1) risk value of earning yield
收益率风险价值
1.
According to the minimum risk of bank required rate,the efficiency frontier is set up in order that bank can agilely reallocate the portfolio to assure the minimum risk value of earning yield of loan portfolio.
以收益率风险价值限额和贷款组合期望收益率为约束条件,贷款组合风险最小为目标函数,建立了基于收益率风险价值约束的银行贷款组合优化模型。
3) The Ratio of Return/Risk
风险收益比率
4) venture return rate
单位风险收益率
5) risk-free yield
无风险收益率
1.
Then, the curves of T-bond, central bank papers and swaps are used as risk-free yield curves, so as to calculate the prices of CDS with various credit rates, ranging from AAA to A-.
该文立足人民币市场,以信用类债券作为参考债务设计单一名字债券信用违约互换,并以Jarrow-Turnbull模型为基础,结合中国信用类债券市场现实情况提出具体假设,采用国债、央票、掉期等多种曲线分别作为无风险收益率曲线,测算AAA至A-各信用评级债券的CDS价格,在测算分析基础上提出基础债务、监管、法律、信用等关键问题的思考。
6) Total Risk-adjusted Return
综合风险收益率
补充资料：收益
企业在一定时期全部收入超过全部成本费用支出和损失的剩余数额,表现为企业净资产的增加.
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