资产负债定价模型 ALPM
资产负债分解模型 Balance Sheet Decomposition Model
所以资产负债管理模型 Asset Liability Management model
资产负债优化模型 Optimization model of ALM
本文提出一种新的稳健资产负债模型最优化模型。该模型考虑了利率的不确定性对未来现金流、资金成本和资产收益率的影响。
In this paper we present a new robust asset and liability model, which considers the uncertain interest rate's influence on future cash flows, capital cost and return of assets.
银行必须公布有关资产负债以及信用和操作风险计算模型的详细情况。
Banks must publish details of their assets and liabilities and of the models they use to calculate credit and operational risk.
使用带有简单补偿的随机线性规划模型，研究不确定下的银行资产负债管理问题。
A stochastic linear programming model with simple recourse was developed to study the asset and liability management of Banks under uncertainties based on the domestic economic environment.
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