持续期缺口模型

我国商业银行利率风险管理研究然后，对我国商业银行利率风险的成因进行了分析，并进行了基于敏感性缺口模型和持续期缺口模型的实证分析；

Subsequently , the article researched on the cause of Chinese commercial banks ' interest rate risk , carried a demonstration analysis about interest-rate sensitive gap model and duration gap model .

该部分重点研究了敏感性缺口模型、有效持续期缺口模型和动态模拟法这三种商业银行利率风险的度量管理技术及其应用。

Theory and application of interest sensitive gap analysis , duration gap analysis and dynamic simulation analysis are studied in this part .

如果对利率敏感性缺口和持续期缺口模型进行分析，可以探讨出规避利率风险的相关思路。

This paper makes empirical analyses of the interest-sensitive , duration gap and interest-sensitive gap in order to find the soludons to interest rate risk evasion .

对西方商业银行日常经营活动中，主要的四种利率风险度量模型（重新定价模型、持续期缺口模型、收入模拟模型、净组合现值模型），进行了比较详尽的介绍。

Then I introduced the types of interest rate risk , the principles of measuring risk of Basle committee on banking supervision and the main models ( repricing model , duration model , income simulation analysis and NPV model ) of measuring interest risk in Occident commercial bank .