可能的最大损失 meaning in Chinese
possible maximum loss
Examples
- Possible maximum loss
可能的最大损失 - 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。