Based on the actual case, a systematic analysis is made on the event of flood risk and the event of safety risk frequently occurred during the operation of reservoir, and the main risk factors are studied as well; in which Monte-Carlo simulation for evaluating the combined risk from more risk factors for the flood control of reservoir is introduced.

It covers risk factors from all sources from the perspective of risk combination demonstra.

A portfolio yield and portfolio risk measuring model based on the credit risk migration

The banks hope to maximize the portfolio return and minimize the portfolio risk,but the commercial loan can′t optimize the return and risk together.

Default correlations between credit assets have great effect on the portfolio risk.

Based on the principles of operational risk measurement provided by Basel II,the paper discusses the problem of operational risk correlations among different business lines / risk types.

Using the risk management theory in financial research field for reference, taking the conditional value at risk (CVaR) as risk measurement index, a novel Mean-CVaR optimal combined bidding model is built by considering the r.

The main idea of the portfolio theory is that risks of portfolio can be reduced by scattered investment,and as far as the bank is concerned,this theory mainly includes risk measurement, performance evaluation,capital allocation,pricing and so on.

On the credit risk measure way applies in risk management of financial institutions;