{"id":43,"date":"2025-05-24T06:44:19","date_gmt":"2025-05-24T06:44:19","guid":{"rendered":"https:\/\/seagreen-loris-925281.hostingersite.com\/?p=43"},"modified":"2025-09-18T01:36:59","modified_gmt":"2025-09-18T01:36:59","slug":"ping-an-bank-market-risk-measurement-engine-system","status":"publish","type":"post","link":"https:\/\/goldenideatech.com\/zh\/ping-an-bank-market-risk-measurement-engine-system\/","title":{"rendered":"\u5e73\u5b89\u94f6\u884c\u5e02\u573a\u98ce\u9669\u8ba1\u91cf\u5f15\u64ce\u7cfb\u7edf"},"content":{"rendered":"
\n\t\t\t\t
\n\t\t\t\t\t
\n\t\t\t\t
\n\t\t\t\t
\n\t\t\t\t\t\t\t\t\t\n

\u5ba2\u6237\u6982\u51b5\uff1a<\/strong><\/h4>\n\n

\u5e73\u5b89\u94f6\u884c\u662f\u4e2d\u56fd\u89c4\u6a21\u6700\u5927\u3001\u6700\u5177\u521b\u65b0\u529b\u7684\u5546\u4e1a\u94f6\u884c\u4e4b\u4e00\uff0c\u96b6\u5c5e\u4e8e\u5e73\u5b89\u4fdd\u9669\u96c6\u56e2\u3002\u5e73\u5b89\u94f6\u884c\u63d0\u4f9b\u5168\u9762\u7684\u91d1\u878d\u4ea7\u54c1\u548c\u670d\u52a1\uff0c\u5305\u62ec\u96f6\u552e\u94f6\u884c\u3001\u4f01\u4e1a\u94f6\u884c\u548c\u8d22\u5bcc\u7ba1\u7406\uff0c\u5e76\u5728\u63a8\u52a8\u4e2d\u56fd\u91d1\u878d\u670d\u52a1\u4e1a\u6570\u5b57\u5316\u8f6c\u578b\u548c\u521b\u65b0\u65b9\u9762\u53d1\u6325\u7740\u9886\u5bfc\u4f5c\u7528\u3002<\/p>\n\n

\u9879\u76ee\u80cc\u666f\uff1a<\/strong><\/h4>\n\n

\u5e73\u5b89\u94f6\u884c\u81f4\u529b\u4e8e\u52a0\u5f3a\u98ce\u9669\u7ba1\u7406\u5b9e\u8df5\uff0c\u81f4\u529b\u4e8e\u5f00\u53d1\u5e02\u573a\u98ce\u9669\u6d4b\u91cf\u5f15\u64ce\uff0c\u4e3a\u4e86\u66f4\u597d\u5730\u5904\u7406\u5176\u65e5\u5e38\u5904\u7406\u7684\u590d\u6742\u91d1\u878d\u4ea7\u54c1\u548c\u884d\u751f\u54c1\u3002\u8be5\u9879\u76ee\u7684\u76ee\u6807\u662f\u521b\u5efa\u9996\u4e2a\u81ea\u4e3b\u7814\u53d1\u7684\u5e02\u573a\u98ce\u9669\u5f15\u64ce\uff0c\u80fd\u591f\u5bf9\u5404\u79cd\u91d1\u878d\u5de5\u5177\u8fdb\u884c\u5b9a\u4ef7\u548c\u4f30\u503c\uff0c\u8ba1\u7b97\u654f\u611f\u6027\uff0c\u5e76\u8fdb\u884c\u538b\u529b\u6d4b\u8bd5\u548c\u98ce\u9669\u4ef7\u503c (VaR) \u8ba1\u7b97\u3002\u8be5\u7cfb\u7edf\u9700\u8981\u5904\u7406\u591a\u79cd\u8d44\u4ea7\u7c7b\u522b\uff0c\u5305\u62ec\u5916\u6c47\u3001\u503a\u5238\u3001\u94f6\u884c\u95f4\u501f\u8d37\u3001\u671f\u6743\u3001\u6389\u671f\u548c\u5176\u4ed6\u884d\u751f\u54c1\u3002<\/p>\n\n

