1) Quantitative risk calculation
定量风险计算
2) risk calculation
风险计算
1.
In the process of risk calculation,this paper takes the relation of the three factors of risk .
为得到较为客观的风险计算结果,对现有的几种风险计算方法进行比较分析得出其优缺点。
2.
The improved method is further explained from objectivity and accuracy of the risk calculation, after investigating several kinds of extant risk calcula.
首先从信息安全风险评估的流程入手,着重叙述了信息安全风险评估过程中风险计算的原理和步骤。
3.
At present,there is no uniform standard and concrete method for the risk calculation.
信息安全风险评估是风险管理的基础,而风险计算又是风险评估的重要前提。
5) risk measurement
风险计量
1.
Based on the principles of operational risk measurement provided by Basel II,the paper discusses the problem of operational risk correlations among different business lines / risk types.
根据新巴塞尔协议关于银行操作风险计量的基本框架,讨论了高级计量法下不同产品条线/风险类型单元的操作风险之间的相关性问题,并运用损失分布模型计算不同单元的操作风险累计损失之间的相关系数,尝试用Copula算法来计算相关系数矩阵,并将结果应用于操作风险资本配置。
2.
Using the risk management theory in financial research field for reference, taking the conditional value at risk (CVaR) as risk measurement index, a novel Mean-CVaR optimal combined bidding model is built by considering the r.
借鉴金融领域风险管理的理论,以条件风险价值(CVaR)为风险计量指标,综合考虑风险和期望收益率,建立了新的发电商均值-CVaR投标组合优化模型。
3.
The main idea of the portfolio theory is that risks of portfolio can be reduced by scattered investment,and as far as the bank is concerned,this theory mainly includes risk measurement, performance evaluation,capital allocation,pricing and so on.
投资组合理论的基本理念是通过分散化投资降低组合的风险,对银行而言,其主要内容包括:风险计量、绩效评估、资本配置、产品定价等。
6) risk measure
风险计量
1.
On the credit risk measure way applies in risk management of financial institutions;
试论信用风险计量法在金融机构风险管理中的应用
补充资料：定量风险评价
定量风险评价
[定量风险评价】“定量分析”。又称“定量分析”。参见
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条