FRM金融词典（培训资料）

金程教育专业·创新·增值HYPERLINK\l"br2"CONTENTHYPERLINK\l"br2"AHYPERLINK\l"br2"HYPERLINK\l"br2"................................................................................................................................................1HYPERLINK\l"br8"BHYPERLINK\l"br8"HYPERLINK\l"br8"................................................................................................................................................7HYPERLINK\l"br16"CHYPERLINK\l"br16"HYPERLINK\l"br16"..............................................................................................................................................HYPERLINK\l"br16"HYPERLINK\l"br16"15HYPERLINK\l"br34"DHYPERLINK\l"br34"HYPERLINK\l"br34"..............................................................................................................................................HYPERLINK\l"br34"HYPERLINK\l"br34"33HYPERLINK\l"br43"EHYPERLINK\l"br43"...............................................................................................................................................HYPERLINK\l"br43"HYPERLINK\l"br43"42HYPERLINK\l"br52"FHYPERLINK\l"br52"...............................................................................................................................................HYPERLINK\l"br52"HYPERLINK\l"br52"51HYPERLINK\l"br61"GHYPERLINK\l"br61"..............................................................................................................................................HYPERLINK\l"br61"HYPERLINK\l"br61"60HYPERLINK\l"br64"HHYPERLINK\l"br64"HYPERLINK\l"br64"..............................................................................................................................................HYPERLINK\l"br64"HYPERLINK\l"br64"63HYPERLINK\l"br67"IHYPERLINK\l"br67"................................................................................................................................................HYPERLINK\l"br67"HYPERLINK\l"br67"66HYPERLINK\l"br75"JHYPERLINK\l"br75"...............................................................................................................................................HYPERLINK\l"br75"HYPERLINK\l"br75"74HYPERLINK\l"br75"KHYPERLINK\l"br75"HYPERLINK\l"br75"..............................................................................................................................................HYPERLINK\l"br75"HYPERLINK\l"br75"74HYPERLINK\l"br76"LHYPERLINK\l"br76"...............................................................................................................................................HYPERLINK\l"br76"HYPERLINK\l"br76"75HYPERLINK\l"br83"MHYPERLINK\l"br83"..............................................................................................................................................HYPERLINK\l"br83"HYPERLINK\l"br83"82HYPERLINK\l"br91"NHYPERLINK\l"br91"HYPERLINK\l"br91"..............................................................................................................................................HYPERLINK\l"br91"HYPERLINK\l"br91"90HYPERLINK\l"br95"OHYPERLINK\l"br95"..............................................................................................