不确定性下的投资项目风险控制优化系统的设计

本文通过优化技术将市场中的不确定性进行分层,大大加快了对与市场风险信息的感应分析与处理的速度,并运用多种风险模型相结合的风险识别体系,即VAR、CVAR和压力测试共同作用的风险识别系统,大大提高了风险控制的准确性,减少了小概率以及极端情况下等风险对于投资项目的影响,并实现了风险决策反馈体系的高效率运作,规避了原有风险控制系统三大内在缺陷,真正同现代的风险市场同步,能够起到了风险识别、预警、规避、控制的作用。

Design of Risk Control Optimization System on Uncertainty Investment

The optimization technique greatly accelerated the market risk associated with the induction of information analysis and processing speed,by the uncertainty in the market stratification,and use a variety of risk models combining risk identification system,that is,VAR,CVAR and pressure test,which greatly improving the accuracy of risk control and reduce the small probability of such risks,as well as extreme cases,the impact of projects for investment and realize t efficient feedback to the risk decision system,and to avoid the three major deficiencies within original control systems,the real simultaneously with the modern market,can play the role of risk identification,early warning and control.