interest risk

In the part of management strategy of interest risk, introduce the calculation of VAR, Asset-Liability-Management ( ALM) and financial innovation.

在利率风险的管理策略里介绍了VAR的测算、资产负债管理和金融创新。

The Interest Risk of Life Insurance Company and the Precautions

我国寿险公司的利率风险及防范

In Western, some scholar has created a model-"trick" to explain the reasons of the appearance and development of IB. These reasons include: technology, interest risk, regulation, competition, capital adequacy and rational-self-interest ( RSI).

在国外，曾有学者将中间业务的产生和发展的动因归纳成为一个trick模型，trick模型中列举的动因有：技术、利率风险、管制、竞争、资本充足率要求及理性的自我利益。

Unvarying risk is the key point of interest risk management and exists in the general process of commercial bank's interest rate operation.

恒久性风险存在于商业银行市场化利率经营的始终，是利率风险管理的重点。

Optimization Model of Asset-liability Portfolio Considering Interest Risk and Liquidity Risk

兼控利率风险和流动性风险的资产负债组合优化模型

The periodic risk derived from the reform period and have the characteristic of periodic as well as systemic; unvarying risk is the key point of interest risk management and exists in the general process of commercial bank' interest rate operation.

阶段性风险产生于改革转轨时期，具有阶段性和系统性的特点：恒久性风险存在于商业银行市场化利率经营的始终，是利率风险管理的重点。