利率风险管理

商业银行利率风险管理机制的构建

The Establishment of the Interest Rate Risk Management Mechanism in Commercial Bank

金融衍生品与利率风险管理是本文的核心内容，金融期货、利率期权、利率互换都是利率风险管理的重要工具。

Financial derivatives and interest rate risk management is the core content .

利用久期模型进行利率风险管理存在的利率期限结构非平行移动问题一直是国际上研究的焦点，M2模型即为解决方法之一。

Study about the assumption of non parallel shift of interest rate term structure has been essentially the subject of many researchers .

他们的研究方法大多沿袭传统的均值一方差分析方法，但将VaR技术运用到寿险定价的利率风险管理中还未尝见到。

There are many experts and life insurance workers studying on Interest Spread Risk from qualitative or quantitative ways by the mean-variance method , but writer has not yet found who analyzes Interest Spread Risk by VaR technique .

我国国债金融衍生产品利率风险管理研究

The Study of Interest-rate Risk Management on China 's Bonds Financial Derivatives

利率风险管理的重要免疫工具：持续期模型

The Most Important Immunizing Tools against Interest Rate Risk : Duration Models

并客观分析了西方商业银行利率风险管理技术在我国的适用性问题。

It still objectively analyses the applicability of those methods to China .

我国商业银行资产负债中隐含期权的利率风险管理

Rate Risk Management of Bank sAsset / Liability Sheet with Embedded Options

中国寿险业利率风险管理研究

Study on the Interest Rate Risk Management of the Chinese Life Insurance Industry

运用久期模型进行利率风险管理的若干问题分析

An Analysis of Some Problems in Managing Interest Rate Risk with Duration Model

利率风险管理是商业银行的核心业务之一。

Interest-rate risk management is one of the commercial banks ' core businesses .

基于商业银行利率风险管理的久期模型比较分析

Comparative Analysis of Duration Model Based on Commercial Bank Interest Rate Risk Management

现阶段国有商业银行利率风险管理战略与机制

On Strategy and Mechanism of Current Interest Rate Risk of Stage Commercial Banks

论我国商业银行资产负债利率风险管理

Interest Rate Risk Management of Assets & Debts of Commercial Banks in China

第二章银行利率风险管理的一般研究。

The second chapter makes a general research about the interest rate risk .

我国商业银行国债利率风险管理研究

Study for Treasury Bond 's Interest Rate Risk of Commercial Banks in China

商业票据市场的利率风险管理

Interest Rate Risk Management in Commercial Bill Market

含有违约风险的利率风险管理

Management of interest rate risk with default risk

商业银行隐含期权利率风险管理研究

The Research of Management of Interest Risk Based on Embedded Option in Commercial Bank

吉林省农业银行利率风险管理研究

The Study of Interest Rate Risk Management in Agricultural Bank of China , Jilin Branch

第二章总结了商业银行利率风险管理的理论部分。

Chapter ⅱ summarizes the theoretical part of the commercial bank interest rate risk management .

建立了三维一体的利率风险管理体系模型。

Third , I create a three-dimensional integrated model on interest rate risk management system .

本文针对商业银行利率风险管理的关键一环利率风险计量做出较为系统的研究。

This paper comprehensively analyzes the commercial bank interest rate risk measurement techniques used commonly .

货币政策影响下的商业银行利率风险管理

The Management of Interest Rate Risk of Commercial Banks under the Specific of Monetary Policy

第二部分是商业银行利率风险管理概述，共分为3小节，这部分是后几部分研究内容的铺垫。

The second part consisting of three sections is the outline of interest rate risk management .

所以，引进先进管理方法提高利率风险管理水平是非常紧迫的。

Therefore , we need to use advanced management skills to improve interest rate risk management .

并在比较分析的基础上，对各模型在国内银行利率风险管理中的适用性问题进行了研究。

After comparative analysis , we study the applicability of each model in China commercial bank .

第四部分介绍商业票据的利率风险管理理论。

Fourthly , it explains the risk management theory of the interest rate in the bill market .

因此利率风险管理显得异常重要。

So , it is very important for us to analyse the management of interest rate risk .

信用风险和利率风险管理是银行风险管理中的核心内容。

Credit risk management and interest rate risk management are core content of risk management for banks .