................................................HYPERLINK\l"br95"HYPERLINK\l"br95"94HYPERLINK\l"br99"PHYPERLINK\l"br99"...............................................................................................................................................HYPERLINK\l"br99"HYPERLINK\l"br99"98HYPERLINK\l"br108"QHYPERLINK\l"br108"............................................................................................................................................HYPERLINK\l"br108"HYPERLINK\l"br108"107HYPERLINK\l"br109"RHYPERLINK\l"br109"HYPERLINK\l"br109"............................................................................................................................................HYPERLINK\l"br109"HYPERLINK\l"br109"108HYPERLINK\l"br117"SHYPERLINK\l"br117".............................................................................................................................................HYPERLINK\l"br117"HYPERLINK\l"br117"HYPERLINK\l"br129"THYPERLINK\l"br129".............................................................................................................................................HYPERLINK\l"br129"HYPERLINK\l"br129"128HYPERLINK\l"br136"UHYPERLINK\l"br136"HYPERLINK\l"br136"............................................................................................................................................HYPERLINK\l"br136"HYPERLINK\l"br136"135HYPERLINK\l"br137"VHYPERLINK\l"br137".............................................................................................................................................HYPERLINK\l"br137"HYPERLINK\l"br137"136HYPERLINK\l"br139"HYPERLINK\l"br139"............................................................................................................................................HYPERLINK\l"br139"HYPERLINK\l"br139"138HYPERLINK\l"br140"YHYPERLINK\l"br140".............................................................................................................................................HYPERLINK\l"br140"HYPERLINK\l"br140"139HYPERLINK\l"br140"ZHYPERLINK\l"br140".............................................................................................................................................HYPERLINK\l"br140"HYPERLINK\l"br140"139专业来自101%的投入金程教育专业·创新·增值AAAbsolutepriorityrule(APR)绝对优先权原则Absoluterisk绝对风险ABXindexABX指数Accelerationclause加速条款Accountingrisk会计风险Accruedinterest(AI)应计利息Acquiringfirm（企业并购中的）收购方Actual/360实际天数除以360的方法（计算累计利息的方法之一种）Actual/actualbasis种）Actuarialapproach（计算违约风险的）精算法专业来自101%的投入1金程教育专业·创新·增值Adjustedrisk-adjustedreturnoncapital（ARAROC）第二代风险调整资本收益AAdvancedinternalratingbasedapproach(AIRB)内部评级高级法（Basel协议中计算信用风险的方法）Advancedmeasurementapproach(AMA)高级计量法（协议中计算操作风险的方法）Adverseselection逆向选择Agencyconflict代理冲突Aggregateriskmeasures风险计量汇总Allornothingoption全部或无价值期权AlliedIrishBank,casehistory爱尔兰联合银行Alphafactoralpha因子（Basel协议中操作风险基本法的乘数因子）Alternativehypothesis备择假设Americancalloption美式看涨期权Americanoptions美式期权专业来自101%的投入2金程教育专业·创新·增值Americanstockoptions美式股票期权AAmericanswaptions美式掉期期权Amortization摊销效应Analysisvariance）方差分析Analyticalmethods分析法（计算方法的一种）Annualcompounding年复利Annualcoupon年付息Annualprepaymentrate年提前偿还率Annuities年金Antitheticvariabletechnique对偶变量技术（蒙特卡洛模拟中加速收敛的方法一种）Antitrustlegislation反垄断法案Approximation逼近专业来自101%的投入3金程教育专业·创新·增值ArbitrageCDOs套利型CDOsbalancesheetCDOs相对应）AArbitrageopportunity套利机会Arbitragepricingtheory(APT)套利定价理论Arbitrageprofits套利收益AutoregressiveConditionalHeteroskedasticity（）自回归条件异方差模型Arithmeticmean算术平均值Arrears积欠（每期期末付款）Asiancrisis亚洲金融危机Asianoption亚式期权AssetBackedSecurityABS）资产抵押证券Assetliquidityrisk资产性流动性风险（与融资性流动性风险相对）Assetpool资产池专业来自101%的投入4金程教育专业·创新·增值Assetrevaluationreserves资产重估储备Asset-backedcreditdefault(ABCDS)资产抵押信用违约掉期AAsset-backedsecurities(ABSs)资产抵押证券Asset-backedsecuritization资产抵押证券化Asset-basedcommercial（ABCP）资产抵押性商业票据Asset-or-nothingcall资产或无价值看涨期权Assetsposition资产头寸Assetsundermanagement(AUM)在管理范围中的资产Asymmetricinformation信息不对称At-the-money平值期权At-the-pointapproach时点法（相对于周期法，through-the-cycle）Auditoversight审计监督专业来自101%的投入5金程教育专业·创新·增值Autocorrelation自相关性AAutocorrelationcoefficient自相关系数Automaticstay自动终止Autoregression自回归Averagecycle平均周期Averagedefaultrate平均违约率Averageexpectedcreditexposure(AECE)平均预期信用敞口Averagepriceoption平均价格期权Averagerateoptions平均收益率期权（即亚式期权）Averagestrikeoption平均执行价格期权Averageworstcreditexposure,平均最差信用敞口Averagesdistribution均值分布专业来自101%的投入6金程教育专业·创新·增值BBack后台办公系统BBacktesting事后检验（回向测试）Backwardinduction倒推法Backwardation现货溢价Backward-looking滞后的BalancesheetCDOs资产负债类CDOsBalancesheetleverage资产负债表杠杆Balancesheetliquidity资产负债表流动性Balloon最后一笔大额付款（如固定息票债券最后的本金部分）BankforInternationalSettlement，BIS国际清算银行BankofEnglandreport专业来自101%的投入7金程教育专业·创新·增值英国银行关于巴林银行的报告BankofNewBONY）纽约银行BBankrun银行挤兑Bankingbook银行账户（与交易账户trading相对）Bankruptcy破产Bankruptcyprocess破产程序Bankruptcyrisks破产风险Bankruptcyterms破产条款Banksdisintermediation银行中介Bank-specificscenarios银行特有的场景Barbellportfolio杠铃型组合BaringsBank巴林银行（经典案例之一）专业来自101%的投入8金程教育专业·创新·增值Barrieroption障碍式期权BaselAccord巴塞尔协议BBaselAccord(1998)巴塞尔协议（1998年稿）BaselAccordAmendment(1996)巴塞尔协议1996年修订案BaselCommittee巴塞尔委员会BaselCommitteeonBankingSupervision(BCBS)巴塞尔银行监管委员会BaselAccord巴塞尔协议（即新巴塞尔协议BaselAccord）Baselcapitalrequirements巴塞尔协议资本要求BaselMarketCharge巴塞尔协议市场风险资本要求BaselPenaltyZones巴塞尔协议惩罚区域（市场风险内）BasicindicatorapproachBIA）基本指标法（巴塞尔协议中计算操作风险的方法）Basis基差专业来自101%的投入9金程教育专业·创新·增值BasisDollarvalueofabasispointDV01）Basis基差风险BBasis基差掉期Basketcreditdefault一篮子信用违约掉期Basketoption篮子期权Bayesian贝叶斯网络Bearspreads熊市价差Bearishoptionstrategy熊市期权策略Belowinvestmentgraderatings低于投资级评级（即投机级评级）Benchmark基准Benchmarkbond基准债券Bendriskfactorcurvatureriskfactor）或者蝶形因子（butterfly）专业来自101%的投入10金程教育专业·创新·增值Bermudanoption百慕大期权BBermudanswaption百慕大掉期期权Bernoullivariable贝努利变量Bernoullidistribution贝努利分布Besthedge最佳对冲Bestpracticesreports最佳实务报告Best-practicesinfrastructure最佳实务结构Best-practicesmethodologies最佳实务方法Best-practicespolicies最佳实务策略Betacoefficient系数Betafactor因子Betahedge专业来自101%的投入金程教育专业·创新·增值对冲Bid/askquotes要价/BBid-askspread买卖价差BilateralCA双边模型Bilateralnetting双边净价核算BilateralOTCcontracts双边场外交易Binarycreditdefaultswap二元信用违约掉期Binaryoption两值期权（亦即digitaloption）Binomialdistribution二项分布Binomial二项展开Binomial二叉树Bivariateregression二项回归Blackmodel专业来自101%的投入12金程教育专业·创新·增值布莱克模型Black-Scholes(BS)optionpricingmodelBlack-Scholes(BS)期权定价模型BBondprice债券价格Bondvaluation债券估值Bondyield债券收益率Bonds债券Bootstrapmethod息票剥离方法Bottomstraddle底部跨式期权Bottom-upmodelsmodels）Boxspreads箱型差价期权Bradybonds布莱德债券（用于交换银行贷款的国家债券）Break-evenpoint盈亏平衡点Broker-dealers专业来自101%的投入13金程教育专业·创新·增值代理商和交易商Brownianmotion布朗运动BBuildingapproach模块构筑法（公司层面操作风险的管理方法）Bullspreads牛市差价期权Bulletportfolio子弹型组合BBullishspreadoptionstrategy牛市价差期权策略Business业务线Butterflyspreads蝶式差价期权Buyside买方专业来自101%的投入14金程教育专业·创新·增值CCalendarspreads日历差价期权CCalibrationRisk刻度风险Calloptions看涨期权Callablebonds可赎回债券Cancelabledefault可取消违约掉期Capital资本金CapitalAccord《资本协定》CapitalAdequacyDirective(CAD)资本充足率指标Capitaladequacyrequirement资本充足性要求Capitalappreciationreturn资本增值收益率Capitalassetpricingmodel专业来自101%的投入15金程教育专业·创新·增值资本资产定价模型Capitalgains资本利得Capitalmanagement资本管理CCCapitalremuneration资本报酬Caplets上限期权封顶期权Captiveinsurer专属自保公司Carry-overeffect记忆效果（下一步的概率依赖于上一步概率）Cashandcarryarbitrage正向套利CashCDO现金CDOCashflow现金流Cashflowatrisk在险现金流专业来自101%的投入16金程教育专业·创新·增值Cashmarkets现金交易市场Cashposition现金头寸CashReserves现金储备CCashsettlement现金结算Cash-and-carryrelationship现购自运关系Cash-flowCDOs现金流Cash-or-nothingcall现金或无价值看涨期权Catastrophebond巨灾债券Catastropheoption巨灾期权Causalnetworks因果网络CDO-squaredstructureCDO平方结构CDSspreadsCDS价差专业来自101%的投入17金程教育专业·创新·增值CDSsonCDOs基于CDO的CDSCentrallimittheorem中心极限定理Centraltendency中心趋势CCheapesttodeliver(CTD)bond最便宜交割债券Chebyshev'sinequality切比雪夫不等式ChicagoBoardOptionsExchange(CBOE)芝加哥期权交易所ChicagoMercantileExchange(CME)芝加哥商品交易所Chiefcompliance首席法律事务主管Chiefrisk首席风险官Chi-squaredistribution卡方分布Chi-squarevariables卡方变量Choleskyfactorization乔莱斯基因子分解C专业来自101%的投入18金程教育专业·创新·增值Chooseroption选择期权Civillaw民法Cleanprice净价Clearinghouse清算所结算所Closeoutaposition平仓Close-outdate结算日Close-outnettingagreement净额结算协议Close-to-closepositions从前一天收盘到当天收盘这一天的头寸Coefficientestimation系数估计Coefficientofdetermination可决系数Collars领子期权（利率封顶保底期权）Collateral抵押品C专业来自101%的投入19金程教育专业·创新·增值Collateralholdings抵押股份Collateralization抵押品Collateralizedbondobligations(CBOs)债券抵押证券Collateralizedcreditexposures抵押风险敞口Collateralizeddebtobligations(CDOs)债务抵押证券Collateralizedfundobligations(CFOs)基金抵押债券Collateralizedloanobligations(CLOs)贷款抵押债券Collateralizedmortgageobligations(CMOs)住房抵押贷款债券Collateralizedtransactions抵押交易Commercialbanks商业银行Commerciallettersofcredit商业信用证CommercialMBS(CMBS)商业贷款抵押证券专业来自101%的投入20金程教育专业·创新·增值Commitments承诺CCommodities大宗商品Commodityforwards商品远期Commodityfutures商品期货Commoditymarkets大宗商品市场CommodityAdvisors商品交易顾问Commonlaw商法Commonstocks商业股票Compensation补偿金Compoundoption复合期权Compounding复利Comprehensiveapproach全面方法（计算资本充足率的方法之一，与simplifiedapproach相对）专业来自101%的投入21金程教育专业·创新·增值ComprehensiveriskManagement综合风险管理CConcentration集中分析Concentrationlimits中心极限Concentration集中风险Conditionaldensity条件密度Conditionalloss条件损失Conditionalmodels条件模型Conditionalprepaymentrate条件提前支付概率Conditionalprobability条件概率Conditional条件Conditionalvariance条件方差Conditionalvolatility条件波动率专业来自101%的投入22金程教育专业·创新·增值Confidenceinterval置信区间CConfidenceintervalestimate置信区间估计Confidencelevel置信水平Confidentiality机密性Conflictsofinterest利益冲突Connectivitymodel关联模型Consistency一致性Consols统一公债Constantproportionaldebtobligation(CPDO),固定比例债务债券Constantreturnstoscale规模报酬不变ConsumerPriceIndex(CPI)消费者物价指数Contango期货溢价专业来自101%的投入23金程教育专业·创新·增值Contingencyplan偶发事件方案CContingentAmericanswaption或有美式掉期期权Contingentcredit临时贷款线Contingentdefaultswap或有违约掉期Contingentpayment或有支付Contingentrequirements或有要求权Continuouscompounding连续复利ContinuousGBMpriceprocess连续几何布朗运动定价过程Continuouspayment连续支付Continuous连续随机变量Continuousdistribution连续均