负债管理

本论文的研究对象是资产负债管理（AssetLiabilityManagement，简称ALM）在我国寿险业的运用。

This thesis focuses on the study of Asset Liability Management ( ALM ) for Chinese life insurance companies .

第四章是对传统的资产负债管理和VaR模型的整合研究。

The fourth chapter is about the integrating ALM ( asset and liability management ) with VaR.

基于VaR约束的银行资产负债管理优化模型

Optimal model of asset-liability-management based on constraint of VaR technology

VaR模型研究及其在寿险公司资产负债管理中的应用

Research and Application in Asset-Liabilities-Management of the Life Insurance Company in Model VaR

传统的资产负债管理方法：缺口（gap）管理，只能解决前者而对后者无措。

The traditional asset-liability management method , gap management , can solve the former problem , but have no way to handle the latter .

本章研究了VaR模型在社会保障基金投资风险管理中四个方面的应用：风险控制、业绩评价、投资组合管理和资产负债管理。

Specifically , Chapter Four is about the application of VaR model to social security fund risk management .

资产负债管理（AssetLiabilityManagement，简称ALM）是寿险公司进行风险管理的一种重要工具，其源于西方商业银行。

Asset Liability Management ( ALM ) is an important tool to manage the risk of life insurance companies . It originated in western commercial banks .

在利率风险的管理策略里介绍了VAR的测算、资产负债管理和金融创新。

In the part of management strategy of interest risk , introduce the calculation of VAR , Asset-Liability-Management ( ALM ) and financial innovation .

在本章最后分析了资产负债管理中导入VaR系统的运作模式，包括风险控制机制，这是论文的一个重点。第五章是论文的核心部分，也是论文的重点。

Finally , the author gives the system of VaR operation mode in ALM , including the risk control mechanism , which is a key point of the thesis .

动态财务分析（DFA）是应用于保险公司的一种较为复杂和先进的资产负债管理技术。

Dynamic Financial Analysis ( DFA ) is a kind of complicated and advanced Asset - Liability Management ( ALM ) technology used by insurance companies .

动态财务分析（DFA）作为资产负债管理的一种最新工具，被北美保险业发达地区广泛采用。

As an emerging tool of Asset-Liability Management ( ALM ) in the field of insurance companies , Dynamic Financial Analysis ( DFA ) is used in many developed countries widely .

由于各历史时期经济环境的变化，ALM先后经历了资产管理、负债管理、资产负债管理三个发展阶段。

Due to the changing of the economic environment in the passed years , ALM has gone through three development stages that are asset management , debt management and asset liability management .

建立了基于VaR约束的银行资产负债管理优化模型，直接利用贷款收益率的历史数据反映收益与风险，避免了间接推测组合风险的弊端。

The thesis sets up optimal model of Asset-Liability-Management under the constrain of VaR. This model directly makes use of historical data of earning ratio to reflect the income and risk , so the defect of calculating portfolio risk indirectly is avoided .

然后对非寿险公司的风险进行全面分析，筛选出影响非寿险公司资产负债管理的可量化的关键风险因素，识别出主要建模参数变量，并在此基础上构建适合非寿险公司的DFA模型。

Then , the paper conducted a comprehensive analysis on the risks , selected the key risk factors can be quantified affecting non-life insurance companies ' assets and liabilities management , identified the main variable parameters , and constructed DFA models suite to non-life insurance companies on the above basis .

加速建立现代商业银行的资产负债管理体系

On the Establishment of Asset / Liability Management of Commercial Banks

商业银行资产负债管理软件的分析与设计

Analysis and Design of Asset Liability Management Software in Commercial Banks

中西方银行资产负债管理比较研究

Comparative Research on Alm of Banks in China and Western Nations

资产负债管理是从西方商业银行发展起来的科学的银行经营管理方法。

Scientific asset-liability management techniques originally develop from western commercial banks .

银行资产负债管理中资产分配模型

Distribution model of assets in asset - liability management of banks

基于资产负债管理的寿险投资是一个比较复杂的问题，要做好寿险公司的资产负债管理与投资，需要从寿险公司的投资组合、风险控制、投资管理体制、投资监管等多个角度综合考虑。

Life insurance investment based on ALM is a complicated problem .

地方政府负债管理效益问题探讨

The Probe into The Problem Concerning Local Government 's Liabilities Management Benefit

贝叶斯方法在养老基金资产负债管理中的应用

The Application of Bayesian Method in ALM for Pension Fund

第二章：资产与负债管理的发展与应用。

The second chapter introduces the development and application of Asset-Liability Management .

商业银行资产负债管理方式及对策的研究

On the Asset and Liability Management Modes and Measures of Commercial Banks

论商业银行自律性资产负债管理产生的历史必然性

On the Inevitability of the Commercial Banks ' Self restrained Asset-liability Management

养老基金动态资产负债管理模型与分析

The Dynamic Asset / Liability Management Model and Analysis on Pension Fund

资产负债管理表现如何？

How is the bank 's balance sheet performing ?

基于数据仓库的银行资产负债管理系统研究与设计

The Study and Design of Assets and Liability Management System based on DW

对资产负债管理的影响。

The impact on asset - liability sheet management .

寿险业资产负债管理研究

Research on the Asset-Liability Management of Life Insurance Industry