资产负债业务利率敏感性负缺口带来的利率风险;
The business interest-rate sensitiveness of the asset-liabilities is defeated by the interest-rate risk that the gap brings;
对利率敏感性较大,搭配极不合理,银行净利差波动较大。
Is big to the interest rate sensitivity, matching is extremely unreasonable, the bank spread fluctuation is only big.
因此,设计不同利率敏感性的证券就是为能够满足特定投资者的需求。
Design of securities with different level of interest rate sensibility is therefore for the demand of investors.
基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量:久期和凸性。
Based on the bond market of China, the interest rate sensitivity measurement for fixed and floating rate bonds are studied in this paper. The approaches used are Duration and Convexity respectively.
结合我国商业银行的现状,选择了利率敏感性缺口分析法及久期分析法对我国商业银行进行实证分析。
With the status quo of China's commercial banks, choosing the interest rate sensitive gap analysis and the duration analysis for China's commercial banks to carry out empirical analysis.
利率的变动通过影响银行的净利息收入和其他一些利率敏感性收益和经营费用,最终影响到银行的收益。
With influencing the bank's net interest income and some other interest - Sensitive income and managing income, the interest rate changes ultimately influence the bank's income.
另外还从老年人的年龄、利率和房价波动入手,分析定价模型的敏感性。
Studied factors such as old age, interest rates and housing price fluctuations, the paper analyzes the sensitivity of these factors on the pricing models.
较强的利率调控敏感性能够促进社会资金的优化配置。
The stronger sensibility to the adjustment and control of the interest can promote the optimum allocation of the social funds.
本章回顾了关于对股票收益敏感性的银行利率和汇率的理论和实证研究。
This chapter reviews the theoretical and empirical studies, regarding the sensitivity of stock returns of banks to interest rates and foreign exchange rates.
其次,本文以1~50年的银行间固定利率国债即期收益率为数据基础,计算出S-W模型的利率结果,并对重要参数进行敏感性分析;
Secondly, we ran the S-W method with spot curves of China's government bonds with maturities of 1-50 years as the input and performed sensitivity analyses on important parameters.
其次,本文以1~50年的银行间固定利率国债即期收益率为数据基础,计算出S-W模型的利率结果,并对重要参数进行敏感性分析;
Secondly, we ran the S-W method with spot curves of China's government bonds with maturities of 1-50 years as the input and performed sensitivity analyses on important parameters.
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