遠期匯率協議 的英文怎麼說
中文拼音 [yuǎnqīhuìlǜxiéyì]
遠期匯率協議
英文
forward rate agreements- 遠 : Ⅰ形容詞1 (空間或時間的距離長) far; distant; remote 2 (血統關系疏遠) distant in relationship 3...
- 期 : 期名詞[書面語]1. (一周年) a full year; anniversary 2. (一整月) a full month
- 匯 : Ⅰ動詞1 (匯合) converge 2 (聚集; 聚合) gather together 3 (通過郵電局、 銀行把款項劃撥到別處)...
- 率 : 率名詞(比值) rate; ratio; proportion
- 協 : Ⅰ形容詞(共同) joint; common Ⅱ動詞(協助) assist; help; aid
- 議 : Ⅰ名詞(意見; 言論) opinion; view Ⅱ動詞(商議) discuss; exchange views on; talk over
- 遠期 : at a specified future date; forward遠期差額 forward margin; 遠期付款 payable at usance; deferred ...
- 匯率 : exchange rate
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In this thesis, we have made some academic creations : we have used some new ways to evaluate the instant value of forward loans and made the credit transferring matrix, so we can evaluate the credit risks precisely ; we have pointed out the concepts of liquidity gaps and interest gaps, so we can evaluate this two kinds of risks ; we have found some ways to evaluate the risks of foreign exchange forward contract and interest rate swaps ; we have used var to make a model to evaluate the risks existing in the bonds investments, so we make it possible to control the risks of investment risks
本文在國內已有的相關課題的基礎上做出了一系列創新:通過對遠期貸款的當期估值以及對信用風險轉移矩陣的構建,實現了信用風險var值的測算;通過對流動性風險缺口與利率風險缺口的構建實現了對兩種風險的定量評估以及風險評級;通過對遠期外匯協議以及利率互換風險的評測,使表外業務的風險評估成為可能;用var方法測量了債券投資的風險,使商業銀行投資業務的風險程度得到了控制。
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