资产负债管理层次的利率风险主要关心银行账户 (banking book)的利率风险,这是通常意义上的银行 利率风险,也是国外商业银行资产负债管理的主要内 容。从银行整体的角度管理利率风险。
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1988年的巴塞尔协定主要的规范重点是银行所 面对的信用风险,也就是银行簿(Banking Book)的部份。 1996年巴塞尔协定提出修正案将市场风险管理 纳入规范,并且要求于1997年末实施。
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...ence or other authorization of which to carry on banking business is for the time being suspended; banking book (银行帐), in relation to an authorized institution, means all the institution's on-balance sheet exposures and off-balance sheet...
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如果银行以调整资产负债结搆、持有到期为基本目的, moncler jacken,列入 银行账簿 ( banking book ), doudoune moncler pas cher。标普降级会触发银行内部下调对美国的主权评级。
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Banking Book and Trading Book 银行账户与交易账户
Banking Book and Tradi 银行账户与交易账户
rate in the banking book 改善银行账目利率分析
Both Banks still have lots of legacy assets, many of them tucked in the banking book.
两家银行仍然有许多遗留的资产,许多是记录在银行业账簿上的。
This reflects the fact that capital in the banking book is only held against assets.
这反映了一个事实,即资本在银行本书是唯一针对的资产。
Unlike most of its European peers, it didn't transfer assets to its banking book but marked them to market.
与大多数欧洲同行的做法不同,瑞信并未将资产转移到银行帐户内,而是按市值计价。
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