美文网首页
what is Risk?

what is Risk?

作者: 寻宝记_楠哥 | 来源:发表于2020-06-19 10:42 被阅读0次

EL And UL

预期损失:Expected loss:

非预期损失:Unexpected loss:


Risk management:

Old Treatment of Risk VS Stress Testing:

Risk management:move from a historical-statistical treatments of risk to scenario analysis and stress Testing!

极端情况下的情景测试和压力测试!!!


A Risk Managerjob:(一个风险管理者!!!)

NO:control and reduce EL.

Measure the UL

Set sufficient capital to protect against potential UL.

Achieve appropriate return from the risky activities.

Clear communication.

UL高效的:对非预期风险的概率,控制,在极端情况下的准备金效率!

相关文章

网友评论

      本文标题:what is Risk?

      本文链接:https://www.haomeiwen.com/subject/jhcvxktx.html