basis risk造句
例句與造句
- The interest rate risk is classified into embedded risk , reprcing risk , yield curve risk and basis risk
利率風(fēng)險(xiǎn)主要包括潛在選擇權(quán)風(fēng)險(xiǎn)、重新定價(jià)風(fēng)險(xiǎn)、收益曲線風(fēng)險(xiǎn)和基本點(diǎn)風(fēng)險(xiǎn)四種形式。 - Ratio of the value of futures contracts purchased or sold to the value of the cash commodity being hedged , a computation necessary to minimize basis risk
所買賣的期貨合約價(jià)值與要進(jìn)行套保的現(xiàn)貨商品價(jià)值之間比值，用來計(jì)算最小化基差風(fēng)險(xiǎn)。 - Because the component of stock index is not fully the same as the stock portfolio of pension found , there is much basis risk when one stock index futures is used to hedge
因?yàn)闃?gòu)成股票指數(shù)的成分資產(chǎn)與股票組合的資產(chǎn)不完全相同，單一的股票指數(shù)期貨與股票組合的相關(guān)性不是很強(qiáng)，從而導(dǎo)致套期保值交易具有較大的基點(diǎn)差風(fēng)險(xiǎn)。 - In terms of interest - rate risk , especially what we call basis risk , arising from , for example , a sudden and significant narrowing of the prime - hibor spread , the banking sector as a whole remains resilient
若以利率風(fēng)險(xiǎn)而言，尤其是由最優(yōu)惠貸款利率與銀行同業(yè)拆息的差距突然大幅收窄所引致的所謂息率基準(zhǔn)風(fēng)險(xiǎn)而論，整體銀行業(yè)仍然保持穩(wěn)健。 - We assess the impact on individual banks of various stress scenarios including those involving basis risk . according to the recent test results , the banking sector would be able to withstand the impact arising from a number of stress scenarios
在這些測(cè)試中，我們?cè)u(píng)估各種假設(shè)的壓力情況包括息率基準(zhǔn)風(fēng)險(xiǎn)對(duì)個(gè)別銀行的影響，而最近的測(cè)試結(jié)果顯示，銀行體系是有能力承受多種假設(shè)壓力情況下所帶來的沖擊。 - It's difficult to find basis risk in a sentence. 用basis risk造句挺難的
- It arises from differences between the timing of rate changes and the timing of cash flows ( repricing risk ) ; from changing rate relationships among yield curves that affect bank activities ( basis risk ) ; from changing rate relationships across the spectrum of maturities ( yield curve risk ) ; and from interest - rate - related options embedded in bank products ( option risk )
從利率市場(chǎng)化的構(gòu)成要件出發(fā)來分析,本部分主要包括三個(gè)方面: ( 1 )我國利率市場(chǎng)化進(jìn)程。主要分析了我國尚未實(shí)現(xiàn)利率市場(chǎng)化的幾個(gè)方面、在利率市場(chǎng)化改革進(jìn)程中的主要事件以及對(duì)我國利率改革的重要意義。 ( 2 )銀行改革是影響利率市場(chǎng)化主要因素。 - Risk premium , basis risk premium and systematic risk premium is built based on capital assets price model . the model is used to increase income under the condition which a systematic risk is reduced , not only the model reflects the actual meaning of hedging of stock index futures , but also combines conventional hedging theory and modern combinatorial hedging theory
風(fēng)險(xiǎn)溢價(jià)、基差風(fēng)險(xiǎn)溢價(jià)和系統(tǒng)風(fēng)險(xiǎn)溢價(jià)三部分構(gòu)成的股票指數(shù)期貨套期保值原理數(shù)學(xué)模型，該模型的運(yùn)用考慮在規(guī)避掉系統(tǒng)風(fēng)險(xiǎn)的前提下，如何使套期保值利潤最大化,該模型不僅從本質(zhì)上反映套期保值實(shí)際意義，而且還是傳統(tǒng)套期保值理論與現(xiàn)代組合投資套期保值理論的有機(jī)結(jié)合。 - And the application of economic capital is not only achieved by the establishment of the basis risk in a highly quantified losses but also continuously promoting the overall risk management and capital management reunification . the economic capital management is the core of banking risk management
經(jīng)濟(jì)資本的提出和應(yīng)用不僅實(shí)現(xiàn)了建立在高度量化基礎(chǔ)上的風(fēng)險(xiǎn)損失與資本承擔(dān)的相互統(tǒng)一,而且不斷推動(dòng)著風(fēng)險(xiǎn)管理和資本管理的整體統(tǒng)一,經(jīng)濟(jì)資本管理逐漸成為銀行風(fēng)險(xiǎn)管理的核心。 - To reduce the basis risk , this thesis offers a compound hedge policy on stock index futures and deduces the expressions of the hedge ratio in two instances when the cost is same or restricted . this paper analyses the investments of pension fund from 9 - 6 - 2003 to 7 - 10 - 2003 , then it demonstrates the stock portfolio of pension found by the goal program model
為了降低套期保值交易的基點(diǎn)差風(fēng)險(xiǎn)，本文提出了利用多種股票指數(shù)期貨對(duì)股票組合進(jìn)行復(fù)合套期保值的策略，并給出了套期保值成本相同和限制套期保值成本兩種情況下的套期保值率公式。