Value at Risk VaR的意思|示意
风险价值VaR
Value at Risk VaR的网络常见释义
风险价值 风险价值(Value at Risk VaR) VaR是在一定置信水平下和一定目标期间,预期的最大损失,描述了在一定目标期间内收益和损失的预期分布的分位数。
险价值 ...多金融机构(尤其在银行和对冲基金)都在 负债的计量,从而构建更好的谨慎监管和风险报告使用“在险价值”(value at risk VaR)模型风险度量, 框架体系。
Value at Risk VaR相关短语
1、 value-at-risk var 风险值
2、 value-at-risk var constraint 风险价值约束
3、 VALUE AT RISK OR VAR 险价值
Value at Risk VaR相关例句
VAR So, people talk about VAR, value at risk, and lots of people try and build VAR systems.
所以,人们总是讨论,即风险收益,而且有很多人试图建立风险收益系统。
The main tool for assessing the short-term losses traders are exposed to is value at risk (VAR).
评估交易员所面临的短期损失的工具是风险价值(VAR)。
Angry at being reined in by its powerful risk managers, traders dubbed them the "VAR police", a reference to the value-at-risk models they used to measure how much was on the line.
交易部门对于被权力大的风险管理部门控制很生气,它们给它们起了绰号“风险估价警察”。风险估价模式是他们用以测量有多少资产处于风险中的模型。