Is big to the interestratesensitivity, matching is extremely unreasonable, the bank spread fluctuation is only big.
对利率敏感性较大,搭配极不合理,银行净利差波动较大。
2
Based on the bond market of China, the interestratesensitivity measurement for fixed and floating rate bonds are studied in this paper. The approaches used are Duration and Convexity respectively.
基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量:久期和凸性。
3
The sensitivity of interestrate volatility to interest rate level is high or not?