匀分布Continuousvariables连续变量专业来自101%的投入24金程教育专业·创新·增值Continuous-linkedsettlements连续结算CContractsize合约规模Contractionrisk压缩风险Contractsfordifferences(CFD)差额交易合约Contractualobligations契约债务Controlvariatetechnique控制变量法Convenienceyield便利收益Convexity凸度Conversionfactor(CF)转换因子Conversionratio转换比率Convertiblearbitragefunds可转换债券套利基金Convertiblearbitragerisks可转换债券套利风险专业来自101%的投入25金程教育专业·创新·增值Convertiblebonds可转换债券CConvexityDollarconvexityEffectiveconvexity，负凸度Negativeconvexity）Convolution卷积过程Copulas关联结构Corecapital核心资本Coreinstitutions核心机构Cornerthemarket囤积居奇Corporatebonds公司债券Corporateloans公司贷款Corporaterating公司评级Correlationcoefficient相关系数专业来自101%的投入26金程教育专业·创新·增值Correlationtrading相关性交易（策略）CCorrelations相关性Correspondentbanking代理银行Cost-of-carrymodel持有成本模型Counterparties交易对家Counterpartycreditassessment交易对家信用评估CounterpartyRiskManagementPolicyGroup(CRMPG)交易对手风险管理风险小组CountryRiskAnalysis（CRA）国家风险分析Coupon息票Couponcurveduration息票曲线久期意外成功的事件Covariance协方差专业来自101%的投入27金程教育专业·创新·增值Covariancematrix协方差矩阵CCovenant协约Coveredbonds有资产担保的债券Coveredcall有资产担保的看涨期权Coveredposition抵补期权头寸Cox,Ingersoll,andRoss(CIR)modelCox,Ingersoll,andRoss(CIR)CreditatRisk,CAR在险信用Creditbureaus信用机构Creditcapitalcharge信用资本要求Creditconversionfactors(CCFs)信用转换因子Creditdefaultswap(CDS)信用违约掉期Creditderivatives信用衍生品专业来自101%的投入28金程教育专业·创新·增值Creditevent(CE)信用事件CCrediteventrisk信用事件风险Creditexposure(CE)信用敞口Creditinstruments信用工具Creditlosses信用损失Creditoptionvaluation信用期权估值Creditportfolio信用产品组合CreditPortfolioView(CPV)信用组合模型（一种信用风险评估方法）Creditpricingmodel信用定价模型Creditratingagencies信用评级机构Creditratings信用评级Creditrisk信用风险专业来自101%的投入29金程教育专业·创新·增值Creditriskcharge(CRC)信用风险资本要求CCreditriskmitigation信用风险缓释Creditsensitive信用敏感性Creditspreadderivative信用价差衍生品Creditspreadforward信用价差远期Creditspreadoptions信用价差期权Creditspread信用价差风险Creditspreads信用价差Credit信用掉期Credittriggers信用触发事件Creditvalueadjustment信用价值调整Credit信用专业来自101%的投入30金程教育专业·创新·增值Credit-linkednotes(CLNs)信用连接票据CCreditMetricsCreditMetrics模型（一种信用风险评估方法）CreditRisk+CreditRisk+模型（一种信用风险评估方法）Credit-sensitivebonds信用敏感债券Credit-spreadmethod信用价差方法Creditworthiness商誉Criminallaw刑法Criticalself-assessment关键问题的自我评估Criticalvalue关键值Cross-default交叉违约Cross-defaultclause交叉违约条款Cross-exchangerate交叉汇率专业来自101%的投入31金程教育专业·创新·增值Cross-hedging交叉对冲CCross-partial交叉偏导数效应Cross-ratevolatility交叉利率波动性Cumulativedefaultprobabilities累积违约概率Cumulativedefault累积违约率Cumulativedistributionfunction累积分布函数Cumulativepreferenceshares累积优先股Cumulativepreferreddividends累积优先股利Currency货币Currencyforwards外汇远期Currencyfutures外汇期货Currencymarkets货币市场专业来自101%的投入32金程教育专业·创新·增值Currencyoption外汇期权Currency货币掉期DCurrentexposure当前风险敞口Currentexposureforacounterparty对家当前风险敞口Curvatureriskfactor曲线风险因子（也可以称为弯曲风险因子（Bendriskfactor）或者蝶形因子（butterfly）Cutoffvalues临界值DDailyreturns日收益Dailyvolatility日波动率大和银行Daytrader当日结清的交易员专业来自101%的投入33金程教育专业·创新·增值Daylightoverdraftrisk日间透支风险Dealer交易商Dealermarkets交易商（报价）市场DDebtcushion债务缓冲Debtmarkets债券市场Debtoverhang过度负债Debtpricing债务定价Debtrepudiation债务废除Debtrescheduling债务重组Debtserviceratio，DSR偿债率Debtor债务人，借方Decayfactor衰退因子专业来自101%的投入34金程教育专业·创新·增值Deepin-the-money深度实值Deepout-of-the-money深度虚值Default违约Defaultcontract违约合约Defaultmode违约模式（信用风险仅考虑违约事件）DDefaultprobabilities违约概率Defaultoptions违约卖权Default违约风险Defaultswap违约掉期Defaultablebond可违约债券Deferredpaymentoption延迟支付期权Definedbenefits固定福利专业来自101%的投入35金程教育专业·创新·增值DegreeDayIndex日偏差程度指数Degreesoffreedom自由度Delayedoption延后期权Deliveryoption交割选择DDeliveryprice交割价Deltahedgingdelta对冲Deltaneutraldelta中性Deltanormalapproach/methodDelta正态方法Delta由Delta方法计算所得的）Delta(optionsensitivities)delta（期权的对于股票价格敏感性）Delta-gammamethodDelta-gammaDelta-gamma由Delta-gamma方法计算所得的专业来自101%的投入36金程教育专业·创新·增值Delta-gamma-deltamethodDelta-gamma-deltadelta-gamma方法）Delta-hedgedportfoliosDelta对冲组合Delta-hedgedpositionDelta对冲头寸Delta-normal由Delta-normal方法计算所得的DDensity密度Densityfunctions密度函数Dependentvariables因变量Depositinsurance存款保险Deposit存款利率Depositors银行储户Depth深度（衡量流动性风险的指标之一，度量对价格影不大的、可能的交易量）Derivativedealers专业来自101%的投入37金程教育专业·创新·增值衍生产品交易商Derivativeinstrument衍生品工具Derivativemarkets金融衍生产品市场Derivatives衍生品DDescriptivestatistics描述性统计量DeterminationR-Square）Devaluationrisk（货币）贬值风险Diagonalmodel对角线模型Diagonalspreads对角价差Diffswap差额掉期Diffusion扩散效应Digitaloptions两值期权（亦即Binaryoption）Dilution专业来自101%的投入38金程教育专业·创新·增值稀释效应Dimensionality维度Directionalrisks定向风险（相对于非定向风险Nondirectionalrisk）Dirtyprice全价（相对于cleanprice）Disclosure披露原则DDiscountfunction贴现函数Discountrate(DR)贴现率Discounting贴现Discretedividend离散股利（相对于连续股利）Discretepayment离散支付（相对于连续支付）Discrete离散随机变量Discretereturns离散回报率Discreteuniformdistribution专业来自101%的投入39金程教育专业·创新·增值离散均匀分布DiseconomiesofScale规模不经济Disintermediation.非居间化（指由储蓄银行存款转为直接的证券投资）Dispersion离散程度DDistressedsecuritiesfunds财困证券基金（投资困境中的企业证券的基金）Distribution分布（参见尖峰态分布Leptokurticdistribution）Distributionfunctions分布函数（参见多元分布函数Multivariatedistributionfunctions，单元分布函数Univariatedistributionfunctions）Diversification分散化Diversified分散化的Dividends红利Dollar价格量（相对于百分比的相对量）Dollarconvexity(DC)专业来自101%的投入40金程教育专业·创新·增值美元凸度Dollarduration(DD)美元久期Dollarreturn美元回报率DollarvalueofabasispointorDV01)利率变化一个基点导致的价格变化DDollar-basedproducts美元产品Domesticbonds本国债券Domesticinterest本国利率Doubledefault双重违约（两个违约事件同时发生）Down-and-outcall下跌敲出看涨期权Down-and-output下跌敲出看跌期权Downgrading降级Downsiderisk下行风险Downward-slopingstructure专业来自101%的投入41金程教育专业·创新·增值下降性利率期限结构Drawdown(DD)降低量（从最高点到特定点位的比率）Dualentries双重记录（操作风险事件的一种）DueDiligence尽职调查DDuration久期（参见息票曲线久期Couponcurveduration，有效久期EffectivedurationMacaulayduration，修正久期Modifiedduration，投资组合久期Portfoliocomputation）Durationmatching久期匹配Dynamichedging动态对冲EEarlyexercise（如期权等的）提前执行专业来自101%的投入42金程教育专业·创新·增值Earningsbeforeinterestand(EBIT)息税前利润Earningsvolatility收益波动率Economicactivity经济活力EconomicandRegulatoryCapital经济资本与监管资本EEconomiccapital经济资本Economicexposure经济敞口Economicpolicies经济政策Economicrisk经济风险Economicvalueadded经济价值增加Economiesofscale规模经济EconomiesOfscope范围经济Economy经济专业来自101%的投入43金程教育专业·创新·增值Effectiveannualrate(EAR)有效年利率Effectiveconvexity有效凸度Effectiveduration有效久期EEffectiveness有效性Efficiency效率Efficientestimator有效估计量Efficientfrontier有效前沿Efficientmarkets有效市场（假设）Electricityproducts电子产品Eligiblecapital符合要求的资本Ellipticaldistributions椭圆分布Embeddedderivatives嵌入式衍生品专业来自101%的投入44金程教育专业·创新·增值Emergingmarkets新兴市场（发展中市场）EmpiricalDistribution经验损失分布Employeeknowledge雇员知识EEnduser最终使用者Energyproducts能源产品Enron安然公司Enterprise-wideriskmanagement公司范围风险管理框架Equilibriummodels均衡模型Equities股票，普通股Equityaccount权益账户Equitycapital股本Equityforwards股票远期专业来自101%的投入45金程教育专业·创新·增值Equitymarketneutralfunds股票市场中性基金Equitymarkets股票市场Equityoption股票期权EEquitypremium股票市场溢价Equitypricemethod股票定价方法Equityprices