风险限额

在恒信证券公司建立一个层次清晰、责权分明的风险管理体系，制定合理的风险限额，有效地配置风险资源，能够增强恒信证券公司的核心竞争力，保障恒信证券公司的可持续发展。

Hengxin in securities companies to establish a clear hierarchy , the right to select the clear risk management systems , to develop a reasonable risk limits and effective allocation of risk resources , securities companies Hengxin enhance core competitiveness , Hengxin guarantee the sustainable development of securities companies .

针对这些风险，保险公司通常运用优化债券投资组合、风险限额管理、强化资产负债管理等方法来规避和应对风险。

Insurance is usually the use of bond portfolio optimization , risk limits management and other methods to achieve risk-averse and its own investment objectives .

第五章从风险限额的占用、监测和超限额处理对风险限额的管控体系进行了分析。

The fifth chapter have an analysis to risk limit occupation , monitor and above norm .

如果受票人提议／考虑高于35%的风险限额，应当在建议书里说明理由。

If higher drawee-wise limits are proposed / considered , justification should be given in the proposal .

第二章相关的基本理论，介绍了风险限额管理作为一种基于风险计量和资产组合分析的综合、全面风险管理，是风险的事前、实时动态管理。

The second chapter related theory , have an introduction to risk limit management which is a comprehensive risk management based on risk computation and asset portfolio analysis .

如何能够按照安全性、效益性和流动性原则合理地核定每个客户的风险限额，是商业银行一直探索研究的课题。

How to define the risk limit of every client according to safety , benefit and mobility is always the topic for commercial bank to explore and research .

其次，结合保险企业的特点，提出通过投资组合管理、风险限额管理、资产负债管理来控制保险投资中所面临的各项风险，三者相辅相成、互为依托。

Secondly , we put forward to control a various risks through portfolio management , risk quota management , property liabilities management , and three measures complement each other , with each other for rely on .

各种风险限额确定以后，资产负债管理的主要工作就是对资产负债组合进行全面协调，在风险限额范围内追求经营利润的最大化。

After the maximum risk level has been determined , the main objective of asset-liability management would be to coordinate the combination of the asset and liability and to maximize the operating profit within a given level of risk .

通过对风险限额的人工神经网络方法的再检验，比较经济计量模型与人工神经网络模型在检验授信风险限额时的异同之处，分析各方的优缺点，以求能够得到较为满意的结果。

Through re-testing the risk quota by ANN methods , comparisons of similarities and differences are made between the econometric model and ANN models in testing the credit-awarding risk quota . Advantages and disadvantages of these two models are analyzed respectively so that a more satisfactory result can be obtained .

在这部分讨论了如何将VaR应用于基金风险头寸限额设置、基金投资组合的风险度量及分析、基金业绩评价以及基金监管。

This part discusses that how to apply VaR to set the quota of the risk position of the fund , measure the risk of investment combination of the fund , appraise the performance of the fund and supervise the fund .

为防范授信组合的集中性风险，本行实施风险限额管理策略。

In order to guard against credit portfolio concentrated risk , the Bank implements risks limit management strategy .

对策部分还包括信贷组合管理的三种管理手段，即集团风险集中度管理，集团风险限额管理和集团风险意外损失管理。

The counter-measures also include three credit portfolio management tools , i.e. , group concentration risk management , group risk exposure management and group unexpected loss management .

作为尝试，文中最后提出了保险投资操作风险管理的一般框架。再次，本文重点研究了保险资金运用的VaR风险限额管理。

Furthermore , The paper attempts to provide a general framework of operational risk management of insurance funds usage . Thirdly , the paper focuses on the risk limitation quota management of insurance funds usage .

二是考虑了风险之间的相关性，用组合VaR的收益率最大损失来控制贷款收益率的风险限额；使贷款的分配直接反映了商业银行的风险承受能力。

Taking risk correlation into account , it controls risk limitation with the maximum loss on yield rate of VaR , so the ability for risk tolerance of commercial bank is reflected by loan 's distribution or allocation .

随着全球金融风险日益广泛、复杂和多变，银行业急需建立一种更为精确和实用的管理模式，以控制风险损失，风险限额管理由此应运而生。

With the global financial risks increasingly widespread , complex and changeable , the banking industry urgently needs to establish a more precise and practical mode of management to control the loss of risk , so limit management emerges .

从建立数据整合存储解决方案，加强风险计量模型的开发和应用，建立整体的IT服务管理方案等方面着手分组织规划阶段、体系构建阶段和应用实施阶段构建商业银行风险限额管理体系。

Establish the data integrated storage solutions , enhance the development and application of risk measure model and establish the overall IT service management solutions to construct the commercial banks ' risk limit management system from the planning stage , the system construction phase and the implementation phase .