基准风险(Basis Risk)也称为利率定价基础风险,是另一种重要的利率风险来源。在利息收入和利息支出所依据的基准利率变动不一致的情况下,虽然资产、负债和表外业务的重新定价特征相似,但因其现金流和收益的利差发生了变化,也会对银行的收益或内在经济价值产生不利影响。
最初,执行基准风险分析当前威胁评估的基础上开发使用的网络保护战略。
Initially, perform a baseline risk analysis based on a current threat assessment to use for developing a network protection strategy.
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.
欧洲主权债务危机风险的基准指数也创下最高历史记录。
The benchmark gauge of European sovereign risk also jumped to an all-time high.
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