duration of risk 中文意思是什麼
duration of risk
解釋
危險持續期限-
In light of market risk, there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement, such as variance, duration, 3 - coefficient, 5 - coefficient and value at risk. and in light of credit risk, there are accounting - based ratio measurement method and volatility - based measurement method, as well as the related concepts, such as credit rating, z - score, transition matrix, expected default frequency
其中，針對市場風險度量的方法包括靈敏度測量風險方法和波動性測量風險方法，與之相關的風險度量概念有方差、持續期、系數、類系數和在險價值；針對信用風險度量的方法包括基於財務比率的風險測量方法和基於波動性的風險測量方法，與之相關的風險度量概念有信用評級、 z分數、轉換矩陣、違約頻率。 -
Depicting the dynamic features of the minimum risk hedge ratios with diagonal bekk models which capture the interaction of spot and futures currency markets concludes that hedging does alleviate exchange rate risk, although different hedging strategies rank in hedging effectiveness according to their respective duration
採用對角bekk模型來捕捉貨幣現貨與期貨市場的交互影響，從而刻畫風險最小化套期比率的動態特徵，結果表明，套期保值能減少匯率風險，但具體的套期保值策略的效率高低排序與避險頻率相關。 -
Aims / hypothesis : we explored the epidemiology of hypoglycaemia in individuals with insulin - treated diabetes by testing the hypothesis that diabetes type and duration of insulin treatment influence the risk of hypoglycaemia
目的/假說：我們研究胰島素治療糖尿病患者低血糖的流行病學，來驗證糖尿病類型及胰島素治療時間影響著低血糖危險度這一假說。 -
Interest risk of commercial bank : immunization strategies and demonstration analysis on the basis of duration gap
基於久期缺口的免疫策略及實證分析 -
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。 -
Taking the current circumstances into account, commercial banks in china can not only predict and control interest rate risk in asset - debt sheet by means of gap management, duration management and oas techni que, but also prevent interest rate risk with hedging. at last, the author puts forward concrete strategy of dealing with the interest rate risk
為了管理和控制利率風險，我國商業銀行就必須借鑒國際上先進的管理技術和方法，並結合我國實際情況，採用缺口管理、持續期管理和oas技術對利率風險進行表內監控，同時利用套期保值工具防範利率風險。 -
Diabetics with long - term duration or self ignorance of unknown duration and those in more rural islets, chukuang / tungyin, were in risk of vision - threatening diabetic retinopathy
結論：在本調查研究進行之前，馬祖地區並無任何常駐之眼科專科醫師。 -
Under this circumstance, our treasury bond market exits lots of shortfalls which impede further development for this market. in this essay, combining with the experience in developing country " s experience, it analyses some challenges which confronted chinese bond market, such as liquidity in the interbank market has yet to be improved, duration in bond products are yet to be rational, a sound yield curve is yet to be take shape, the separation between exchange and interbank yet to be broken. in order to solving above issues, this essay suggests that it should develop market maker system to increase market liquidity ; manage balanced treasury bond ; issue short and long term treasury bond in proportion to improve duration and yield curve ; develop bond derivative products such as future trading, open style repurchasement, so it can provides tools for risk protection
但隨著我國經濟的快速發展，金融市場已今非昔比，中國成為了世貿組織的成員，中國資本市場要走向國際化，利率的市場化是大勢所趨，在此前提下，我國國債市場還存在著很多不足，越來越阻礙著國債市場的進一步發展，本文結合世界發達國家的先進經驗，剖析了我國國債市場存在的一些問題如：流動性有待改善、國債期限結構不合理、無法形成科學合理的益率曲線、交易所市場與銀行間市場割裂等，為解決這些問題，本文建議應發展做市商制度以提高市場流動性；實施國債余額管理，發行短期國債及長期國債，改善國債期限結構，以形成科學合理的收益率曲線；發展債券衍生金融創新工具如國債期貨交易、開放式回購等，為投資者提供避險工具等等。 -
Chapter two firstly presents the general process of financial risk management and interest risk measurement methodology simply. to follow, it deeply analyzes the new methodology calculating effective duration and convexity of abs / mbs, which is option - adjusted spread ( oas )
