实施的交易资本和压力风险衡量标准的影响。

Goldman 's market-driven business means it is more vulnerable to the deliberations of the Basel committee on trading capital and stressed risk metrics than regulators ' search for the right headline capital number .

本文中信用风险衡量依照前人理论基于LOGIT回归法；利率风险衡量采用了缺口分析方法。

In this article , the measure of credit risk in accordance with the previous theory based on the LOGIT regression method ; interest rate risk measurement applies gap analysis .

在这种情况下，最早由J.P.摩根公司针对以往市场风险衡量技术的不足而提出了VaR模型，这种模型便于掌握和理解，又能反映金融机构或投资组合所承担的风险。

P. Morgan put forward the VaR model instead of the techniques above mentioned . The VaR model is easy to understand , and could measure comprehensive risk of finance institution or portfolio .

研究发现KMV模型适用于我国纺织业上市公司的信用风险衡量，次贷危机对上市公司信用风险产生了显著的影响。

Study finds KMV model is applicable to listed companies in China 's textile industry to measure credit risk , sub prime crisis had a significant impact on the credit risk of listed companies .

文章最后分析了传统风险衡量的标准及其缺陷，指出Hurst指数可以用来取代方差作为衡量股票投资风险的标准，并作了实证分析。

This dissertation finally analyzes the standards and the flaws of the traditional risk measure , claiming that Hurst exponent can take the place of square error to function as the standard for measuring the risk of stock investment .

最后，介绍了与融资风险衡量有关的企业债四川大学硕士学位论文券信用评级。

At last it introduces the rating of the enterprise bonds .

技术收购及其风险衡量

Technological Acquisition and Its Risk Measurement for the Acquiring Enterprise

建立财务风险衡量和预警系统；

Establish the measurement and alarming system of financial risk ;

金融衍生产品市场风险衡量方法研究

Methods to measure the market risk of financial derivative products

大多数理财机构都不会给你推荐太多的业绩和风险衡量指标。

Most wealth managers will not inundate you with performance and risk measures .

无论风险衡量，还是风险整合，都涉及相关性的衡量与整合模型的构建。

Risk measurement and risk integration both involve correlation measurement and integration model construction .

在一个不确定的世界里，伟大的风险衡量志向只能到此为止。

In an uncertain world , grand risk-mapping ambitions can be taken only so far .

敏捷虚拟企业的风险衡量

Risk Measurement of Agile Virtual Enterprises

其次研究商业银行利率风险衡量模型，在介绍西方商业银行利率风险衡量模型的基础上，分析了这些模型在我国的适用性。

Secondly the article focuses on how to establishing the model to measure the interest-rate risk .

风险衡量方面运用层次分析法构建出风险评估指标模型。

Risk measurement , the use of analytic hierarchy process to build a risk assessment indicator model .

信用评级机构，以及出于监管目的的风险衡量这个更一般的课题会怎么样呢？

What about the credit-rating agencies , and the measurement of risk for regulatory purposes more generally ?

衍生产品风险衡量方法面面观

Views of Derivatives Risk Measurement

该部分主要介绍了现代商业银行利息率风险衡量与控制的技术及方法，并对这些基本的利息率风险管理方法、策略等在我国商业银行中的适用性进行了探讨且进行了实证分析。

It chiefly discusses the measurement and controlling techniques of the interest rate risk in modern commercial banks .

可变参数模型在我国可转换债券利率风险衡量中的应用

Application of measuring the interest rate risk of the convertible bonds in China based on the variable parameter model

在介绍了利率风险衡量技术基本原理的基础上，对其适用性进行了评价。

On the basis of introducing the fundamental interest rate risk measurement technologies , this paper estimates their suitability .

在接到披露所有内部风险衡量指标的要求后，基金可能会放弃其中一部分指标，以此来减轻自身负担。

Ordered to disclose all internal risk measures , funds may lighten their burden by discarding some of them .

新巴塞尔资本协议信用风险衡量方法对在华外资银行运营的影响及对策研究

A Study of Influence and Countermeasure That Methodologies Calculating Credit Risk in Basel II Take on Foreign Banks in China

这一部分的研究为我国利率风险衡量方法的选择与应用提供了理论基础。

The research of this part provides the theory basis for the choice and applicant of IRR measurement methods in China .

在风险衡量阶段引入利率缺口模型衡量房地产企业利率风险。

In the stage of risk measuring , introducing interest rate gap model to measure interest rate risk of real estate enterprises .

但遗憾的是，关于金融控股公司的理论研究相当滞后，特别是在风险衡量和监管方面的研究尤其不够完善。

Unfortunately , study about the theory of financial holdingcompany , especially in the case of risk measure and regulation , is lagging .