duration gap model 模型 ; 持续期缺口模型
correction duration gap 修正久期缺口
Correction of Duration Gap 修正久期缺口
macaulay duration gap management 存续期缺口管理
gap duration 间隙持续时间
gap duration var 持续期var模型
Through the prepared duration gap, increase the bank net worth when there are favorable change of interest rate; at the same time use the VaR techniques to build constraints to control the prepared duration gap.
通过预设持续期缺口使银行的资产负债组合在利率变动的有利条件下增加银行净值。
参考来源 - 基于信用与利率风险控制的银行资产负债优化模型研究The duration gap (DGAP) management is a vital technique in adjusting the structure of balance sheet to be immunized of interest rate risk.
久期缺口技术是商业银行调整资产负债表结构，防范利率风险的重要工具。
参考来源 - 久期技术及其免疫组合策略应用研究·2,447,543篇论文数据，部分数据来源于NoteExpress
Duration gap with the liability was the main factor affecting the bond portfolio allocation.
负债持续期缺口是影响债券组合配置的主要因素。
Duration can be used in conjunction with Gap reports as mentioned before, or by itself to calculate a duration of equity.
如前所述，持有期可与缺口报告一起使用，或以其独自计算权益的持有期限。
The gap between the electrodes can be self-adaptive controlled by detecting the voltage or the current changes during the machining duration.
加工过程中，通过数据采集卡检测电极间的加工电压变化或者回路中的电流变化，自适应控制电极间的端面间隙。
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