\u6b64\u5916\uff0c\u8be5\u5f15\u64ce\u8fd8\u5fc5\u987b\u652f\u6301\u591a\u79cd\u8ba1\u7b97\u573a\u666f\uff0c\u7b80\u5316\u5b9a\u4ef7\u548c\u654f\u611f\u6027\u5206\u6790\uff0c\u5e76\u65b9\u4fbf\u7ba1\u7406\u8de8\u4e0d\u540c\u5ba2\u6237\u7c7b\u578b\u7684\u590d\u6742\u6295\u8d44\u7ec4\u5408\u3002\u8be5\u7cfb\u7edf\u65e8\u5728\u5229\u7528\u5927\u6570\u636e\u6280\u672f\uff0c\u63d0\u9ad8\u8ba1\u7b97\u901f\u5ea6\u548c\u51c6\u786e\u6027\uff0c\u63d0\u5347\u7528\u6237\u4f53\u9a8c\uff0c\u5e76\u964d\u4f4e\u5e73\u5b89\u94f6\u884c\u53ca\u5176\u4ed6\u4f7f\u7528\u8be5\u7cfb\u7edf\u7684\u5546\u4e1a\u94f6\u884c\u7684\u5f00\u53d1\u548c\u5b9e\u65bd\u6210\u672c\u3002<\/p>\n\n

\u63d0\u4f9b\u7684\u89e3\u51b3\u65b9\u6848\uff1a<\/strong><\/h4>\n\n

Golden Idea\u79d1\u6280\u516c\u53f8\u4e0e\u5e73\u5b89\u94f6\u884c\u5408\u4f5c\u5f00\u53d1\u4e86\u5148\u8fdb\u7684\u5e02\u573a\u98ce\u9669\u5ea6\u91cf\u5f15\u64ce\u7cfb\u7edf\uff0c\u7528\u4e8e\u5904\u7406\u5404\u7c7b\u91d1\u878d\u4ea7\u54c1\uff08\u5c24\u5176\u884d\u751f\u54c1\uff09\u7684\u5b9a\u4ef7\u3001\u4f30\u503c\u548c\u98ce\u9669\u5ea6\u91cf\uff0c\u4ee5\u6ee1\u8db3\u5e73\u5b89\u94f6\u884c\u53ca\u6574\u4e2a\u94f6\u884c\u4e1a\u7684\u9700\u8981\u3002<\/p>\n\n

\u8be5\u89e3\u51b3\u65b9\u6848\u7684\u4e3b\u8981\u7279\u70b9\u5305\u62ec\uff1a<\/strong><\/h4>\n\n

\u4f30\u503c\u548c\u5b9a\u4ef7\u80fd\u529b\uff1a\u8be5\u7cfb\u7edf\u80fd\u591f\u4f7f\u7528 Black-Scholes (BS)\u3001\u4e09\u6b21\u6837\u6761\u548c\u4e8c\u53c9\u6811\u6a21\u578b\u7b49\u5148\u8fdb\u7684\u5b9a\u4ef7\u6a21\u578b\uff0c\u5bf9\u5404\u79cd\u91d1\u878d\u4ea7\u54c1\u8fdb\u884c\u4f30\u503c\u548c\u5b9a\u4ef7\uff0c\u5305\u62ec\u5916\u6c47\u3001\u503a\u5238\u3001\u94f6\u884c\u95f4\u8d37\u6b3e\u3001\u671f\u6743\u3001\u6389\u671f\u548c\u5176\u4ed6\u884d\u751f\u54c1\u3002<\/p>\n\n

\u654f\u611f\u6027\u5206\u6790\uff1a\u7cfb\u7edf\u53ef\u4ee5\u8fdb\u884c\u654f\u611f\u6027\u8ba1\u7b97\uff0c\u4ee5\u8bc4\u4f30\u91d1\u878d\u4ea7\u54c1\u7684\u4ef7\u503c\uff0c\u5982\u4f55\u54cd\u5e94\u6f5c\u5728\u98ce\u9669\u56e0\u7d20\uff08\u4f8b\u5982\u5229\u7387\u3001\u6ce2\u52a8\u6027\u548c\u5176\u4ed6\u5e02\u573a\u53d8\u91cf\uff09\u7684\u53d8\u5316\u3002<\/p>\n\n

\u652f\u6301\u591a\u79cd\u91d1\u878d\u4ea7\u54c1\uff1a\u7cfb\u7edf\u652f\u6301\u591a\u79cd\u8d44\u4ea7\u7c7b\u522b\uff0c\u5305\u62ec\u80a1\u7968\u884d\u751f\u54c1\u3001\u56fa\u5b9a\u6536\u76ca\u4ea7\u54c1\u3001\u5546\u54c1\u3001\u91d1\u5c5e\u7b49\uff0c\u5b9e\u73b0\u5168\u9762\u7684\u5e02\u573a\u98ce\u9669\u7ba1\u7406\u3002<\/p>\n\n

