利率 敏感性负债(interest rate sensitive liabilities, IRSL)则指在一定期限(考察期)内到期的 或需要重新确定利率的负债,同样它的到期收益率也容易受到利率变动的...
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...额,而利率敏感性资产(Interest RateSensitive Assets, IRSA)、利率敏感性负债(Interest RateSensitive Liabilities,IRSL)是指那些在某一 时期内到期的或需要重新确定利率的资产和负债。
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... Liability management theory 负债管理理论 Liability sensitive 敏感性负债 LIBOR 伦敦银行同业拆借利率 ...
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简要的介绍了传统风险管理方法——资产负债管理方法,包括当前收益法、市场价值法、敏感性分析法。
Briefly introduces the approach of traditional risk management-asset liability approach such as the current earning approach, the market value approach and the sensitivity analysis approach.
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;
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