risk-free rate of interest 中文意思是什麼
risk-free rate of interest
解釋
無風險利率- risk : n 1 風險，危險；冒險。2 【保險】（損失的）風險（率）；保險金額；被保險人，被保險物。vt 冒…的危險...
- free : adj （freer; freest）1 自由的，自主的；自立的。 a free action 自由行動。 free competition 自由競...
- rate : n 1 比率，率；速度，進度；程度；（鐘的快慢）差率。2 價格；行市，行情；估價，評價；費，費用，運費...
- of : OF ＝Old French 古法語。
- interest : n 1 利害關系，利害；〈常pl 〉 利益。2 趣味；感興趣的事。3 興趣，關注；愛好。4 重要性；勢力；影響...
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Chapter three analyses the suitable pricing model of our country ' s mbs, and by studying secular trend and fluctuation of risk free interest rate and the term structure of interest rate of national debt, i propose an option model based on floating interest rate mbs which will be issued in our country. next, cash flow current value method is used to carry out the empirical test
第三章分析了適合我國住房抵押支持證券的定價模型，通過研究我國無風險利率長期趨勢值、波動性以及國債利率期限結構，提出我國發行浮動利率抵押支持證券的期權定價模型，並應用現金流現值定價法對我國發行固定利率住房抵押傳遞證券的定價進行實例分析。 -
Thirdly, gap analysis, duration analysis, net present value analysis and dynamic simulation analysis, these four risk measurement techniques and how to use them are studied. and then, commerce tactics to manage and control interest rate risks and how to use them are researched detailedly. at last, an example which further illustrates how to manage and control interest a rate risks for commercial banks of china is given. interest rate risk management is a complicated job, so commercial banks should choose appropriate skills and measures to control interest rate risk effectively for keeping their earnings free of adverse influence of interest rate changes
本文首先根據巴塞爾委員會制定的利率風險管理的原則和西方銀行業的經驗，對商業銀行所面臨的利率風險進行了具體地識別分析；研究了敏感性缺口管理技術、有效持續期缺口管理技術、凈現值法和動態模擬法這四種商業銀行利率風險的衡量管理技術及其運用；然後對控制利率風險的具體管理策略以及如何運用這些管理策略來控制利率風險進行了詳細地分析研究；利用前面介紹的成果和方法用實例系統地說明了商業銀行應根據自身情況選擇合適的管理技術和策略，有效地控制利率風險。 -
In the light of the above, this thesis propose risk pricing model, conforming to the general trend of the marketization of interest rate and the full open to foreign banks and design identify ways of the three elements of risk pricing models. the there elements is risk - free interest rate, pd and rr
鑒于以上情況，本文順應利率市場化以及即將對外資銀行全面開放的大趨勢，提出風險定價模型，並著重根據我國的實際情況，設計風險定價模型的三要素? ?無風險利率、違約率以及回收率的確定方法。
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