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English to German translations [PRO]
Bus/Financial - Mathematics & Statistics / Finanzmathematik | | English term or phrase: Expected Loss as percentage at limit | Es geht um den eingesternten Statistik-Begriff im folgenden Text.
The Manager has used the value at risk (“VaR”) methodology in UBS PAS (a proprietary investment banking model using Historical Simulations) to estimate the maximum expected loss from the portfolio held at 30 June 2008 over 1 day, 5 day, 10 day and 21 day time periods given the historical performance of the portfolio over the previous five years. The data in the previous five years is analysed under discrete periods to provide 1 in 10, 1 in 20 and 1 in 100 possible outcomes (90 per cent, 95 per cent and 99 per cent confidence levels). As an historical simulation, the VaR makes no assumption about the underlying distribution of returns.
The results of the analysis are shown in the table below.
VAR: Expected Loss as **percentage at limit** [Tabellentitel]
..............................90%...........95%...........100%
1 day return..........-0.95...........-1.41…........-2.44
5 day return..........-2,03...........-3.18...........-6,25
10 day return........-3.08...........-4,73..........-8,03
21 day return........-3.62...........-5,46..........-10,82
Vielen Dank im Voraus für die Hilfe! |
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Local time: 06:43
| Grading comment Vielen Dank an alle Kollegen und den Kommentator! Den Fehler in der Spaltenüberschrift (100% statt 99% hatte ich produziert.
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5 hrs confidence:   peer agreement (net): +1
6 hrs confidence:
9 hrs confidence: | expected loss as percentage at limit erwartete Verlustquote
Explanation:
die bei gegebener Haltedauer und Konfidenzniveau nicht überschritten wird
oder Verlustobergrenze in Abhängigkeit von Haltedauer und Konfidenzniveau
oder so ähnlich
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