利率风险综合度量,Integrated Measurement of Interest Rate Risk
1)Integrated Measurement of Interest Rate Risk利率风险综合度量
2)Risk Measurement of Interest Rate利率风险度量
1.Risk Measurement of Interest Rate of Commercial Bank and Empirical Analysis;商业银行利率风险度量及实证分析
英文短句/例句
1.The Measurement and Controlling Methods on Interest-rate Risk of Bonds;债券利率风险度量方法及其风险防范
2.Duration Model for the Measurement of Interest Rate Risk of Life Insurance Companies and its Application寿险公司利率风险度量的持续期模型及运用
3.The Application of Duration Model in Interest Rate Risk Measurement of Commercial Banks;久期模型在商业银行利率风险度量中的应用
4.Application and Modification of Duration inMeasurement of Interest Rate Risk of Bonds;久期在债券利率风险度量中的应用及修正
5.Estimation on Interest Rate Risk of Interbank Offering Market in China我国银行间同业拆借市场利率风险度量
parative Study on the Measurement Models of Interest Rate Risk of Insurer s Bond Investment;保险公司债券投资利率风险度量模型的比较研究
7.The Study of Commercial Bank s Interest Rate Risk Measurement Models, and the Realistic Choice of Commercial Banking in Our Country;商业银行利率风险度量模型研究及我国的现实选择
8.Measuring Interest Rate Risk of Commercial Bank: Model Comparison and Application in China;商业银行利率风险度量方法比较及在我国的应用研究
9.A Study on the Interest Rate Risk Measurement technology of Commercial Bank Based on Duration;基于权益久期的商业银行利率风险度量技术研究
10.The Applying Research of Duration Model in the Measurement of Interest Rate Risk of China"s Commercial Bank久期模型在我国商业银行利率风险度量中的应用研究
11.Measurement and Control of Interest Rate Risk in Reverse Mortgages反向抵押贷款利率风险的度量及防范
12.VaR Model of Interest Rate Risk upon Foreign Debt Based on T-distribution;基于t-分布下外债利率风险的VaR度量模型
13.Study on the Integrated Measurement and Control of the Interest Rate Risk of Commercial Banks论商业银行利率风险的综合度量与管理
14.An Empirical Study on The Interest - Rate Risk of Commercial Bank in China;我国商业银行利率风险的度量研究——以同业拆借市场为例
15.The Duration Approach in the Interest Rate Risk Management;固定收入债券利率风险管理中的持续期度量方法
16.Measuring and managing interest rate risk in commercial banks with embedded option:convexity-gap model;具有隐含期权的商业银行利率风险测量与管理:凸度缺口模型
17.Risk Measurement of Pledged Repo Interest Rate:Empirical Study Based on ARMA-GARCH Model质押式回购利率的风险度量研究——基于ARMA-GARCH模型的实证检验
18.Measuring Method of Interest Risk and Hedging Strategy of Bonds;债券的利率风险测度及套期保值策略
相关短句/例句
Risk Measurement of Interest Rate利率风险度量
1.Risk Measurement of Interest Rate of Commercial Bank and Empirical Analysis;商业银行利率风险度量及实证分析
3)synthetic risk rate综合风险率
1.And based on the theory of Poisson point process, a calculation model ofsynthetic risk rate is given.提出了防洪风险分析中一个Poisson标值点过程模型 ,并运用Poisson点过程理论 ,给出了综合风险率的计算模型 。
4)Joint modeling of credit and interest risk信用与利率风险联合度量
5)integrated risk weight综合风险度
1.According to the risk monitor convention of the banking, this paper measures the loan risk with theintegrated risk weight and establishes the functional relationship between theintegrated risk weight of the incremental loan portfolio and that of the total loan portfolio.根据银行业风险监测惯例用综合风险度来量化贷款风险,建立了新增贷款组合的综合风险度与全部贷款组合的综合风险度之间的函数关系,以银行总资产收益最大为目标,以全部贷款综合风险度的控制为条件,建立了基于全部贷款组合风险度控制的新增资产组合优化模型。
6)Total Risk-adjusted Return综合风险收益率
延伸阅读
利率风险 利率风险——利率风险是指市场利率变动引起证券投资收益变动的可能性。市场利率的变化会引起证券价格变动，并进一步影响证券收益的确定性。
