The management on the interest rate risks of the commercial bank under the interest rate marketization in our country;
我国利率市场化条件下商业银行利率风险管理
With the background of market-oriented interest rate, housing mortgage loans have to face enormous interest rate risks in forms of repricing, optionality, basic risk, and yield curve.
在利率即将实现完全市场化的背景下,住房抵押贷款所面对的利率风险主要表现在重新定价风险、内含期权风险、基准风险、收益率曲线风险等方面。
With the rapid progress of China marketization of interest rate, the interest rate risks emerge gradually, and the promotion of interest rate futures is going with the tide.
随着中国利率市场化的推进,利率风险日益显现,推出利率期货是大势所趋。
The interest-rate risk refers to the risk of loss or profit occurring on or off the balance sheet of commercial banks due to the fluctuation of the interest-rate.
商业银行利率风险是指因利率变动而使商业银行的表内和表外业务发生损失或收益的风险,是商业银行市场风险的重要组成部分。
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。
SummaryIn these years, Interest-Rate Risk has become the crucial risk Chinese bond investors confront.
近些年来，利率风险成为中国债券投资者面对的最主要的风险，对这一课题的研究无疑具有重要的理论意义和现实意义。
The Study of Interest Risk Management of Embedded Option of Commercial Bank;
商业银行隐含期权的利率风险管理研究
Study on the Immunization of Interest Risk of the Investment in Government Bonds;
国债投资的利率风险免疫研究
Study on the Relationship of Credit Risk and Interest Risk;
信用风险与利率风险相关性分析
The analyses on the effect of rate risk in the cycle of interest rise on the capital adequate rate of Chinese commerce banks;
升息周期中利率风险对我国商业银行资本充足率的影响分析
However, domestic commercial banks and their branches are not sufficiently aware of such influence; and hence they are very weak in identifying, quantifying, preventing and controlling rate risk.
然而,这些影响并没有引起商业银行及其分支机构的足够重视,现阶段国内商业银行及其分支机构对利率风险的识别、计量、防范和控制能力还相当脆弱。
In a period it will be an important topic for the commercial bank to manage the interest rate risk and keep the earnings under safe management.
我国利率市场化改革已进入实质性阶段,今后商业银行如何管理利率风险,在利率市场波动的冲击保持盈利和安全经营。
Theoretical and empirical analysis of interest rate risk in Chinese commerical banks;
中国商业银行利率风险的理论与实证
Management of interest rate risk with default risk;
含有违约风险的利率风险管理
Interest Rate Risk Management of Commercial Banks under the Interest Rate Marketization Condition;
利息率市场化条件下商业银行利息率风险管理
Analysis on Interest Rate Risk of Commercial Banks in the Interest Rate Rising Cycle;
升息周期中商业银行的利率风险分析
Ruinning Problem for a Risk Model under Interest Rates with Autoregressive Structure of Order One;
具有一阶相依利息率的风险模型的破产问题
Interest Risk and IO-PO Security Design;
利率风险与资产证券化的拆息证券设计
A Joint Distribution for the Discrete Time Insurance Risk Model with Dependent Rates;
具有相依利息率的离散时间保险风险模型的一个联合分布
The analyses on the effect of rate risk in the cycle of interest rise on the capital adequate rate of Chinese commerce banks;
升息周期中利率风险对我国商业银行资本充足率的影响分析
interest rate risk: Risk due to difference in interest rates.
利率风险: 由于利率的差别而产生的风险。
Consummating Management System for Replying Risky Interest Rate;
完善风险管理机制 应对银行利率风险
The Measurement and Controlling Methods on Interest-rate Risk of Bonds;
债券利率风险度量方法及其风险防范
Interest Rate Risk Management of Annuity under Stochastic Interest Rate Model;
随机利率下的年金产品利率风险管理
The Interest Rate Liberalization and Interest Rate Risk Management of Commercial Bank;
利率自由化与商业银行利率风险管理
Tool for Evading Interest Risk:Annuities with Variable Interest Rate;
利率风险的化解——利率变动型年金产品
Research on Interest Rate Risk Faced by the Commercial Bank in Interest Rate Change;
利率市场化下商业银行利率风险研究
Interest Rate Marketization and Interest Rate Risks Management of Commercial Banks;
利率市场化与商业银行利率风险管理
Interest Rate Market and Management of Commercial Bank Interest Rate;
利率市场化和商业银行利率风险管理
Duration,Ultra-High-Frequency Volatility and Value-at-Risk:Forecasting Financial Market Risk Using Intraday Information
交易间隔、超高频波动率与VaR——利用日内信息预测金融市场风险
Study on the Interest Rate Risk and the Management of the Chinese Life Insurance Industry;
中国寿险业利率风险及其管理的研究
Reserves and analysis of the risk in life insurance with interest randomness;
随机利率下的准备金与寿险风险分析