hedging portfolio 对冲组合 ; 避险组合
Risk hedging portfolio 风险对冲组合
Portfolio Approach to Hedging 现代套期保值理论
Out-of-sample returns and risks in other sections show that portfolio hedging MS-DCC-GARCH model used by bank has better performance.
外显示样品返回和在其他章节的风险投资组合对冲的MS -催化裂解- GARCH模型的银行具有更好的性能使用。
Therefore, from Table 11 we know that bank enjoys better hedging performance while using portfolio hedging MS-DCC-GARCH model but not others.
因此,从表11我们知道,银行享有更好的性能,同时利用组合套期保值对冲的MS -催化裂解- GARCH模型而不是其他人。
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。
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