保证金比例

通过实证分析，得出根据VaR方法计算风险值确定的交易保证金比例能及时反映期货市场价格风险的变动情况。

Through demonstration we can conclude that the ration set accord VaR method can reflect price changes timely , so futures exchanges can adopt VaR method to control risk validly in theoretical .

应用四种方法对中小板300每天的保证金比例进行计算。

In the article I use four methods to calculate the ratio of margin for small board 300 .

本所认为必要时，可以调整融资保证金比例标准，并向市场公布。

If necessary , the exchange may adjust the standard for financed funds ratio , and publicize to the market .

保证金比例是一个什么样的收费进行交流合同，而不是什么真正的功能更多。

Margin rates are more of a function of what the exchanges charge to carry a contract rather than anything real .

今年以来，中国官方已两次上调银行存款准备金率，还提高了参与竞拍土地前需缴纳的保证金比例。

This year already , authorities have raised the bank reserve requirement twice and increased the required down payment on land purchases .

该部分分析了影响我国上海股票市场波动性的融资融券因素，主要为投资者结构、保证金比例以及保证金范围。

And it discovers that the influencing factors of the margin trading are consisting of the main structure for investors , margin ratio and the margin range .

通过具体分析，这个比例能够及时反映市场标的证券价格变动所产生的风险，并有效加以防范，合理的保证金比例对客户以及证券公司都是隔离风险的有效保护措施。

By careful analysis , this percentage can indicate the risk of price changing in the stock market in time and guard against the risk effectively , which is crucial for the risk control to both the investor and and the stockjobber .

联合向银行贷款、发行债券或者其他方式筹集资金，企业根据合约以及缴纳的保证金比例获得相应的融资额度，到期对贷款或债券统一偿还。

The joint funding company collecting money through bank loans , issuing currency or other ways and those small and middle enterprises can get correspondent money in accordance with contracts and their basic guarantee money . Due bank loans and bonds should be paid uniformly .

此前，由于银行提升了贷款保证金比例，即需要对冲基金提供更多的现金，否则他们就将面临强制拍卖资产的威胁，多家专门从事抵押贷款担保证券投资的对冲基金因此破产。

The move follows the failure of several hedge funds specialising in mortgage-backed securities after banks increased the margin that must be put up against loans demanding more cash from the funds , with the threat of forced sales of assets if they could not deliver .

减少下定单购买时投入的购买保证金的比例。

Each level of skill reduces the percentage of ISK placed in market escrow when entering buy orders .

可在满足给定风险系数和置信水平的前提下，制定合理的保证金的收取比例，为期货交易市场保证金的确定提供了新的计算方法。

It could determine more proper ratio of margin while satisfying the risk coefficient and the confidence level , and provide a new method for determine the margin level in the futures market .

结果发现，涨跌幅限制截断了期货日内价格变化的极端行为，造成期货报酬率分布的峰态减缓，并对极值分布的参数估计、保证金不足的概率估计与保证金比例的设定均有影响。

I found that futures price limits cut off the extreme behavior of price changes days , so the distribution of futures returns kurtosis slow , on the extreme value distribution parameter estimation , less than the probability of margin estimates and margin settings have affected the ratio .

对国内现行保证金水平和静态收取方式进行分析和评价，用基于半参数方法的GARCH-GPD模型计算保证金比例，避免不当假设扰动项分布产生的错误。

The margin level and the static collecting methods are analyzed , and the GARCH-GPD models based on semi-parametric methods are applied to calculate the margin level .

此外期货涨跌幅限制与保证金对于降低期货价格波动性有替代效果，较窄小的涨跌幅限制可以降低期货价格的波动，有助于控制期货的违约风险，因此须要求相对较低的期货保证金比例。

In addition , futures price limits and margin for the futures price volatility have lower substitution effect , narrow small price limits reduce the volatility of futures prices to help control the futures of default risk , it is necessary to lower the relative demands of margins .