1) Duration-Convexity Gap Model
久期-凸性缺口模型
3) duration gap
久期缺口
1.
By setting duration gap model,the interest risk immunization strategy of commercial bank has been put forward by this thesis and demonstration has also been applied here to indicate that interest risk imm.
本文通过建立久期缺口模型,提出了商业银行利率风险免疫策略,并进行实证分析,表明:通过确立目标项目,调整资产与负债结构,可以较好地实现商业银行的利率风险免疫。
2.
By setting duration gap model managed by calculating the duration of the total assets and liabilities of commercial bank,the interest risk immunization strategy of commercial bank has been put forward by this paper.
久期是一种常见的利率风险计量方法,通过分别计算商业银行总资产和总负债的久期来构建久期缺口模型;以此为基础提出商业银行利率风险免疫策略。
5) duration model
久期模型
1.
This paper first introduces the concept of duration model and then analyzes it in terms of mathematics.
介绍了久期模型 ,并对其进行了数学分析 。
2.
The maturity matching risk is the most important in all of the interest rate risks of financial leasing corpotation and the duration model is always been used to measure it.
金融租赁公司所面临的诸多利率风险中,成熟期错配风险是最为关键的,久期模型是其通用的衡量方法。
6) Correction of Duration Gap
修正久期缺口
补充资料：缺口
指由于行情的大幅度上涨或下跌，致使股价的日线图出现当日成交最低价超过前一交易日最高价或成交最高价低于前日最低价的现象。通常情况下，如果缺口不被迅速回补，表明行情有延续的可能，如果缺口被回补，表明行情有反转的趋势。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条