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。
The World Bank pioneered currency swaps, and USES swaps to protect against foreign exchange and interest rate risk.
世界银行率先使用货币掉期，用以抵御外汇和利率风险。
On this foundation, put forward the suggestion that sets up the valid interest rate risk to manage the system.
在此基础上，提出构建有效的利率风险管理系统的建议。
Therefore, how to manage bonds' interest rate risk effectively becomes an important problem of bonds investors.
因此，如何有效地管理债券的利率风险成为债券投资者的重要课题。
Strengthening the interest rate risk management is a systematic project, which needs to carry on from many aspects.
加强利率风险管理是一个系统性工程，需要从多个方面进行着手。
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 fifth part makes an analysis on the existent problem of the interest rate risk management in our country commercial bank.
第五部分探讨了我国商业银行利率风险管理中存在的问题。
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。
One of the major problems now and in the future is the high interest rate risk and low ability to diversify and transfer risks.
现实和潜在的最大问题之一表现为保险业较高的利率风险和较低的风险分散、风险转移的能力。
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。
The fluctuation of interest rate will bring interest rate risk to financial institutions: repricing risk and market value change risk.
利率的波动会给金融机构带来利率风险：重新定价风险和市场价值变动风险。
In west commercial bank the theory of interest rate risk management generated precise system based on accumulation during decade years.
西方商业银行的利率风险管理理论，经过几十年的积累，形成了较为严谨的体系。
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。
Finally, it introduces a successful case of managing interest rate risk to prove the effectiveness of using these derivative instruments.
最后，本文以一个利率风险管理的成功实例来说明运用利率衍生工具进行套期保值的有效性。
The interest rate risk and exchange rate risk in the financial spot market can only be mitigated through the financial derivative market.
金融现货市场面临的利率、汇率风险，只能在金融衍生市场化解、防范。
According to its different sources, interest rate risk may be classified into repricing risk, yield curve risk, basis risk and optionality.
利率风险按照来源的不同，可以分为重新定价风险、收益率曲线风险、基准风险和期权性风险。
By comparison, it is found that the mortality risk is reduced and the interest rate risk stays the same with the increase of the number of insured.
通过对比分析，发现保单数的增加会降低死亡率风险，但不会减小利率风险。
The commercial bank mainly faces credit risk, country and shifting risk, market risk, interest rate risk, mobile risk and operating the risk and etc.
商业银行在经营活动过程中，主要面临着信贷风险、国家及转移风险、市场风险、利率风险、流动性风险和操作风险等。
To issuing company, it faces these risks: issuing failing risk, ownership right dilution risk, interest rate risk, converting failing risk, and so on.
发行公司面临的风险有：发行失败风险、股权稀释风险、利率风险、转股失败风险等。
For a fair value hedging of interest rate risk portfolio, the amortization shall be finished prior to the date of end of the relevant re-pricing period.
对于利率风险组合的公允价值套期，应当于相关重新定价期间结束日前摊销完毕。
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。
Financial institutions demand strongly the interest rate risk management tools and our country now has the ability to propose the interest rate derivatives.
金融机构对利率风险管理工具有强烈的需求，我国也具备推出利率衍生产品的能力。
As both interest rate risk and exchange rate risk influence bank performance, it is a must to hedge against interest rate fluctuation and exchange fluctuation.
由于两项利率风险和汇率风险的影响银行绩效，这是一个必须以对冲利率波动和汇率波动。
Market interest rates, can also take advantage of the new old, continue to maintain low loan interest rates, thereby properly met circumvent interest rate risk.
市场利率下降时，则可以借新还旧，继续保持较低的贷款利率，从而很好地满足了规避利率风险的要求。
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。
Calculation case shows that in the given initial value and restraints, convexity gap model can lessen the exposure position of interest rate risk and increase yields.
计算实例表明，凸度缺口模型对于给定的初始值和约束条件，可以较好地减少利率风险的暴露头寸和提高收益；
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。
The corporation use financial derivative instruments to hedge, mainly performance in the management of interest rate risk, foreign exchange risk, stock risk and so on.
企业利用衍生金融工具进行规避风险，套期保值，主要表现在对利率风险、外汇风险、股票投资风险等风险的管理上。
They have various problems in such respects as term structure of credit, interest rate leverage, interest rate risk control, business variety and bank personnel quality.
就我国商业银行自身而言，在信贷期限结构、利率杠杆作用、利率风险控制、信贷业务种类、银行人员素质等方面存在各种各样的问题。
The financial leasing corporation usually use interest rate exposure to manage the interest rate risk although there are some problems in the exercise of duration model.
金融租赁公司的久期缺口分析是利用久期管理利率风险的主要方法，但久期模型运用中也存在着诸如久期对称成本高、利率风险免疫动态性及凸性等问题。
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