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 commercial Banks face four kinds of main interest: Fix the price risk, basic point risk, option risk, yield curve risk.
使用收益的期望值—标准差无差异曲线与相应的效益函数来描述决策者不同的风险态度;
The indifference curves of expected values and standard deviations of net income are adopted to simulate the different risk attitudes of different decision-makers.
利率风险按照来源的不同,可以分为重新定价风险、收益率曲线风险、基准风险和期权性风险。
According to its different sources, interest rate risk may be classified into repricing risk, yield curve risk, basis risk and optionality.
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