Credit risk management and interest rate risk management are core content of risk management for Banks.
信誉风险和利率风险管理是银行风险管理中白勺核心内容。
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。
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。
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。
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。
We should press on with the building of the interest rate risk management system with reference to the key principle on it in Basel Agreement.
我国商业银行应参照巴塞尔利率管理的核心原则,积极推进利率风险管理体系的建设。
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。
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 first chapter is an introduction about the background and meaning of this paper as well as an overview of interest rate risk management methods home and abroad.
第一章是绪论部分,介绍了文章的选题背景、目的和研究意义,并对国内外利率风险管理的研究现状作了综述。
The second part introduces the interest rate risk, the source of the interest rate risk, the interest rate risk management, the interest rate risk management mechanism etc. theories.
第二部分介绍了利率风险、利率风险的来源、利率风险管理和利率风险管理机制等理论。
To analyzed the manifestation of the our country commercial bank interest rate risk, and draw lessons from the experience of the foreign commercial bank interest rate risk management.
文章分析了我国商业银行利率风险的表现形式,并借鉴国外商业银行利率风险管理的经验。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
针对嵌入期权的影响,探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
To control these risks, Banks should take realistic constraining conditions and future development trends into account and make feasible choice in interest-rate risk management.
银行对这些风险控制,要充分考虑现实约束条件和未来发展趋势,做出利率风险管理的现实选择。
The commercial bank itself undertakes various types risk in the operation, including credit risk, interest rate risk, fluid risk, management risk, capital risk and policy risk and so on.
商业银行在运营中本身承担着各种类型的风险,包括信用风险、利率风险、流动性风险、管理风险、资本风险和政策风险等。
In this part, I follow the basic thought of risk management, and make a detailed introduction for the technology and method in the interest rate management.
循着利率风险识别、衡量、控制的思路,对风险管理过程中采取的技术、方法进行了详细介绍。
The thought of Interest rate Spread Risk management can change principles of management and operation strategy for the life insurance company.
利差风险的管理思想能从根本上改变寿险公司经营理念和经营策略并贯穿于日常经营活动中。
The estimation of interest rate of term structure has an important estate in financial research, for it is the benchmark for asset pricing, financial products design, hedging and risk management.
利率期限结构的估计在金融研究中有着重要的地位,它是资产定价、金融产品设计、保值和风险管理的基准。
The third part analyses the effect in the risk management of interest rate by the financial derivatives.
第三部分分析了套期保值功能在利率风险管理中的作用。
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。
To deal with the negative effect that brings by the liberalization of interest rate, we must strengthen the management of the commercial bank with risk management theory.
针对利率市场化带来的负面效应,必须用利率风险管理理论来加强对商业银行的管理。
Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.
利率期限结构分析是资产定价、金融产品设计、保值和风险管理、套利等的基础。
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。
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。
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。
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。
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