market risk的基本模型并不复杂，主要是对几种基本风险因子统计分布的建模，主要挑战在于处理的数据量很大...
in addition, many firms also utilize explicit financial risk management techniques such as the use of financial derivatives, contractual arrangements with inv 25、estors (e.g. lines of credit, call provisions in debt contracts, or contingencies in supplier contracts), special purpose vehicles (sp...
Data was analyzed using quantitative techniques and then presented using distribution tables. The results revealed that most deposit taking SACCOs employ the strategies of active oversight board, policies, procedures and limits and comprehensive internal controls in financial risk management. The study ...
Once the basic empirical results have been obtained, decisions have to be made about the appropriate risk-management techniques to use for managing the risks. The data may require a fresh look at the firm’s approach to risk management, a rethinking of the conceptual aspect, and a retooling ...
allowing managers to employ risk management techniques and hedging practices sooner to help preserve a...
The different characteristics of management, position on procurement and capital markets and the legal framework need to be taken into account when applying management instruments like risk management. Therefore the risk management techniques of larger corporations cannot easily be applied to SME [6]. ...
current risk management techniques span from conventional gap analyses and quantitative value-at-risk measures of market-related exposures to more qualitative assessments of competitive exposures and low-frequency high-impact disaster events based on scenario analyses. Hence, there is a need to consider ...
金融风险管理(Financialriskmanagement) First,nouninterpretation: 1,marketrisk: Theimpactofuncertaintyinfuturemarketpricesonthefirm's achievementofitsstatedobjectives. 2,operationalrisk: Operationalriskreferstotheriskofdirectorindirectloss causedbyimperfectorproblematicinternaloperations, personnel,systemsorexternalevents...
Interest Rate Risk 利率风险是指金融中间人在其资产和负债的期限不匹配时所产生的风险。 -再融资风险Refinancing risk::展期资金或再借款资金的成本将高于投资产生的回报。 -再投资风险Reinvestment risk::再投资基金的回报将低于基金成本。 Market Risk 这是交易资产和负债时产生的风险。风险是由于利率、汇率或其他资...