期货风险

期货风险监控辅助决策系统

Assistant Decision System of Futures Risk Monitoring

至此，已经被人们忽视的期货风险再度成为金融界的热点问题。

Until now , futures risk which once was ignored is becoming the hot point problem again .

基于植入SV的VaR模型的股指期货风险度量

The study on measuring the risk of stock index futures based on VaR with SV implanted

基于Markowitz和VaR模型的股指期货风险预警

Stock Index Futures at Risk Monitor Based on Model Markowitz and Model Value at Risk

多元Copula-GARCH模型及其在期货风险分析中的应用

Multivariate Copula-GARCH Model and Its Applications in Portfolio Value-at-Risk

中国股指期货风险防范研究

Research on Avoiding the Risk of the Stock Index Futures of China

股指期货风险及其管理研究

A Study on the Risk of Stock Index Futures and Its Management

股票指数期货风险的法律监管

The Legal Supervision of the Stock-index Futures ' Risk

股票指数期货风险防范及监管思路

Risk Management and the Supervision of Stock Index Futures

股票指数期货风险控制研究

A Research of Risk Control over Stock Index Futures

金融期货风险管理的研究

Research on Risk Management of Financial Futures

正文第四部分内容是完善我国股指期货风险防范法律机制的建议。

The fourth part of the body is to improve the Risk of Stock Index Futures legal mechanism .

第二，股指期货风险管理功能有助于降低股市波动，作用直观、明显。

Secondly , stock index futures ' risk management function is helpful to decrease the volatility of stocks market .

股指期货风险预警是金融风险控制的重要环节，在市场安全运行方面有着广泛的应用。

Early-warning of stock index futures risks is an important link in financial risk control and is also widely applied to market safe operation .

在对我国股指期货风险控制的研究中，提出了我国股指期货风险控制的目标模式，为我国股指期货风险控制指出了努力方向。

Through analyzing the problem that my country stock index futures risk control will face and bring forward the object model of futures markets .

研究结果表明：基差对现货和期货风险结构的影响是不对称的，其中负基差对风险结构的影响要大于正基差的影响。

The results suggest that the basis effect is asymmetric , i.e. , the negative basis has greater impact than the positive basis on the variance and covariance structure .

最后，本文以巴林银行事件为案例，对股指期货风险进行分析，并通过案例分析指出其经验教训。

Finally , as a case of stock index futures risk , the thesis analyzed the Bank of Bahrain , and through the case study , pointed out the lessons learned .

我调查了一下，保险可以防患于未然，但回报不高，基金不够稳定，期货风险更大。

I had investigated that insurance could nip in the bud , but its proceeds is ecumenical , and the fund is not jarless , and the timebargain has much risk .

但同时期货风险对金融系统乃至经济系统的破坏性也越来越显著，97年亚洲金融危机可见一斑。

Yet , in same time , the risk of futures has obvious destructiveness to financial system even to economic system , we can see this from Asian financial crisis in 1997 .

正文第三部分研究了国外股指期货风险防范法律机制，有三种主要模式，分别是美国之政府主导模式；英国之自律主导模式；法国之中间模式。

The third part of the body of the foreign stock index futures is the legal mechanism of risks ; they have three main models , namely the U.S. government-led model ; British-led self-regulation ; the middle model of French .

我国股指期货风险识别从我国股指期货历史教训、股指期货风险来源和识别方法三个方面展开。

In this chapter of my country 's stock index futures risk identify we discuss from three aspects such as the historical lesson of my country 's stock index futures , the risk origin and identify methods of stock index futures .

并且由于股指期货风险对冲功能的充分发挥，将会对现货市场的波动起到抑制作用，因此在长期趋势中，现货市场与期货市场的走势比较吻合。

As stock index futures and hedge the risk of giving full play to function , will be on the spot market volatility has played inhibition , in the long-term trends in the spot market and futures market movements compared anastomosis .

通过对美国国债期货风险控制法律体系基本情况的研究找出值得我国借鉴的经验。第4部分我国国债期货交易风险控制的法律法规体系现状及存在的问题。

Through discovers to the American bond futures stock risk control legal framework basic situation research is worth our country model the experience.4th part of our country bond futures prompt sale risk control legal laws and regulations system present situation and existence question .

正是基于此，本文选择我国股票指数期货风险的法律监管这一命题进行探究，对于建立和发展我国股票指数期货市场具有较强的现实意义。

Based on these , I choose the thesis topic as " The Legal Supervision for the Risks of the Stock-index Futures " and the study on this subject will have strong realistic significance in establishing and developing China 's stock-index futures market .

作为股指期货风险管理的核心环节之一，保证金水平的设置对于控制交易成本和防范头寸违约风险具有十分重要的意义，也历来是期货理论和实践关注的重点。

As a core in the risk management of stock index futures , margin level setting is of vital importance to the prevention against default risk and the control of transaction cost , which has long remained a key issue in relevant futures theory and practice .

正文第一部分是股指期货风险防范法律机制概述，主要内容是股指期货的内涵与特征、股指期货的功能和股指期货风险的含义与分类。

The first part of the body is the legal mechanism to prevent the risk of stock index futures overview that the main content is the content and characteristics of stock index futures , stock index futures , and stock index futures risk function and the meaning and classification .

基于J2EE的期货公司风险监管系统研究与实现

Research and Implement of Futures Firms Risk-Supervision System Based on J2EE

基于VaR的我国沪铝期货市场风险度量实证研究

Empirical Study on Risk Measurement Based on VaR of Aluminum Future Market in China

同时，VaR方法本身在石油期货投资风险分析上也存在一定的局限性。

But at the same time VaR itself has some deficiency in the risk analyses of oil future investment .

第二章评述了期货市场风险度量的主要理论和方法，并选择目前国际上应用广泛的VaR方法作为实证分析工具；

Chapter 2 discusses the main of measuring futures market risk , and chooses VaR to do empirical study in this paper .