计算实例表明,凸度缺口模型对于给定的初始值和约束条件,可以较好地减少利率风险的暴露头寸和提高收益;
Calculation case shows that in the given initial value and restraints, convexity gap model can lessen the exposure position of interest rate risk and increase yields.
在计算债券信用风险损失中,可以充分利用评级公司公布的数据来具体的计算出各债券的信用风险值,本文给出这种方法和例子。
In calculating the credit loss of bond, we can efficiently use the data list by the rating company to calculate specifically credit loss of the all bonds. This paper gives the methods and cases.
分析了煤矿重大危险源与事故风险,提出了煤矿危险性概率指数和风险权系数,并给定了参考值和计算公式。
This paper analyzed the major hazards and accident risks. The risk index and power coefficient were presented and referenced value and formula were defined.
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