风险预算

风险预算也就是这个时候引起了人们的普遍关注。

Risk budgeting attracts the eyes of all just at this time .

我国社保基金投资的风险预算与控制方法研究

Risk Budgeting and Control Method Research of Social Insurance Funds Investment in China

基于多Agent的地方财政风险预算编制系统的设计

Research and Design for Agent-Based Distributing Computation Structure of Local Government Financial Risk Budget Edit System

并构建了基于多Agent分布式计算体系结构的地方财政风险预算编制系统；研究了Agent的基本结构以及多Agent的协作机制。

Meanwhile , the agent-based distributing computation structure of the system is given , and the basic structure of agent and the cooperation mechanism of those agents are discussed .

同时，VaR的出现为养老基金管理者进行风险预算、风险限制和风险资本分配提供了一种良好的分析工具。

At the same time , the VaR helps the managers to proceed the risk budget , risk limit and to distribute the risk capital .

特别注重风险预算，重视对保险需求的分析和预测。

Paying attention to the analysis and forecast of insurance demand .

佩雷斯解释称：作为财富管理公司，我们正在更明智地使用我们的风险预算。

We as wealth managers are using our risk budget more wisely .

因子模型在风险预算分析中的应用

Application of Factor Model in the Risk Budgeting Analysis

风险预算分析与投资结构优化模型

Risk Budgeting and Investment Structure Optimizing Models

风险预算的系统控制观诠释

System and Control Concept of Risk Budgeting

基于风险预算技术的国内机构投资管理模式设计

The Designment of Investment Managerial Mode of Institutional Investors in China Based on Risk Budgeting

基于风险预算的资产配置方法

Asset Allocation Based on Risk Budgeting

委托代理框架下的积极风险预算

Active Risk Budgeting Under Principal-Agent Framework

基于多因素模型的风险预算方法研究

Risk Budgeting Based on Multi-factor Model

对近年来投资管理中流行的风险预算问题研究和资产负债管理还需做进一步探索。

Risk budgeting and asset liability management which are popular in the investment management recent years need to be explored further .

结合风险预算理论，本文探讨了风险预算与证券公司净资本、风险资本的关系。

Combination of risk budgeting theory , this paper discusses the risk budget and net capital of securities companies , venture capital relations .

而作为传统资产配置的继承和发展，风险预算已经成为当代证券投资理论和实践中的前沿问题。

As the reform and development of traditional Asst allocation , risk budgetingis becoming the advanced issue of contemporary portfolio investment theory andpractice .

风险预算作为一种新的风险管理方法，已经将资产配置从一个限制风险的防御性角色转变为一个最优化风险的主动进攻型角色。

Risk budgeting as the new risk management method has changed the role of risk allocation from the risk limited preventing role to an aggressive role of risk optimization .

而本文所构建的动态风险预算方法则是在风险预算的基础上，将风险管理和投资过程动态融合的一种全新方法。

The built in this paper dynamic risk budgeting approach is based on the risk budget , risk management and investment process of a new method of dynamic integration .

本文在对现有风险预算技术进行评述的基础上，将证券收益的多因素模型引入风险预算过程，建立了基于多因素模型的风险预算方法。

On the basis of summarizing risk budgeting technique in being , this paper introduces multi-factor model into process of risk budgeting , and sets up program of multi-factor-risk budgeting .

风险预算是针对积极投资管理者进行的，所以我们预算和控制的风险主要来自于相对风险而不是绝对风险。

Risk budgeting is in connection with positive portfolio managers , so the risk we budget and control is mainly stemmed from relative risk , but not from absolute risk .

风险预算在国外正赢得学术界、养老基金和资产管理领域等许多方面的广泛关注，并认为是组合管理的一种创新。

Risk budget is winning academic circle , pension fund and assets management field a lot of extensive concern abroad , and considered as a kind of innovation of portfolio management .

广义的风险预算是指在风险约束条件下进行资产配置，使得风险的边际收益最大化的一种方法。

In its broad sense , risk budgeting refers to a method in which the asset allocation is performed under the conditions of risk constraint to maximize the marginal return of the risk .

实证表明动态风险预算能在风险可承受范围内提高资本收益率，释放更多的流动性资产，降低净资本规则与资本充足性的压力。

Evidence shows that the risk of dynamic risk budgeting can improve the return on capital employed within the framework of tolerance , the release of more liquid assets , lower net capital rules and capital adequacy pressures .

通过模拟分析，发现动态风险预算方法能覆盖既定违约概率下的组合风险，相对于传统的资产配置方法，不仅降低了风险资本，而且提高了资本收益率。

Through simulation analysis and found that dynamic risk budgeting approach can cover a combination of the established risk of default probability , as opposed to the traditional asset allocation approach not only reduces the risk of capital , and improve return on capital employed .

国家承担国家账户中的一切风险，预算由国家来承担。

National commitment to all the risks of national accounts .

政策性负担、道德风险与预算软约束

Policy Burden , Moral Hazard and Soft Budget Constraint

随着积极风险总预算值的增加，委托代理和没有考虑委托代理下对各基金的风险预算差别有减小的趋势；

The difference of risk budgeting to each fund has a decreasing trend when total active risk budget increase ;

本文指出了基于风险的预算管理这一发展思路，按照预算管理的功能和流程将预算管理划分为预算规划、预算控制、预算评价进行研究，最后得出本文的结论，展望未来。

This article has pointed out the development direction of risk-based budgeting , and divides budgeting into budget plan , budget control , and budget appraisal to research , finally to obtain the conclusion and forecast future .

一种基于相对风险的风险预算方法

A Method of Risk Budgeting Based On Relative Risk