Page 275 - 風險管理小辭典
P. 275
索 引
Diversified Benefit 分散利益／ 120
Diversified Corporate Loans 多元化公司貸款／ 179
Diversified Value at Risk 分散風險值／ 120
Double Default 雙重違約／ 160
Duration Gap 存續期間缺口／ 71
Duration Method 存續期間法／ 37
Duration
DV01 基點值／ 存續期間／ 113 90
E
Earnings before Interest and Taxes/Total Assets Ratio 息前稅前盈
餘對總資產之比率／ 175
Economic Capital
Economic Value of Equity at Risk ，EC 經濟資本／ ，EVE 233 淨值風險值／ 134
Eligible Collaterals 合格擔保品／ 150
內生性／ 10
Endogenous Illiquidity
Equity Correlation 股價的相關性／ 197
Equity Risk of Standardized Approach 標準法－權益證券風險／ 29
Estimate of Conditional Probability 條件機率估計值／ 205
European Option 歐式選擇權／ 108
Exceptional 異常／ 231
Exogenous Illiquidity 外生性／ 10
261