\u5927\u6570\u636e\u96c6\u6210\uff1a\u8be5\u7cfb\u7edf\u5229\u7528\u5927\u6570\u636e\u5e73\u53f0\u63d0\u9ad8\u8ba1\u7b97\u6548\u7387\uff0c\u5e76\u5b9e\u73b0\u6d77\u91cf\u5e02\u573a\u6570\u636e\u7684\u5b9e\u65f6\u5904\u7406\uff0c\u4ece\u800c\u5b9e\u73b0\u66f4\u5feb\u3001\u66f4\u51c6\u786e\u7684\u98ce\u9669\u8bc4\u4f30\u548c\u538b\u529b\u6d4b\u8bd5\u3002<\/p>\n\n

\u538b\u529b\u6d4b\u8bd5\u548cVAR\u8ba1\u7b97\uff1a\u8be5\u5f15\u64ce\u8fdb\u884c\u538b\u529b\u6d4b\u8bd5\u548cVaR\u8ba1\u7b97\uff0c\u4f7f\u5e73\u5b89\u94f6\u884c\u80fd\u591f\u8bc4\u4f30\u5404\u79cd\u5e02\u573a\u60c5\u666f\u4e0b\u7684\u6f5c\u5728\u98ce\u9669\uff0c\u5e76\u91cf\u5316\u6781\u7aef\u6761\u4ef6\u4e0b\u7684\u6f5c\u5728\u635f\u5931\u3002<\/p>\n\n

\u7075\u6d3b\u4e14\u53ef\u590d\u7528\u7684\u6a21\u578b\uff1a\u7cfb\u7edf\u5305\u542b\u591a\u79cd\u6a21\u578b\uff0c\u53ef\u7075\u6d3b\u5e94\u7528\u4ee5\u6ee1\u8db3\u4e0d\u540c\u7c7b\u578b\u7684\u5ba2\u6237\u9700\u6c42\uff0c\u4f7f\u5176\u9002\u7528\u4e8e\u5927\u578b\u673a\u6784\u548c\u5c0f\u578b\u5546\u4e1a\u94f6\u884c\u3002\u8fd9\u4e9b\u6a21\u578b\u53ef\u5728\u6574\u4e2a\u884c\u4e1a\u5185\u590d\u7528\uff0c\u4ece\u800c\u964d\u4f4e\u4ea7\u54c1\u5f00\u53d1\u548c\u5b9e\u65bd\u7684\u6210\u672c\u3002<\/p>\n\n

\u4f18\u5316\u7684\u7528\u6237\u4f53\u9a8c\uff1a\u8be5\u7cfb\u7edf\u91c7\u7528\u7528\u6237\u53cb\u597d\u7684\u754c\u9762\u548c\u7b80\u5316\u7684\u5de5\u4f5c\u6d41\u7a0b\u8bbe\u8ba1\uff0c\u786e\u4fdd\u98ce\u9669\u7ba1\u7406\u8005\u548c\u5176\u4ed6\u5229\u76ca\u76f8\u5173\u8005\uff0c\u53ef\u4ee5\u8f7b\u677e\u8bbf\u95ee\u548c\u89e3\u91ca\u5176\u98ce\u9669\u8bc4\u4f30\u7684\u7ed3\u679c\u3002<\/p>\n\n

\u7ed3\u679c\uff1a<\/strong><\/h4>\n\n

\u5e02\u573a\u98ce\u9669\u5ea6\u91cf\u5f15\u64ce\u663e\u8457\u63d0\u5347\u4e86\u5e73\u5b89\u94f6\u884c\u7ba1\u7406\u548c\u8bc4\u4f30\u5404\u7c7b\u91d1\u878d\u4ea7\u54c1\u5e02\u573a\u98ce\u9669\u7684\u80fd\u529b\u3002\u4e3b\u8981\u6210\u679c\u5305\u62ec\uff1a<\/p>\n\n

\u63d0\u5347\u8ba1\u7b97\u6548\u7387\uff1a\u5927\u6570\u636e\u6280\u672f\u7684\u878d\u5408\uff0c\u6781\u5927\u63d0\u5347\u4e86\u7cfb\u7edf\u5904\u7406\u6d77\u91cf\u6570\u636e\u548c\u5feb\u901f\u7cbe\u51c6\u6267\u884c\u590d\u6742\u8ba1\u7b97\u7684\u80fd\u529b\uff0c\u4ece\u800c\u5927\u5e45\u7f29\u77ed\u4e86\u5b9a\u4ef7\u548c\u98ce\u9669\u5206\u6790\u6240\u9700\u7684\u65f6\u95f4\u3002<\/p>\n\n

