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risk model

См. также в других словарях:

  • Risk — takers redirects here. For the Canadian television program, see Risk Takers. For other uses, see Risk (disambiguation). Risk is the potential that a chosen action or activity (including the choice of inaction) will lead to a loss (an undesirable… …   Wikipedia

  • Model risk — In finance, model risk is the risk involved in using models to value financial securities.[1] Rebonato considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but… …   Wikipedia

  • Risk analysis (engineering) — This article is about engineering. For other uses, see Risk analysis. Risk analysis is the science of risks and their probability and evaluation. Probabilistic risk assessment is one analysis strategy usually employed in science and engineering.… …   Wikipedia

  • model — mod‧el [ˈmɒdl ǁ ˈmɑːdl] noun 1. [countable] a particular type or design of a vehicle or machine: • the cheapest model in the Volkswagen range • Our photocopier is the latest model. see also brand1, make2 …   Financial and business terms

  • Risk factors for breast cancer — Risk factors of breast cancer may be divided into preventable and non preventable. Their study belongs in the field of epidemiology. Breast cancer, like other forms of cancer, is considered to result from multiple environmental and hereditary… …   Wikipedia

  • Risk equalization — is a way of equalizing the risk profiles of insurance members in order to reduce premium differences to some predetermined extent.In competitive markets for individual health insurance, risk rated premiums are observed to differ across subgroups… …   Wikipedia

  • Model-driven security — (MDS) means applying model driven approaches (and especially the concepts behind model driven software development) [1] to security. Contents 1 Development of the concept 2 Opinions of industry analysts …   Wikipedia

  • Value-at-Risk model (VAR) — Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities. The New York Times Financial Glossary …   Financial and business terms

  • value-at-risk model — Abbr. VaR Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities ( volatility). Bloomberg Financial… …   Financial and business terms

  • Risk-neutral measure — In mathematical finance, a risk neutral measure, is a prototypical case of an equivalent martingale measure. It is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a… …   Wikipedia

  • Model audit — A model audit is the colloquial term for the tasks performed when conducting due diligence on a financial model, in order to eliminate spreadsheet error. (Also known as Model Review in some areas). A study in 1998 concluded that even MBA students …   Wikipedia

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