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- Upon examination and approval of the CBRC, a commercial bank may calculate market risk capital through the internal model approach. 經(jīng)銀監會(huì )審查批準,商業(yè)銀行可以使用內部模型法計算市場(chǎng)風(fēng)險資本。
- Why Market Risk Measurement is Important? 市場(chǎng)危險測量為什么是重要的?
- Write internal model to the file. 向文件中寫(xiě)入內部模式。
- How about the market risk premium? 市場(chǎng)風(fēng)險溢價(jià)到底如何呢?
- The externality of securities market risk is so strong that it is very difficult to make the social cost internal only by market. 摘要證券市場(chǎng)風(fēng)險的最大特點(diǎn)是強烈的外部性,這種外部性主要是由系統性風(fēng)險決定的。
- AC internal model kit plugs three other plastic sheathing products. AC內模套;三插頭護套等塑膠類(lèi)產(chǎn)品.
- Expected shortfall (ES) is a new method for measuring market risk. 期望損失值是一種評估市場(chǎng)風(fēng)險的新測度.
- The Portfolio primarily is subject to stock market risk. 主要是股票市場(chǎng)風(fēng)險。
- Explicitly charge for non market risk using an EC framework. EC框架下,要明確地考慮市場(chǎng)風(fēng)險以外的風(fēng)險。
- CAPM is the most frequently used model to estimate hurdle rates. In order to apply this model,we need to know the value of riskless rate,market risk premium and project beta. CAPM是估計必要收益率的最常用模型,為了應用該模型,我們需要了解無(wú)風(fēng)險利率、市場(chǎng)風(fēng)險溢價(jià)和項目貝塔的取值。
- EWMA is simple in calculation and easy to be pot into practice, but it may conduct an underestimation of the market risk due to the inaccurate decay factor in the model. EWMA方法簡(jiǎn)單并且易于操作,但是采用固定的衰減因子可能造成對風(fēng)險的錯誤估計,導致對于市場(chǎng)風(fēng)險估計不足;
- CAPM is the most frequently used model to estimate hurdle rates,in order to apply this model,we need to know value of riskless rate,market risk premium and project beta. CAPM是估計必要收益率的最常用模型,為了應用該模型,我們需要了解無(wú)風(fēng)險利率、市場(chǎng)風(fēng)險溢價(jià)和項目貝塔的取值。
- CAPM is the most frequently used model to estimate hurdle rates.In order to apply this model,we need to know the value of riskless rate,market risk premium and project beta. CAPM是估計必要收益率的最常用模型,為了應用該模型,我們需要了解無(wú)風(fēng)險利率、市場(chǎng)風(fēng)險溢價(jià)和項目貝塔的取值。
- Incorporating the nonlinear internal model control (IMC) strategy, the computer-assisted output feedback control is developed. 若并入非線(xiàn)性?xún)仍谀J娇刂撇呗?,則發(fā)展出電腦輔助下的輸出回饋控制。
- This paper discusses waveform correction technique of the CVCF-SPWM inverter based on internal model control theory. 本文的研究?jì)热菔腔趦饶?刂评碚摰腃VCF-SPWM 逆變器波形控制技術(shù)。
- A ship stabilizing fin controller based on the Internal Model Control(IMC)method is described in this paper. 摘要本文利用內模式控制方法,進(jìn)行船舶穩定翼控制器之設計。
- The commercial bank shall regularly assess the assumptions and parameters as adopted by its market risk measuring system and work out internal procedures for modifying such assumptions and parameters. 商業(yè)銀行應當對市場(chǎng)風(fēng)險計量系統的假設前提和參數定期進(jìn)行評估,制定修改假設前提和參數的內部程序。
- Optimal tracking performance for a class of uncertainty systems is discussed in the presence of control energy constraint under internal model control (IMC) structure. 摘要在內??刂?IMC)結構下,對控制能量存在約束時(shí)一類(lèi)不確定系統所能達到的最優(yōu)跟蹤性能進(jìn)行了探討。
- The paper gives the description of application technique and model of market risk management,for examp le ,Time Gap,Duration,Risk at Value and TRM model,etc. And it also draws t he outline of evolvement and development of risk management technique. 本文通過(guò)對期限缺口、存續期、風(fēng)險價(jià)值、TRM等風(fēng)險管理應用技術(shù)和模型的概述,勾畫(huà)出風(fēng)險管理技術(shù)變遷和發(fā)展的主線(xiàn)。
- A dynamic feedback compensator synthesis method based on linear matrix inequalities (LMI) and internal model control (IMC) is proposed in this paper. 摘要提出了一種基于線(xiàn)性矩陣不等式(LMI)和內??刂?IMC)的動(dòng)態(tài)反饋抗飽和補償器的設計方法。