The paper proposes an improving risk measurement model from DaR and CDaR.

提出了一种改进的DaR、CDaR风险度量模型.

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As a risk measurement and management tool, VaR has been accepted by many financial institutions.

VaR作为 一种被金融以及监管机构广泛接受的风险度量和控制工具, 正好迎合了这种需求.

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Thus it is necessary to study risks in insurance companies, risk measurement and risk shifting.

因而,对保险公司风险管理即对保险公司风险 、 风险度量以及风险的转移研究是非常重要的.

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In this regard, liquidity indexes cannot be counted as true risk measurement methods.

从这个意义上讲, 各种流动性指标值并不算是真正的流动性风险衡量方法.

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Accurate risk measurement and control is one of the vital functions of financial institutions.

准确的测量和控制风险是金融机构的重要职能之一.

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