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1 analytical value-at-risk
сокр. analytical VaR фин. аналитическая сумма под риском* (показатель, характеризующий возможность уменьшения стоимости финансового инструмента, инвестиционного портфеля или собственного капитала, либо доходов от инвестиций в результате неблагоприятного изменения процентных ставок; расчет основан на оценке чувствительности к риску отдельных элементов портфеля (отдельных активов), взаимосвязи между отдельными элементами и использовании специальных матриц для расчета волатильности)Syn:See:The new English-Russian dictionary of financial markets > analytical value-at-risk
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2 analytical value-at-risk
сокр. analytical VaR фин. аналитическая [корреляционная, параметрическая, вариационно-ковариационная\] сумма под риском* (показатель, характеризующий возможность уменьшения стоимости финансового инструмента, инвестиционного портфеля или собственного капитала, либо доходов от инвестиций в результате неблагоприятного изменения процентных ставок; расчет основан на оценке чувствительности к риску отдельных элементов портфеля (отдельных активов), взаимосвязи между отдельными элементами и использовании специальных матриц для расчета волатильности)Syn:Англо-русский экономический словарь > analytical value-at-risk
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3 value-at-risk
сокр. VaR фин. ценность [сумма\] под риском, рисковая ценность [сумма\] (максимально возможная сумма потерь инвестора, оцененная за некоторый промежуток и с определенной вероятностью; напр., если оцененная рисковая сумма составляет 100 млн за 10 дней с вероятностью (доверительным интервалом) 95%, это значит, что вероятность превышения убытков за 10 дней суммы в 100 млн. составляет лишь 5%)See: -
4 value-at-risk
сокр. VaR фин. сумма [стоимость] под риском, рисковая сумма [стоимость] (максимально возможная сумма потерь инвестора, оцененная за некоторый промежуток и с определенной вероятностью (напр., если оцененная рисковая сумма составляет 100 млн. за 10 дней с вероятностью (доверительным интервалом) 95%, это значит, что вероятность превышения убытков за 10 дней суммы в 100 млн. составляет лишь 5%))See:The new English-Russian dictionary of financial markets > value-at-risk
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5 parametric value at risk
фин. = analytical value-at-riskАнгло-русский экономический словарь > parametric value at risk
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6 parametric value-at-risk
сокр. parametric VaR фин. = analytical value-at-riskАнгло-русский экономический словарь > parametric value-at-risk
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7 parametric value at risk
фин. = analytical value-at-riskThe new English-Russian dictionary of financial markets > parametric value at risk
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8 parametric value-at-risk
фин. = analytical value-at-riskThe new English-Russian dictionary of financial markets > parametric value-at-risk
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9 variance-covariance value-at-risk
сокр. variance-covariance VaR фин. = analytical value-at-riskАнгло-русский экономический словарь > variance-covariance value-at-risk
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10 variance/covariance value-at-risk
фин. = analytical value-at-riskАнгло-русский экономический словарь > variance/covariance value-at-risk
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11 variance-covariance value-at-risk
фин. = analytical value-at-riskThe new English-Russian dictionary of financial markets > variance-covariance value-at-risk
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12 variance/covariance value-at-risk
фин. = analytical value-at-riskThe new English-Russian dictionary of financial markets > variance/covariance value-at-risk
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13 risk
сущ.эк. риск (ситуация, когда результат какого-л. экономического выбора имеет случайный характер, но при этом известно вероятностное распределение значений этого результата)See:risk management, accounting risk, amount at risk, amount of risk, analytical value-at-risk, at risk, at risk rules, Australian Stock Price Riskless Indexed Note, balance sheet risk, basis risk, bond-yield-plus-risk-premium approach, Business Environment Risk Information Index, business risk, businessman's risk, call risk, capital risk, cash flow risk, collection risk, commercial credit risk, concentration risk, credit risk, currency risk, customer credit risk, customer financing risk, default risk, default risk premium, del credere risk, delivery risk, diversifiable risk, earnings at risk, earthquake-risk bonds, equity value-at-risk, event risk, exchange rate risk, exchange risk, export risk guarantee, financial credit risk, financial risk, high-risk product, historical value-at-risk, inflation risk, interest rate risk, interest rate risk management, investment risk, legal risk, liquidity risk, margin risk, market risk, market risk premium, maturity risk, maturity risk premium, Monte Carlo value at risk, nominal risk-free rate, noncontrollable risk, nondiversifiable risk, portfolio construction financial risk, prepayment risk, price of risk, price risk, pure risk, real risk-free rate, regulatory risk, reinvestment rate risk, reinvestment risk, residual risk, return on risk-adjusted capital, risk arbitrage, risk averse, risk aversion, risk capital, risk investment, risk lover, risk measure, risk preferent, risk premium, risk price, risk transfer, risk/return indifference curve, risk/return trade-off, risk/return tradeoff function, risk-adjusted discount rate, risk-adjusted discount rate method, risk-adjusted rate of return, risk-adjusted return, risk-adjusted return on capital, risk-adjusted return on risk-adjusted capital, risk-averse investor, risk-free, risk-free rate, risk-free rate of return, risk-free return, riskless arbitrage, riskless rate of return, riskless transaction, risk-loving investor, risk-neutral investor, risk-return indifference curve, risk-return trade-off, risk-reward trade-off, risk-seeking investor, settlement risk, simulation value at risk, simulation value-at-risk, specific risk, speculative risk, stand-alone risk, Swap Transferring Risk with Participating Element, systematic risk, transaction risk, underwriting risk, unique risk, unlimited risk, unsystematic risk, value at risk, value-at-risk model, vega risk, yield curve riskThe new English-Russian dictionary of financial markets > risk
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14 analytical VaR
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15 analytical VaR
The new English-Russian dictionary of financial markets > analytical VaR
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16 correlation VaR
фин. = analytical value-at-risk -
17 parametric VaR
фин. = analytical value-at-risk -
18 variance-covariance VaR
фин. = analytical value-at-riskАнгло-русский экономический словарь > variance-covariance VaR
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19 variance/covariance VAR
фин. = analytical value-at-riskАнгло-русский экономический словарь > variance/covariance VAR
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20 correlation VAR
фин. = analytical value-at-riskThe new English-Russian dictionary of financial markets > correlation VAR
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См. также в других словарях:
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