股票价格Equity股票掉期Equityvolatility股票波动性Error残差项（亦即Residual）Errors残差（回归方程的残差）Estimated预期Estimateddefaultfrequencies(EDFs)预期违约频率专业来自101%的投入46金程教育专业·创新·增值Estimatedmean预期均值Estimation估计Eurobonds欧洲债券EEurodollar欧洲美元Eurodollarbond欧洲美元债券Eurodollarfuturecontract欧洲美元期货合约EuromoneyIndex欧洲货币指数Europeancalloptions欧式看涨期权EuropeanCentral(ECB)欧洲中央银行EuropeanUnion(EMU)欧洲货币联盟Europeanoptions欧式期权Europeanput欧式看跌期权专业来自101%的投入47金程教育专业·创新·增值Europeanswaptions欧式掉期期权EuropeanUnion(EU)欧盟Eurozonemarket欧元区市场EEventrisk事件风险Event-drivenfunds事件驱动型基金Exception特例Excessive溢价Exchangeoption资产交换期权Exchange-tradedmarket外汇交易市场Exchange-tradedoptions外汇交易期权Executingdealer执行交易商Executivestockoption管理层股票期权专业来自101%的投入48金程教育专业·创新·增值Exerciseconditions执行条件Exerciselimit执行限额Exerciseprice执行价格Exoticoption奇异期权EExpectation,expectedvalue期望值Expectationshypothesis预期假设（汇率远期中，Ft=Et[ST]）Expectedcreditexposure(ECE)预期信用敞口Expectedcreditloss(ECL)预期信用损失Expectedexposure预期敞口Expectedloss预期损失ExpectedPositiveExposure（EPE）预期正敞口Expectedrateofreturn预期回报率专业来自101%的投入49金程教育专业·创新·增值Expectedshortfall望conditionalexpectation]，条件损失[conditionalloss]，期望尾损失[expectedtailloss]等）Expectedspotprices预期现货价格Expectedtailloss期望尾损失EExpectedvalue预期值Expectedvolatility预期波动率Expirationdate到期日Expirevalue到期价值Exponentiallyweightedmoving(EWMA)指数加权移动平均法Exposure敞口Exposureatdefault(EAD)违约风险敞口Exposurecap敞口上限专业来自101%的投入50金程教育专业·创新·增值ExposureIndicatorEI）敞口指标Exposurelimit风险敞口限额Extensionrisk延展性风险Externalaudits外部审计EExternalcreditassessmentinstitutions外部信用估计机构Externalpricingservices外部定价服务Externalreporting外部报告Externalrisk外部风险Extremevaluetheory(EVT)极值理论Exxon-Mobilmerger埃克森美孚并购案FFdistribution专业来自101%的投入51金程教育专业·创新·增值F分布Faceamount面值（也称作principalvalue）Facevalue面值Fairmarketvalue公允市场价值Fairvalue公允价值FFat肥尾（厚尾）Fat-taileddistribution肥尾（厚尾）分布FederalDepositInsuranceCorporation(FDIC)美国联邦存款保险公司FederalReserveSystem,BoardofGovernors美国联邦储备系统，联邦储备委员会FederalSecuritiesSupervisory德国联邦证券监管办事处Fidelityinsurance忠诚险Fiduciarycalloption信托看涨期权专业来自101%的投入52金程教育专业·创新·增值FinancialAccountingBoard美国财务会计准则委员会Financialconglomerates金融集团Financialdistress财务困境Financialengineering金融工程Financialfutures金融期货Financialguaranteecontracts金融担保合约FFinancialinstitutions金融机构FinancialInstitutionsandEnforcementAct(FIRREA)金融机构改革、恢复和强制实施法Financialinstruments金融工具Financialintermediaries金融中介Financiallettersofcredit金融信用证专业来自101%的投入53金程教育专业·创新·增值Financialmarket金融市场Financialregulation金融法规Financialrisks金融风险Financialservice财务服务公司FinancialServicesAgency(FSA)日本金融厅FinancialServicesAuthority(FSA)英国金融服务局FFinancialshock金融震荡Financialstatements财务报表Firm-wideriskmanagement公司范围风险管理First-of-basket-to-defaultswap（信用违约掉期中）一篮子证券中第一个违约即赔偿First-orderpricerisk一阶价格风险（即）borrowingrates固定借款利率专业来自101%的投入54金程教育专业·创新·增值currencysystem固定货币系统redemptionschedule固定比率偿还时间表Fixed-couponbonds固定息票债券Fixed-incomearbitragefunds固定收益证券套利基金Fixed-incomearbitragerisks固定收益套利风险Fixed-incomederivatives固定收益衍生品FFixed-incomemanager固定收益基金经理Fixed-incomeoptions固定收益期权Fixed-incomeportfoliorisk固定收益投资组合风险Fixed-income固定收益产品Fixed-income固定收益风险Fixed-incomesecurities固定收益证券专业来自101%的投入55金程教育专业·创新·增值Flatvolatilities平缓的波动率Flexoption灵活期权Flighttoquality逃向质量Floating-coupon浮动息票债券Floating-ratedebt浮动利率债务Floating-ratenotes(FRNs)浮动利率票据FFloating-strikelookbackcalloption浮动敲定价格回望式看涨期权Floortrader场内交易员Floors利率下限Forcemajeureprovisions不可抗力条款Forcedconversion强制兑换Foreignbonds国外债券专业来自101%的投入56金程教育专业·创新·增值Foreigncurrency外币Foreigninterestrate外国利率Foreign-operationhedge国外操作对冲Forexswaps外汇掉期Forwardcontracts远期协议Forwardcurves远期曲线FForwarddiscount远期贴现率ForwardLIBOR远期LIBOR率Forwardpremium远期溢价Forwardprice远期价格Forwardrateagreements(FRAs)远期利率协议Forwardrates远期利率专业来自101%的投入57金程教育专业·创新·增值Forwardstartoption远期开始期权Forwardswap远期掉期Forwards远期FoundationInternalRatingBasedApproach基本内部评价法（Basel协议中计算信用风险的方法）Fractionalrecovery部分回收Frameworkforlargeexposurereporting大额头寸敞口报告框架FFrechetdistribution费希特分布Frequencyfunction频率函数Frequencytable频度表Front前端办公系统FullcapitalstructureCDOs完全资本结构CDOFullrevaluation完全再估值专业来自101%的投入58金程教育专业·创新·增值Fullvaluation完全估值Full-valuation完全估值法下的Fundmanager基金经理Fundingflexibility资金弹性Fundingrisk资金风险Fundsfunds对冲基金的基金FFungibility可替代性Futureprice期货价格路径Futureprices期货价格Futures期货Futurescontracts期货合约Futuresoptions期货期权专业来自101%的投入59金程教育专业·创新·增值GG-30即GroupofThirty，30国集团GammaGamma值（期权定价中期权价格相对于股票价格的二阶导数）Gaprisk缺口风险Generalcreditors一般债权人Generalprovision/loanlossreserves普通准备金/普通贷款损失准备金Generalizedautoregressiveconditionalheteroskedastic(GARCH)广义自回归条件异方差模型GGeneralizedParetodistribution广义帕累托分布GeneralizedWeinerprocess广义维纳过程Generallyacceptedaccountingprinciples(GAAP)公认会计准则GeometricBrownianmotion专业来自101%的投入60金程教育专业·创新·增值几何布朗运动Geometricmean几何平均Globalbonds全球债券Globalcorporatedebt全球公司债Globaldebtsecuritiesmarkets全球债务证券市场Globalderivativesmarkets(1995–2005)全球衍生品市场Globalequitymarkets(2005)全球股票市场Globalfixed-incomevolatility全球固定收益波动率GGlobalinterestraterisk全球利率风险Globalmacrofunds全球宏观基金Globalstock全球股票（市场）Globaltacticalassetallocation全球战术资产配置GoldmanCommodityIndex(GSCI)专业来自101%的投入61金程教育专业·创新·增值高盛商品指数Governmentagencybonds政府代理债券Governmentbonds政府债券Governmentalaction政府行为Government-sponsoredenterprise(GSE)政府赞助企业Greeks希腊字母Grossdomesticproduct(GDP)国内生产总值Grossexposure总敞口GGrossincome(GI)总收入Grossleverage总杠杆Grossprice总价Grossreplacementvalue总替代价值Grossrevenue专业来自101%的投入62金程教育专业·创新·增值总收益GroupofThirty(G-30)30国集团Guaranteedbonds担保债券Guaranteesandcreditderivatives担保及信贷衍生工具Gumbeldistribution甘布尔分布HHaircut估值折扣Hammersmith&Fulham哈默尔史密斯富勒姆（著名的法律风险案例）Heath,andMorton(HJM)modelHeath,和Morton模型，亦即模型Hedge对冲HHedgefundriskmanagement对冲基金风险管理Hedgefunds对冲基金专业来自101%的投入63金程教育专业·创新·增值Hedgeratio对冲比率Hedgedposition对冲了的头寸Hedging套期保值/对冲Herstattrisk赫思塔特风险Heteroskedasticity异方差性Highleveragedtrading高杠杆交易Low-Severity（HFLS）高频率低严重性损失事件High-yieldbonds高收益率债券Historicalcostmethod历史成本法HHistoricaldefaultrates历史违约率Historicalmarketfactors历史市场因子Historicalsimulation(HS)method历史模拟法专业来自101%的投入64金程教育专业·创新·增值Historicalstandarddeviation历史标准差方法Historicalvolatility历史波动率Historical-simulation(HS)历史模拟法下的HoandLeemodelHo及LeeHockeystick曲棍球棒（指代期权收益曲线）Homogeneity同质性Homoskedasticity同方差性Horizontalspreads即日历价差calendarspreadHHuband星型HullandWhitemodelHull&White模型Hurdlerate目标收益率Hybriddebtcapital混合型资本工具专业来自101%的投入65金程教育专业·创新·增值Hypothesistesting假设检验Hypotheticalportfolios虚拟组合IIBMIBM公司Idiosyncraticrisk非系统性风险Illiquid非流动性Immediatepriceconcession价格让步Immunization免疫Implementationrisk实施风险IImpliedcorrelation隐含相关性Implieddefaultprobability隐含违约概率Implieddistributions专业来自101%的投入66金程教育专业·创新·增值隐含分布Impliedstandarddeviation(ISD)隐含标准偏差Impliedvolatility隐含波动率Income-basedmodel收入基础模型Independentchi-squarevariables独立的卡方变量Independent