Commercial Bank Risk Management Basic Reserarch and System Development Based on Value - at - Risk.

基于风险价值的商业银行风险管理理论研究与系统开发.

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It is meaningful to solve the problem conditional value - at - risk loss value with multistages.

这对于求解 多阶段 风险值问题具有重要作用.

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Taking account of such spillover effects greatly increases some banks'value at risk ( see chart 9 ).

评估时考虑到这种溢出效应(spillovereffects)8会大幅度增加银行的在险价值图9 ).

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