In this paper, empirical methods for listed commercial Banks interest rate risk, to conduct stress tests.
本文通过实证方法对上市各家商业银行的利率风险,进行压力测试。
Summing up that our country's interest rate structure during the transition stage, unique to our country's commercial Banks interest rate risk.
总结出了我国在利率体制转型阶段,我国商业银行特有的利率风险。
But China's commercial Banks remain primitive institutions, failing to allocate capital efficiently, conduct risk analysis of lenders or respond to interest rate signals.
但是中国的商业银行依然保持其原始的状态,不能有效地配置其资金、开展贷款方风险分析或者对利率信号及时作出反应。
In this paper, commercial Banks expressions of interest rate risk on the basis of the current conditions of the practical interest rate risk management strategies.
本文在商业银行利率风险表现形式分析的基础上,探析在现实国情下的切实可行的利率风险管理对策。
The trans-market risks for the commercial banks in China at present are guarantee risk, liquidity risk, and compared unrealistically interest rate risk.
当前环境下我国商业银行开办基金管理公司面临的跨市场风险主要有担保风险、流动性风险和利率攀比风险。
With the gradual promotion of interest rate liberalization in China, interest-rate risk has become one of the major risks of commercial banks.
随着我国利率市场化的稳步推进,利率风险将逐渐成为商业银行的主要风险之一。
Interest rate risk management for commercial Banks with embedded option is investigated based on the convexity gap model in this paper.
研究基于凸度缺口模型的具有隐含期权的商业银行利率风险管理问题。
The marketing of interest rate will inevitably bring the commercial Banks the risk of option, fixing the price again, credit, market competition and the morality of operation.
推行利率市场化,必然会给商业银行带来选择权、再定价、信用、市场竞争、经营道德等风险。
So western commercial Banks research and develop advanced management technology of the interest rate risk, and manage it effectively.
因此,西方商业银行纷纷研究和开发先进的利率风险管理技术,对利率风险进行了行之有效的管理。
As the degree of interest rates liberalization getting deeper and deeper, interest rate risk exposure in commercial Banks has become the theme of many finance studies.
随着利率市场化程度越来越深,商业银行利率风险暴露已成为大量经验研究的主题。
Therefore, commercial Banks of China are badly in need of a set of comprehensive management system, to monitor, measure, supervise and control the interest rate risk.
因此,切实建立一套有效地识别、衡量、监督和控制利率风险的综合管理体系,已经成为我国商业银行面临的重要课题。
Therefore, the interest rate risk management and control will become the main content of commercial banks' risk management.
因此,利率风险的管理控制将成为商业银行风险管理的主要内容。
The forth chapter analyses the models, methods and problems in management of interest rate risk in commercial banks in China.
第四章分析了中国商业银行利率风险管理模型、方法和存在问题。
Interest rate risk is one of the main risks that commercial Banks face.
利率风险是商业银行面临的主要风险之一。
The marketization of interest rates and interest rate risk control of commercial banks.
黄金老。利率市场化与商业银行利率风险控制。
Based on the analysis of several interest rate risk measurement methods and also the reality of China, the paper analysis the models which suit to the choice of China's commercial Banks.
本文在分析几种利率风险度量方法的同时,还结合我国的实际,对我国商业银行适用的利率风险测定模型进行了选择分析。
The marketization of interest rates and interest rate risk control of commercial Banks. "Economic studies" 2001.1.
黄金老。利率市场化与商业银行利率风险控制。《经济研究》2001.1。
On the other hand, commercial Banks need to construct the effective interest rate risk management system.
另一方面,商业银行需要构建高效的利率风险内部防范体系。
The third chapter summarizes three measure methods of interest rate risk of commercial Banks.
第三章详细介绍了商业银行利率风险度量的各类方法。
So, it's important and urgency to study the topic about interest rate risk management of China's commercial banks.
因此,研究我国商业银行的利率风险管理这一课题显得尤为重要和紧迫。
So the commercial Banks of our country must find out countermeasures to control and manage the interest rate risk prior to interest rate marketization.
因此,我国商业银行必须对利率市场化进程中面临的利率风险及加强管理找出应对策略。
The second chapter summarizes the theories of interest rate risk management of commercial Banks.
第二章介绍了商业银行利率风险管理理论。
The second chapter summarizes the theories of interest rate risk management of commercial Banks.
第二章介绍了商业银行利率风险管理理论。
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