价值工程
價值工程
개치공정
VALUE ENGINEERING
2013年
12期
181-182
,共2页
风险测量%VAR
風險測量%VAR
풍험측량%VAR
risk measurement%VAR
用公式可表示为:Prob(△P>VAR}=1-a(其中Prob表示:资产价值损失小于可能损失上限的概率;△P表示:某一金融资产在一定持有期△t的价值失额;VAR表示:给定置信水平a下的在险价值,即可能的损失上限;a表示:给定的置信水平.)
用公式可錶示為:Prob(△P>VAR}=1-a(其中Prob錶示:資產價值損失小于可能損失上限的概率;△P錶示:某一金融資產在一定持有期△t的價值失額;VAR錶示:給定置信水平a下的在險價值,即可能的損失上限;a錶示:給定的置信水平.)
용공식가표시위:Prob(△P>VAR}=1-a(기중Prob표시:자산개치손실소우가능손실상한적개솔;△P표시:모일금융자산재일정지유기△t적개치실액;VAR표시:급정치신수평a하적재험개치,즉가능적손실상한;a표시:급정적치신수평.)
It is expressed by the formula Prob (△P>VAR}=1-a. Thereinto, Prob represents that the loss of value of assets less than the probability of upper limit of possible loss;△P represents that the loss amount of value of certain financial asset during a certain holding period;VAR represents the VAR under given confidence level, namely, the possible upper limit of loss;a represents the given confidence level.
