shortfall risk meaning in English
(资产)价格掉到某个水平之下的风险
Examples
- To address the second concern , the dps will be able to enjoy the priority claim rights associated with its payouts to small depositors . this would significantly reduce the shortfall risk in a bank liquidation
至于第二个问题,存保计划向小额存户发放赔款后可享有优先索偿权利,此举可大为减低存保计划在银行清盘中因银行资产不足而面对的差额风险。 - We have proved that the properties of convex risk measures can be characterized by that of the acceptable set . further more , as a case study , we considered convex measures of risk defined by the notion of bounded shortfall risk
结果证明凸性风险测度和与其相伴随的可接受集之间可相互表出的关系,进一步,作为例证研究,本文考察了以有界亏空风险的形式定义的凸性风险测度。