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。
The fluctuation of interest rate will bring interest rate risk to financial institutions: repricing risk and market value change risk.
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。
According to its different sources, interest rate risk may be classified into repricing risk, yield curve risk, basis risk and optionality.
商业银行所面临着四种主要的利率风险:重新定价风险、基本点风险、选择权风险、收益曲线风险。
The commercial Banks face four kinds of main interest: Fix the price risk, basic point risk, option risk, yield curve risk.
股票市场下跌和利率上涨很大程度上是投资人风险的重新定价,8月份没人大量交易也放大证实了这点。
These stock-market drops and interest-rate spikes are largely the repricing of investor risk – amplified by the fact that few people are trading heavily in August.
相对便宜的货币市场使得其他资产看起来更具吸引力—在长期放松银根之后对风险进行重新定价之时,这可不是一个好结果。
Cheaper money makes other assets look more attractive-an undesirable consequence at a moment when risk is being repriced after many years of lax lending.
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。
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.
这在理论上可以降低资产快速重新定价的风险。
That should in theory reduce the risk of a rapid repricing of assets.
这在理论上可以降低资产快速重新定价的风险。
That should in theory reduce the risk of a rapid repricing of assets.
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