谷澍

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VAR方法

VaR方法提出的背景<p>传统的ALM(Asset-Liability Management,资产负债管理)过于依赖报表分析,缺乏时效性;利用方差及β系数来衡量风险太过于抽象,不直观,而且反映的只是市场(或资产)的波动幅度;而CAPM(资本资产定价模型)又无法揉合金融衍生品种。在上述传统的几种方法都无法准 …

We have upgraded ifrs.org, and as a result we have had to change the majority of our urls. That's probably why you can't find the page you wanted.<p>We …