cash flow gap 中文意思是什麼
cash flow gap
解釋
現金流量差額-
We select effective duration and convexity rather than the sensitivity gap method and modifying duration gap method as the measuring index, because the latter do not consider the influence on cash flow and market value of the assets and liabilities brought by embedded options
衡量隱含期權利率風險應用有效持續期和有效凸度作為風險的量度指標,而不能用敏感性缺口和修正持續期缺口,因為後者沒有考慮隱含期權對資產和負債的現金流和市場價值的影響。 -
Cash flow gap
現金流量缺口
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