The liquidity risk of commercial Banks included market liquidity risk and funding liquidity risk.
商业银行的流动性风险包括市场流动性风险及筹资流动性风险两个方面。
Investors naturally want to be compensated for this, so market liquidity risk increases the required return.
投资者自然需要为此得到补偿,所以市场流动性风险增加了投资者的要求收益。
Liquidity generally varies over time and across markets, and currently we are experiencing extreme market liquidity risk.
一般来说,流动性在时间与市场间是变化的,目前我们正在经历较为严重的市场流动性风险。
Since market liquidity may deteriorate when you need to sell in the future, investors face market liquidity risk as discussed above.
而当投资者准备未来某时出卖手中证券的时候现今市场的流动性就会产生恶化现象,那么对于投资者来说就面临着市场流动性风险。
But a large collective bond issue could have benefits even for countries with low credit risk, as it would rival America's Treasuries market for liquidity.
但是大额的联合债券发行即使对信用风险很低的国家也有益,因为这种债券在流通性上足可匹敌美国国债市场。
But confidence in hedges and market liquidity as a way of mitigating risk has been badly damaged.
过去人们对套期保值和市场流动性的信心减轻了市场风险,但这种信心现在遭到严重的破坏。
Market spreads taking account of credit and liquidity risk had arguably become too compressed pre-August 2007, and are now wider than they should be long-term.
计算了信贷风险和流动性风险的市场差价在2007年8月份之前被过分压缩了,尽管这个观点尚有争议。而现在的市场差价却高于合理的长期水平。
This market illiquidity, and the prospect of further liquidity risk, scared investors and prices dropped, especially for illiquid assets with high margins.
市场流动性降低以及更大的市场流动性风险预期令投资者恐慌,资产价格下降,尤其使流动性资产保证金大幅增加。
Investor flight from risk means that debt market liquidity could dry up as interest rates rise. But it is too early to tell.
投资者规避风险这意味着债务市场的流动性将会因为利率的上升而大受影响。但这样说还为时尚早。
there are specific exemptions for “risk-mitigating hedging activities, liquidity commitments and bona fide market-making”.
“减少套头交易的风险,流动资产的托付和真诚的作价买卖”都有特定的豁免税额。
Besides market risks, Goldman also assesses credit risks, based on whether a counterparty might default on a loan or fail to honour a derivative contract, and liquidity risk.
除了市场风险,高盛也评估业务相对方拖欠贷款或衍生合同违约所带来的信用风险,以及流动性风险。
Commercial bank's financial risk generally includes credit risk, market risk, liquidity risk, operation risk, legal risk and policy risk.
商业银行的金融风险一般包括信用风险、市场风险、流动性风险、操作风险、法律风险和政策风险。
Credit risk is highly aggregative. If issuing companies are limited to certain industries, it can influence market liquidity when industrial risk increases.
信用风险具有很强的集聚性,如果发行企业过于集中在某几个行业,可能在行业风险加大的时候对市场流动性带来严重影响。
Currently, compared with leadind foreign Banks, China's commercial Banks have great distance in solving credit risk, market risk, liquidity risk and operation risk.
当前,国内商业银行在信用、市场、流动性和操作性等风险问题处理上与国外一流银行相比有很大差距。
Influencing factors of liquidity include asset and debt structure, the center bank policy, degree of money market development, credit risk and fluctuation of interest rate.
而流动性风险的影响因素主要有资产负债结构、中央银行政策、金融市场发育程度、信用风险和利率变动等方面。
The institutional defect of securities market is the exogenous reason causing liquidity risk of the open-ended fund.
证券市场制度性缺陷是开放式基金流动性风险外生性诱因。
The risk a bank faces includes Credit risk, Market risk, Capital risk, Liquidity risk, Foreign Exchange risk and Operational risk.
商业银行面临的风险包括信用风险、市场风险、资本风险、流动性风险、外汇风险、操作风险。
As a valuable tool of avoiding exchange-rate risk and guaranteeing price congenially, the FX Derivatives have market risk, credibility risk, liquidity risk, management risk and legal risk.
外汇衍生工具作为规避汇率风险进行投机保值的工具,具有高风险性,其基本风险有市场风险、信用风险、流动性风险、营运风险和法律风险。
Risk can be defined as the uncertainty of outcomes. Financial risks can be classified into market risks, credit risks, liquidity risks, operational risks, and legal risks.
风险可定义为结果的不确定性,金融风险可分为市场风险、信用风险、流动性风险、操作风险和法律风险。
Firstly, basing on the microstructure of stock market of our country, this thesis analyzes the reason and course of liquidity risk, and constructs the risk index-loss value of price spread.
首先基于我国股票市场微观结构、交易制度的现实,分析了投资者进行股票交易时所面临的市场流动性风险产生的原因与过程,并构造了本文的市场流动性风险指标——价差损失值。
In futures contract, margin levels setting is vital in the condition of protecting against default risk and not affecting market liquidity.
在期货合约中,既能抵御违约风险又不影响市场活跃性的条件下,保证金水平的设置至关重要。
Furthermore, we put forward a train of thought that measurement credit risk, market risk, operational risk and liquidity risk synthetically.
另外本文还提出了综合度量信用风险、市场风险、操作风险和流动性风险的思路。
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。
Credit derivatives have been playing an important role in diversifying credit risk, improving credit risk pricing mechanism, enhancing bond market liquidity etc.
信用衍生产品自问世以来在分散金融机构信用风险、完善信用风险定价机制、提高债券市场流动性等方面发挥了积极的作用。
How to measure and calculate the risk of liquidity and which main determinants influence the liquidity of market need deep study, which is very important for investors and market supervisor.
流动性风险的测算研究和影响流动性的因素研究,对投资者和市场监管者都意义重大,这是本文选题的依据和出发点。
At first, a theoretical background related to risk measures and a survey of researches are presented, with current researches on the market risk theory and liquidity risk theory focused on.
首先,论文介绍了风险计量的相关理论背景与国内外的研究概况,重点介绍了市场风险及流动性风险的理论研究现状。
At first, a theoretical background related to risk measures and a survey of researches are presented, with current researches on the market risk theory and liquidity risk theory focused on.
首先,论文介绍了风险计量的相关理论背景与国内外的研究概况,重点介绍了市场风险及流动性风险的理论研究现状。
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