资金缺口所谓利率敏感性资金,又称浮动利率或可变利率资金,包括两部分:利率敏感资产(IRSA,Interest Rate Sensitive Assets)和利率敏感负债(IRSL, Interest rate SensitiveLiabilities)是...
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2、利率敏感资产（rate-sensitive assets，RSA）与利率 敏感负债（rate-sensitive liabilities，RSL） 一定期限内到期的资...
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资金缺口所谓利率敏感性资金,又称浮动利率或可变利率资金,包括两部分:利率敏感资产(IRSA,Interest Rate Sensitive Assets)和利率敏感负债(IRSL, Interest rate SensitiveLiabilities)是...
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然而，他补充道：“这对于成比例的损失率中小小的变化都高度敏感，因为这些有毒资产的数目太大，并且被掩盖的时间太长。”
However, he added: "This is highly sensitive to small changes in the proportionate loss rate because the amount of assets is so big and the length of time that the assets are covered."
最优策略对管理者的风险厌恶程度、资产波动率和流动性系数较为敏感，而对证券超额收益率敏感程度较低。
The strategy is sensitive to the manager′s risk tolerance, the asset volatility rate and the liquidity coefficient, but it is insensitive to the security excess return rate.
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