RiskManaging risk has always been an integral part of banking. In the past two years an approach to risk management called "Value at Risk" has been accepted by both practitioners and regulators as the "right" way to measure risk, becoming a de facto industry standard. Yet, the danger is ...
Value-at-RiskApproachtoCurrencyCrisesABrazilianExampleWiththe ChineseBusinessReview,ISSN1537·1506September2013,Vo1.12,No.9,593-609Value·-at--RiskApproachtoCurrencyCrises:ABrazilianExampleWiththeCentralBankandCurencyBasedAssetsMarceloZeuliBancoCentraldoBrasil,RiodeJaneiro,BrazilIAG/PUC,RiodeJaneiro,Brazil国LlHlN6...
Value at risk 风险价值(置信区间的概念):量化风险的一个现代方法包括使用正态分布的概念估计投资价值的可能变化。 A modern approach to quantifying risk involves estimating the likely change in the value of an investment by using the concept of a normal distribution. VAR 的意义:VAR 提供一个项目的潜在...
the output from a VaR computation is not a standard deviation or an overall risk measure but is stated in terms of a probability that the losses will exceed a specified value. inappropriate measure of risk for firms that are focused on compaing investments with very different scales and returns...
Value at risk 风险价值(置信区间的概念) 量化风险的一个现代方法包括使用正态分布的概念估计投资价值的可能变化。 A modern approach to quantifying risk involves estimating the likely change in the value of an investment by using the concept of a normal distribution. ...
Value-at-riskHazardous materials (hazmat) accidents are rare though the consequences could be disastrous. Given the possibility of low probability - high consequence event, a risk-averse routing hazmat shipment is necessary. We propose a value-at-risk (VaR) approach to route rail hazmat shipments...
Measuring the market risk of freight rates: a value-at-risk approach [J]. International Journal of Theoretical and Applied Finance, 2008, 11(5) : 447 - 469.Angelidis, T.a , Skiadopoulos, G.bc (2008) 'Measuring the market risk of freight rates: A value-at-risk approach' International...
Value at risk 风险价值是ACCA考试的一个知识点,备考过程学习是帮助学员掌握其内容的时候,因此学员要对其内容有彻底的了解,才能够有更好的表现。ACCA课程学习,学员要重视资源的适合程度,适合自己的才是zui好的。 量化风险的一个现代方法包括使用正态分布的概念估计投资价值的可能变化。A modern approach to quantifyin...
value-at-risk (Kennzahl zur Quantifizierung der Marktrisiken von Finanz- und Kreditinstrumenten) Risikopotenzial nt value-at-risk (Kennzahl zur Quantifizierung der Marktrisiken von Finanz- und Kreditinstrumenten) Value-at-Risk (VaR) m value-at-risk approach 名词 金融 专业词汇 value-...
Value—at—Risk;回测检验;条件矩检验;鞅 Evaluating Value--at-·R isk m odels———A conditionalmom ent approach ZHANG Shu—lin (StatisticalSchool,SouthwesternUniversityofFinanceandEconomics,Chengdu611130,China) Abstract Theauthorproposesaconditionalmomenttestt0evaluateValue—at-Risk(VaR)models.The keyidea...