embedded option risk 内含选择风险 ; 隐含期权风险
option risk reversal value 或者期权风险逆转指标
risk control option 风险控制方案
risk of option writer 期权写契风险
Risk Management and Option Strategy 风险管理和期权战略
The commercial Banks face four kinds of main interest: Fix the price risk, basic point risk, option risk, yield curve risk.
商业银行所面临着四种主要的利率风险:重新定价风险、基本点风险、选择权风险、收益曲线风险。
The first innovation and characteristic of this paper is that it introduces the theory of controlling embedded-option risk of the asset-liability management base on the option-adjusted duration.
本文的创新与特色一是提出了基于期权调整持续期的银行资产负债组合优化原理,避免了资产与负债中的隐含期权给银行带来提前偿付风险。
The fair value option is associated with an entity's own credit risk.
公允价值选择权与实体自身的信用风险有关。
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