\u63d0\u5347\u98ce\u9669\u7ba1\u7406\uff1a\u7cfb\u7edf\u8ba1\u7b97\u654f\u611f\u6027\u3001\u8fdb\u884c\u538b\u529b\u6d4b\u8bd5\u3001\u8ba1\u7b97VaR\u7684\u80fd\u529b\u63d0\u5347\u4e86\u5e73\u5b89\u94f6\u884c\u7ba1\u7406\u5e02\u573a\u98ce\u9669\u7684\u80fd\u529b\uff0c\u5e2e\u52a9\u8be5\u94f6\u884c\u4e3b\u52a8\u8bc6\u522b\u548c\u5316\u89e3\u6f5c\u5728\u98ce\u9669\u3002<\/p>\n\n

\u5168\u884c\u4e1a\u53ef\u590d\u7528\u6027\uff1a\u8be5\u7cfb\u7edf\u7684\u7075\u6d3b\u8bbe\u8ba1\u548c\u5904\u7406\u591a\u79cd\u4ea7\u54c1\u7c7b\u578b\u7684\u80fd\u529b\u4f7f\u5176\u6210\u4e3a\u5bf9\u5176\u4ed6\u5546\u4e1a\u94f6\u884c\u6709\u5438\u5f15\u529b\u7684\u89e3\u51b3\u65b9\u6848\uff0c\u4fc3\u8fdb\u4e86\u4ea7\u54c1\u590d\u7528\u5e76\u964d\u4f4e\u4e86\u6574\u4e2a\u884c\u4e1a\u7684\u5f00\u53d1\u548c\u5b9e\u65bd\u6210\u672c\u3002<\/p>\n\n

\u964d\u4f4e\u6210\u672c\uff1a\u901a\u8fc7\u81ea\u52a8\u5316\u590d\u6742\u7684\u98ce\u9669\u8ba1\u7b97\uff0c\u5e76\u63d0\u4f9b\u53ef\u7075\u6d3b\u5e94\u7528\u4e8e\u591a\u79cd\u4ea7\u54c1\u7684\u7cfb\u7edf\uff0c\u5e73\u5b89\u94f6\u884c\u663e\u8457\u964d\u4f4e\u4e86\u5e02\u573a\u98ce\u9669\u7ba1\u7406\u7684\u76f8\u5173\u6210\u672c\u3002\u8be5\u7cfb\u7edf\u7684\u53ef\u6269\u5c55\u6027\u786e\u4fdd\u5176\u65e0\u9700\u5927\u91cf\u989d\u5916\u6295\u8d44\u5373\u53ef\u6301\u7eed\u6ee1\u8db3\u94f6\u884c\u4e0d\u65ad\u53d8\u5316\u7684\u9700\u6c42\u3002<\/p>\n\n

\u66f4\u597d\u7684\u7528\u6237\u4f53\u9a8c\uff1a\u76f4\u89c2\u7684\u754c\u9762\u548c\u7b80\u5316\u7684\u6d41\u7a0b\uff0c\u4f7f\u5e73\u5b89\u94f6\u884c\u548c\u5176\u4ed6\u91d1\u878d\u673a\u6784\u7684\u7528\u6237\uff0c\u66f4\u5bb9\u6613\u8fdb\u884c\u5e02\u573a\u98ce\u9669\u8bc4\u4f30\uff0c\u4ece\u800c\u63d0\u9ad8\u51b3\u7b56\u548c\u8fd0\u8425\u6548\u7387\u3002<\/p>\n\n

\"\"<\/figure>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>","protected":false},"excerpt":{"rendered":"

Customer Profile: Ping An Bank is one of the largest and most innovative commercial banks in China and is affiliated with Ping An Insurance Group. Ping An Bank offers a comprehensive range of financial products and services, including retail banking, corporate banking and wealth management, and plays a leading role in promoting the digital transformation […]<\/p>","protected":false},"author":1,"featured_media":44,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[22],"tags":[15],"class_list":["post-43","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-finance","tag-energy"],"_links":{"self":[{"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/posts\/43","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/comments?post=43"}],"version-history":[{"count":7,"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/posts\/43\/revisions"}],"predecessor-version":[{"id":821,"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/posts\/43\/revisions\/821"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/media\/44"}],"wp:attachment":[{"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/media?parent=43"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/categories?post=43"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/goldenideatech.com\/zh\/wp-json\/wp\/v2\/tags?post=43"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}