利率互换

第二章对利率互换的概念、原理定价、功能和风险防范做了简要介绍。

Chapter Two introduces the concept and the principle of IRS , the pricing , features , and risk management of IRS .

第二部分析了利率互换的结构、特征及种类。

Part II analyses the structure and categories of IRS .

在对CBAS定价的时候，我们也考虑到利率互换中的交易对手风险。

When valuing the CBAS , we take the counterparty risk embedded in the interest rate swap into consideration .

利率互换的功能发挥与机制建设

To Make Interest Rate Swap Function well by Reforming Mechanism

利率互换交易的几点分析

Some Analyses of Interest Rate Exchange transaction Interest Rate Swap

中国建设银行大连分行利率互换产品风险管理研究

Study on Risk Management of Interest Rate Swap of CCB Dalian Branch

利率互换交易：任重道远

Mutual Interest Rate Exchange Has a Long Way to Go

利用对冲原理进行利率互换定价

Interest Rate Swap Pricing on the Basis of Hedging

浅谈人民币利率互换及其风险规避问题

On Interest Rate Swap of RMB and Its Risk-Avoiding

衍生品中体量最大的品种是利率互换产品，紧随其后的是外汇衍生品。

The largest element is interest rate swaps followed by foreign exchange derivatives .

利率互换案例分析

Analysis on Interest Rate SWAPs : a Case study

2010年上半年，利率互换市场交投活跃。

In H12010 , interest rate swaps were traded actively in the market .

最常见的形式包括利率互换、货互换和信用互换。

The most common forms include interest-rate swaps , currency swaps and credit swaps .

第3章基于双方违约风险的利率互换定价模型。

Chapter 3 explains interest rate swap pricing model based on mutual default risk .

违约风险条件下利率互换合约的定价

Pricing of Interest Rate Swap under Default Risk

人民币利率互换市场现状及商业银行的应对策略

The Status Quo of RMB Interest Rate Swap Market and Counter-measures of Commercial Banks

利率互换定价存在的障碍及解决办法

The Existing Obstacles for Pricing of Interest Rate Swap and the Solution to it

利率互换风险定价研究

Research on Pricing of Interest Rate Swaps

期限结构估测法及其在利率互换定价中的应用

Estimation Methods for Term Structure of Interests Rates and Its Application in Interest Swap Pricing

第2章是基于几何布朗运动的利率互换交易双方违约概率测算模型。

Chapter 2 introduces the calculation model of default probability based on the geometric Brownian motion .

最后，以利率互换产品实际案例具体说明如何进行风险管理。

Finally , the paper uses detailed example to explain risk management of interest rate swap .

企业基于利率互换的利率风险控制策略

Controlling Strategy of Interest Rate Risk for non - financial enterprises Based on Interest Rate Swaps

第三章主要讲的是利率互换的风险，利率互换交易虽然是管理利率风险的最有效的手段之一，但是同其他金融交易一样，它本身也存在着风险。

The third chapter is about the risks of interest rate swap and measures how to control .

它们不涉及货币互换、利率互换或其他衍生品合约的风险。

They do not capture the risks in currency swaps , interest rate swaps or other derivative contracts .

利率互换是一种常用的债务保值工具，用于规避利率风险，降低筹资成本。

Interest rate swaps is a commonly used tool for preserving and increasing debt to avoid interest rate risk .

第三节分析了利率互换在资产负债表中的应用及利率互换对中国的借鉴意义。

Part III analyses the application of IRS in balance sheet and the significance of using it in China .

通过对远期外汇协议以及利率互换风险的评测，使表外业务的风险评估成为可能；

We have found some ways to evaluate the risks of Foreign Exchange Forward Contract and Interest Rate Swaps ;

摘要利率互换定价主要是受到金融市场利率期限结构的影响。

The pricing of interest rate swap is mainly influenced by term structure of interest rate in money market .

在开放经济条件下，以公司为背景，对利率互换的使用动机进行研究。

The article studied the motivation for a company to use interest rate swaps under the condition of open economy .

利率互换是目前各个企业和金融机构进行利率风险的规避最行之有效的方法。

The interest rate swap is the most effective method when those business and financial institutions avoid interest rate risk .