第二章對金融風險管理的一般過程與利率風險度量方法作簡要介紹后，深入分析了計量資產抵押支持證券利率敏感性指標的新方法? ?期權調整利差法。 -
The chapter of project planning is to characterize the main planning sequence of the project : the scope planning - the scope definition - the action definition - the resource planning - the action sequence definition - the action duration - the cost evaluation - the schedule definition - the cost budget - the project planning. in order to deploy the entire project planning, the secondary planning is necessary : the quality planning, the communication planning, the organization planning, the risk planning, and the purchasing planning
項目計劃介紹了按照范圍計劃-范圍定義-活動定義-資源計劃-活動排序-活動歷時-費用估算-進度計劃-費用預算-項目計劃制定的主計劃順序，結合質量計劃、溝通計劃、組織計劃、風險計劃、采購計劃的輔助過程，完整地制定項目計劃的過程。 -
Because of the large amount of capital, long duration and various risk elements in the aircraft financial leasing ; the risks in it are high
針對融資租賃項目交易金額大、交易時間長、風險因素復雜多變的特點，本文進行了詳細的風險類型、風險因素分析，探討了飛機融資租賃的風險類型、各類風險的度量方法。 -
Then we get ruin probability, actuarial diagnostics and lundberg inequality in the new model. as to the risk model with random premium rate, we concerned with discrete random variable, continuous random variable and general random variable. we derive the formula of ruin probability, the extreme during the total duration of negative surplus and the joint distribution of the surplus immediately before ruin and the deficit at ruin
對于保費率為隨機變量的一類風險模型，本文就離散的隨機變量、連續的隨機變量、一般的隨機變量三個方面進行討論，運用概率方法和風險理論的方法推導出破產概率、末離前最大盈餘分佈、破產前瞬時盈餘與破產赤字的聯合分佈等精算量分佈的一般公式。 -
Then it offers some pieces of advice about technique construction and institution construction ; part two : the analysis of the problems about inner risk management and external supervision. then it gives suggestion in light of the practical station ; part three : the meaning and limitation in applying duration theory to interest rate risk management. based on the analysis, it takes modification ; part four : some policy suggestion to enhance the risk management level
文章的主要內容有以下幾個方面:第一，系統的研究我國商業銀行的利率風險的形成機理，提出利率風險管理的技術建設和制度建設的建議;第二，較為詳盡的研究我國商業銀行面臨的內部管理風險和外部監管問題，並提出相應的對策;第三，分析久期技術在商業銀行利率風險管理中的意義和局限，給出運用的途徑和部分修正方法;第四，對我國運用久期技術可行性及約束條件進行探討，提出相應的對策，並指出深化金融改革，提高市場化程度是準確度量並成功化解利率風險的最根本前提條件。 -
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。 -
The study found that the prevalence of asthma in hong kong is twice of that in beijing or guangzhou. the study also found that risk factors such as home smoking, maternal smoking during pregnancy, use of synthetic pillow ( foam ), synthetic bedding and use of gas as cooking fuel are closely linked with higher prevalence of asthma. the protective factors are breast feeding ( the longer duration the better ) and early attendance of day care
研究發現本港兒童患哮喘的數字是北京及廣州的兩倍，而一些危險因素，包括家中有成員吸煙、母親懷孕時吸煙、使用合成物質的枕頭和被鋪、及使用氣體燃料煮食，都與較高發病率有密切連系，而一些保護性因素則有母乳哺育（時間越長越好）及較早接受託兒服務。 -
Based on the assessment of seismic risk of surrounding rocks, three sections are selected to perform fem calculating using ground acceleration history of different engineering properties as input. through study of the displacement and stress fields of grotto surrounding rocks under ground motion of different pga, frequency spectrum and duration, the influence of structure of grottoes and neighboring grottoes on dynamic damage and stability of country rock is discussed
通過對不同地震動峰值加速度（ pga ） 、不同頻譜、不同持時作用下，錨索加固洞窟圍巖的位移場和應力場特徵的研究，探討了不同地震動作用下，洞窟的結構及洞窟之間的組合關系對圍巖動態損傷及穩定性的影響。
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