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expected shortfall

单词 expected shortfall

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释义

预期损失:一种风险度量方法,用于评估投资组合的市场风险或信用风险。在金融风险测量领域中使用的概念。

时间: 2026-04-30 12:27:21

expected shortfall 双语例句

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1·Expected shortfall (ES) is a new method for measuring market risk.

期望损失值是一种评估市场风险的新测度。

2·At last, as valve at Risk is unable to measure the risk exactly and lack of subadditive , therefore, it is suggested in the international that Expected shortfall should be used to measure risk.

基于风险价值不能准确度量风险以及缺乏次可加性这些缺点,目前国际上有人提出用损失期望值来测量风险。

3·This defence shortfall is expected to be made up later in the year.

这项差额估计会在下半年得以弥补。

4·Though significant, Eclipse's documentation shortfall is to be expected from a relatively new project.

虽然十分严重,相对较新项目仍将存在Eclipse文档不足这一问题。

5·In light of the current shortfall of inflation from 2 percent, the Committee will carefully monitor actual and expected progress toward its inflation goal.

鉴于目前通货膨胀尚未达到2%的形势,联邦公开市场委员会将仔细监控朝向通货膨胀目标的实际和预期将有的进展。

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