hedging interest rate risk 中文意思是什麼

hedging interest rate risk 解釋
規避利率波動風險
  • hedging : 對沖；套戥；套期保值
  • 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...
  • 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...
  • 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...
  1. 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。
  2. The essay has also proposed the combined hedging tactics of preventing credit risks and option with option margin and the method of adopting stock option to address the issue of trustee or agent risks. it has constructed its option model relating to rate and exchange risks to manage interest rate risk through the implementation of interest rate guarantee, caps and floors as well as swaption

    綜上，我們認為在經濟學中，風險的定義，是指人們由於對未來行為的訣策及客觀條件下的不確定性，而導致實際結果與預期結果之間的偏差程度，這種不確定性既可能帶來正面，也可能帶來負面的影響。
  3. A portion of the portfolio of financial assets or financial liabilities that share the risk of interest rate of the same hedged ( only applicable to a portfolio of hedging in the fair value of interest rate risk )

    （三）分擔同一被套期利率風險的金融資產或金融負債組合的一部分（僅適用於利率風險公允價值組合套期） 。
  4. With regard to a fair value hedging of interest rate risk portfolio, the relevant items separately presented in the balance sheet shall, during the period from the adjustment date to the relevant date on which the re - pricing period ends, be amortized based on the effective interest rate re - calculated on the adjustment date

    對利率風險組合的公允價值套期，在資產負債表中單列的相關項目，也應當按照調整日重新計算的實際利率在調整日至相關的重新定價期間結束日的期間內攤銷。
  5. Article 13 in the matter of a hedging in fair value of the interest rate risk of a portfolio of financial assets or financial liabilities, an asset or liability denominated in a certain currency ( such as rmb, us dollar or euro dollar ) may be designated as a hedged item

    第十三條在金融資產或金融負債組合的利率風險公允價值套期中，可以將某貨幣金額（如人民幣、美元或歐元金額）的資產或負債指定為被套期項目。
  6. Hedging interest rate risk

    規避利率波動風險
  7. Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies

    針對嵌入期權的影響，探討了隨機免疫方法和基於套期保值策略的金融工程手段這兩種公司債券利率風險管理策略。
  8. Article 20 for a hedging of interest rate risk, the enterprise shall, by formulating the maturity timetable of financial assets and financial liabilities, mark out the net risk of interest rate for each period and evaluate the hedging effectiveness accordingly

    第二十條對利率風險進行套期的，企業可以通過編制金融資產和金融負債的到期時間表，標明每期的利率凈風險，據此對套期有效性進行評價。
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