| 1. | New basel capital accord and risk evaluation in commercial banks
新巴塞尔协议与商业银行风险衡量 |
| 2. | My government in the development of china ' s
对于风险衡量的几 |
| 3. | This paper is compose of five parts and interprets by the order of risk identity , risk evaluation and risk management
本文共分为五部分，按照风险识别，风险衡量和风险管理的顺序展开。 |
| 4. | Press tests which provide the lost of institutions in the worst - case scenarios and the solutions to limit the losses , is one of the most excellent researches
因此在后来的研究中,许多学者致力于寻找更好的风险衡量标准或工具。在这个过程中,压力测试成为其中一个亮点。 |
| 5. | Altman , edward i . , john b . caouette and paul narayanan . credit - risk measurement and management : the ironic challenge in the next decade . financial analysts journal ( jan - feb 1998 ) : 7 - 11
信用风险衡量与管理：下个十年出乎意料的挑战。金融分析师期刊( 1998年1 - 2月) 7 - 11 。 |
| 6. | In 1988 , the basel committee on banking supervision established a method of relating capital assets , using a simple system of risk weights and a minimum capital ratio of 8 %
1998年，巴塞尔银行监管委员会规定了关联资本资产的方法，即运用简单的风险衡量系统，并保证不低于8 %的最低资本率。 |
| 7. | On the basis of these results , 2 models for chinese capital market by nonlinear method are established as following : ( 1 ) forecast model , ( 2 ) risk evaluating model
在此结论基础上，本文创造性地用非线性方法为我国资本市场研究建立了以下两个模型： （ ）市场预测模型； （ ）风险衡量标准模型。 |
| 8. | J . p . morgan put forward the var model instead of the techniques above mentioned . the var model is easy to understand , and could measure comprehensive risk of finance institution or portfolio
摩根公司针对以往市场风险衡量技术的不足而提出了var模型，这种模型便于掌握和理解，又能反映金融机构或投资组合所承担的风险。 |
| 9. | Ln the market descibed by efficient market theory the market price has reflects the risk of the corporation . so we can measure the risk of corporation and evaluate the corporation according to capm
在有效市场理论所描述的市场形态中企业风险已经充分反映在其市场价格中，我们可以轻松的采用资本资产定价模型进行企业风险衡量并确定特定企业的风险报酬。 |
| 10. | Many risk measuring techniques appears , such as variance method , p analysis method , duration method . these techniques only can be applied into given financial tools or specific field
在西方，许多风险衡量技术，如标准差、系数、持续期和delta等方法都应运而生，但这些技术都只能适应特定的金融工具或在特定的范围内使用，难以综合反映风险承担情况。 |
