風(fēng)險(xiǎn)管理的前瞻性與計(jì)量模型的時(shí)滯性
發(fā)布時(shí)間：2019-03-08 08:45
【摘要】：正前瞻性是現(xiàn)代風(fēng)險(xiǎn)管理的重要特性。商業(yè)銀行一般通過采用統(tǒng)計(jì)模型等工具和方法,對(duì)風(fēng)險(xiǎn)信息進(jìn)行描述性分析和前瞻性分析。本次國際金融危機(jī)之后,預(yù)測(cè)性分析在商業(yè)銀行風(fēng)險(xiǎn)管理中的重要性進(jìn)一步提升。然而需要
[Abstract]:Forward-looking is an important characteristic of modern risk management. Commercial banks generally use statistical models and other tools and methods to conduct descriptive and forward-looking analysis of risk information. After the international financial crisis, the importance of predictive analysis in the risk management of commercial banks is further enhanced. But it does.
【作者單位】： 中國銀行風(fēng)險(xiǎn)管理總部;
【分類號(hào)】：F224;F832.33
本文編號(hào)：2436635
[Abstract]:Forward-looking is an important characteristic of modern risk management. Commercial banks generally use statistical models and other tools and methods to conduct descriptive and forward-looking analysis of risk information. After the international financial crisis, the importance of predictive analysis in the risk management of commercial banks is further enhanced. But it does.
【作者單位】： 中國銀行風(fēng)險(xiǎn)管理總部;
【分類號(hào)】：F224;F832.33
【相似文獻(xiàn)】
相關(guān)博士學(xué)位論文 前2條
1 段鷹;復(fù)雜生產(chǎn)系統(tǒng)決策若干關(guān)鍵技術(shù)研究[D];重慶大學(xué);2009年
2 陳明;我國企業(yè)套期保值風(fēng)險(xiǎn)規(guī)避問題研究[D];華僑大學(xué);2009年
，本文編號(hào)：2436635
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