2024鍩洪噾寰炴キ(y猫)璩囨牸璀夎€冭│寰�(f霉)缈�(x铆)璩囨枡锛氥€婅瓑鍒告姇璩囥€嬪父鐢ㄧ殑VaR浼扮畻鏂规硶
鐎忚
鏀惰棌
鏈枃鏁寸悊浜�2024骞村熀閲戝緸妤�(y猫)銆婅瓑鍒告姇璩囥€嬭€冮粸(di菐n)鍏�(n猫i)瀹癸細甯哥敤鐨刅aR浼扮畻鏂规硶锛屽缓璀版敹钘忔湰鏂�锛屽弽寰�(f霉)瀛�(xu茅)缈�(x铆)瑷樻喍銆�
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2024骞村熀閲戝緸妤�(y猫)銆婅瓑鍒告姇璩囥€嬭€冮粸(di菐n)鍏�(n猫i)瀹归瀼鍥�
鑰冮粸(di菐n)锛氬父鐢ㄧ殑VaR浼扮畻鏂规硶
鑰冮粸(di菐n)姝稿爆锛氱鍗佸洓绔犵浜岀瘈(ji茅) 鎶曡硣棰�(f膿ng)闅�(xi菐n)鐨勬脯(c猫)搴� 绗簩閮ㄥ垎
鑰冮粸(di菐n)鍏�(n猫i)瀹癸細
1.鍙冩暩(sh霉)娉�(鍙堢ū鏂瑰樊—鍗�(xi茅)鏂瑰樊娉�)
(1)鍋囪ō(sh猫)棰�(f膿ng)闅�(xi菐n)鍥犲瓙鏀剁泭鐜囨湇寰炴煇鐗瑰畾椤炲瀷鐨勬鐜囧垎甯�
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2.妯℃摤娉�
(1)姝峰彶妯℃摤娉�
(2)钂欑壒鍗℃礇妯℃摤娉�
娉細灏�(du矛)浜庢ā鎿硶锛屾ǎ鏈暩(sh霉)閲忚秺澶�锛岃秺鎺ヨ繎鐪熷(sh铆)鍊�
2024骞村熀閲戝緸妤�(y猫)銆婅瓑鍒告姇璩囥€嬭€冮粸(di菐n)瑭﹂绶寸繏(x铆)
1銆佺洰鍓嶅父鐢ㄧ殑棰�(f膿ng)闅�(xi菐n)鍍�(ji脿)鍊兼ā鍨嬫妧琛�(sh霉)涓嶅寘鎷�()銆�
A. 鍙冩暩(sh霉)娉�
B. 绯绘暩(sh霉)娉�
C. 姝峰彶妯℃摤娉�
D. 钂欑壒鍗℃礇娉�
鍙冭€冪瓟妗堬細B
鍙冭€冭В鏋愶細鐩墠甯哥敤鐨勯ⅷ(f膿ng)闅�(xi菐n)鍍�(ji脿)鍊兼ā鍨嬫妧琛�(sh霉)涓昏鏈変笁绋細鍙冩暩(sh霉)娉曘€佹鍙叉ā鎿硶鍜岃挋鐗瑰崱娲涙硶銆�
2銆侀ⅷ(f膿ng)闅�(xi菐n)鍍�(ji脿)鍊�(VaR)鐨勮€冨療鍗€(q奴)闁撲竴鑸偤()銆�
A. 鐭湡锛屼竴鑸竴鍛ㄦ垨骞惧懆
B. 涓暦(zh菐ng)鏈�锛屼竴鑸竴骞存垨鏁�(sh霉)骞�
C. 闀�(zh菐ng)鏈�锛屽崄骞翠互涓�
D. 涓湡锛屼竴鑸咕鍊�(g猫)鏈堣嚦涓€骞�
鍙冭€冪瓟妗堬細A
鍙冭€冭В鏋愶細VaR鐨勮€冨療鍗€(q奴)闁撻€氬父寰堢煭(涓€澶�銆佷竴鍛ㄦ垨骞惧懆)銆�
鍌欒€�2024鍩洪噾寰炴キ(y猫)璩囨牸鑰冭│闇€瑕佺殑鑰冭│澶х侗銆侀珮闋昏€冮粸(di菐n)銆佸倷鑰冩妧宸�銆佹ā鎿鍙婃骞寸湡椤岀瓑鍏嶈不(f猫i)鎻愪緵绲﹀ぇ瀹�锛屽彲鑷閬告搰闇€瑕佺殑璩囨枡椤炲瀷锛岄粸(di菐n)鎿婂氨鑳姐€�鍏嶈不(f猫i)涓嬭級銆戝暒!
浠ヤ笂鍏�(n猫i)瀹圭偤“2024鍩洪噾寰炴キ(y猫)璩囨牸璀夎€冭│寰�(f霉)缈�(x铆)璩囨枡锛氥€婅瓑鍒告姇璩囥€嬪父鐢ㄧ殑VaR浼扮畻鏂规硶”鐨勫収(n猫i)瀹�锛屽笇鏈涜兘灏�(du矛)鎮ㄦ湁鎵€骞姪銆傚皬绶ㄧ偤寤ｅぇ鑰冪敓涓婂偝鏇村鍩洪噾寰炴キ(y猫)璩囨牸鑰冭│姝峰勾鐪熼銆侀噸瑕佽€冮粸(di菐n)銆佸埛椤屾脯(c猫)瑭︾瓑锛屽彲榛�(di菐n)鎿�“鍏嶈不(f猫i)涓嬭級”鎸夐垥鍚庨€�(j矛n)鍏ヤ笅杓夐爜(y猫)闈€€�
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2022骞村熀閲戜粠涓氥€婂熀閲戞硶寰嬫硶瑙勩€嬬湡棰樺強绛旀
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