value-at-risk model中文是什么意思

• 风险数值模式

• value    n. 1.价值；重要性；益处。 2.估价，评价。 3.价 ...
• risk    n. 1.风险，危险；冒险。 2.【保险】(损失的)风险 ...
• model    n. 1.模型，雏型；原型；设计图；模范；(画家、雕刻家 ...
• risk value    风险值
• value at risk    风险价值; 风险值
• value of risk    保险值; 风险代价
• value-at-risk    风险值; 蒙受风险的价值
• model value    模式数值
• expected value risk    期望值风险
• producers risk value    生产方风险值
• risk value index    风险价值指数
• risk-value index    风险价值指数
• value at risk（var）    风险值
• risk analysis model    风险分析模型; 危险分析模型
• risk management model    风险管理模型
• minimin risk function value criterion    最小最小风险函数值准则
• expected value model    期望值选择模型
• investment value model    投资价值模型
• knowledge value chain model    知识价值链模型
• model of expected value    期望值模型
• net present value model    净现值模型
• reference value model    参照值图样
• post-ignition fire risk model    起火后火灾危险模型
• at risk    有风险，存在风险; 与某种疾病患者有接触史的; 在危险中，有危险
• at the risk of    冒的危险; 冒...的危险, 有...的危险/可能; 冒……危险; 冒险; 冒着...危险

• Value - at - risk model
  风险数值模式
• An important aspect of this amendment is that , as an alternative to a standardised measurement method , banks are permitted , subject to strict quantitative and qualitative standards , to use internal value - at - risk models as a basis for measuring their market risk capital requirements
  草案法第12条应该得以补充，添加上基金经理人的责任。首先，推广和促进基金的发展其次，在基金独立董事的监管之下，代表这些基金寻求法定的权利。
• In chapter three , we introduce various kinds of value - at - risk models , point out their virtues and shortcomings , and compare their fields of application . moreover , this paper put forward two model - - block maxima model and peak - over - thresholds model - - provide the gist of risk control and decision - making by calculating the value - at - risk
  比较了各种计算方法的优缺点，指出各自的适用范围，详细介绍了两类极值模型： bmm模型和pot模型，并计算出var值，为风险控制和决策提供了依据。
• Value - at - risk models aggregate the several components of price risk into a single quantitative measure of the potential for losses over a specified possibility and time horizon . but those models still do not give an answer to the question “ what will be lost in the worst - case scenarios ? ” which every financial institution have to ask itself
  随后提出的var概念以最简单的形式告诉投资者,其所持有的头寸在一定的概率保证程度下将来可能的最大损失额,并且自80年代首次被应用于测量交易性证券的市场风险后, var获得了广泛应用。