duration strength factor 中文意思是什麼
duration strength factor
解釋
強度持續因素-
The article would have three conclusions : one, our commercial bank face huge interest rate risk because our inner management and external mechanism arrangement ; two, the most important factor is the irrationality of asset scheme ; three, apply the duration model to confirm the point and give some suggestions, which include strength the technique construction, regulate asset scheme and reform bank ’ s management system
文章將要得出的基本結論有:一,由於自身管理與外在的體制安排等因素,我國商業銀行面臨著較大的利率風險;二,我國商業銀行的利率風險主要成因是資產配置不合理;三,通過運用久期模型進行實證分析進一步說明文中觀點,給出我國商業銀行利率風險管理的對策。其中,主要的是加強利率風險管理的技術建設,合理調整資產配置,以及相應的改革銀行風險管理體系。
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