rate risk

The company disputes this analysis, pointing to its one-month duration gap as a sign that it is not taking interest rate risk.

The long duration of the general housing loans, the interest payment the borrower uncertainty, and always facing interest rate risk.

To boost yield, many funds do not hedge exchange-rate risk but exploit it by buying high-yielding currencies like the real.

The publication of the composite interest rate is to help improve interest rate risk management in the banking sector.

Financial leasing usually takes the fixed rate of interest income, had locked the interest rate risk as well.

It is therefore necessary for the bank to exercise great care before assuming this exchange rate risk.

The lower cost of capital has made it easier for industry to invest, innovate and protect itself against interest and exchange-rate risk.

This is interest rate risk, which had become the main risk of Occident commercial bank.

Export enterprise's profit margins lower, and its face with its exchange rate risk was even higher.

Once the possibility of a country doing so is officially recognised, exchange rate risk is suddenly again a feature of the eurozone.

Development of a set of controls to monitor a firm's exchange rate risk and ensure appropriate position taking.

It would separate the credit risk from the interest rate risk. It would be completely transparent.

IRL will cause the interest rate risk and the liquid risk to the bank.

For the users, the interest rate futures could be used in the traditional duration immunization policy to hedge the interest rate risk.

If China could swap dollars for SDRs, some exchange-rate risk would be shifted to the other members of the IMF.

The advantage lies in: interest rates as the price or other factors change and adjustment, and the future will lock the interest rate risk.

In a foreign country, transnational trade companies usually use the foreign market, to circumvent the hedging exchange rate risk.

Foreign Forward, Foreign Swap and Foreign Futures are the most popular financial instruments of managing foreign exchange rate risk.

At present, financial hedges are the main tool used by China's enterprises to avoid exchange rate risk.

The interest rate measurement methods and their accuracy are the keys to commercial bank interest rate risk management.

This paper attempts to make innovations of the theoretical research on exchange rate risk of enterprises in international trade.

We find that the simplest non-parametric methods should be used to measure freight rate risk.

The fixed exchange rate period, import and export enterprise's exchange rate risk is small, even can be neglected.

Innovation is the financial markets to promote commercial bank interest rate risk management an important driving force for development.

The adjustable-rate mortgage was a response to this interest rate risk.

How to understand and control interest rate risk of fixed income securities is a key element.

The measurement of interest rate risk and credit risk is key to the pricing process with interest rate the universal risk of all bonds.

Focus on the risk of personal housing mortgage loans in the interest rate risk and credit risk prevention and management of measurement.

This paper mainly studies the measurement and control of interest rate risk in reverse mortgage.

The marketization of interest rates and interest rate risk control of commercial banks.

Identifying the interest rate risk as well as foreign exchange rate risk exposures.

The second chapter offers the immune conditions of the interest rate risk about all portfolios of assets and liabilities.

BASIL II gives us two approaches to calculate the interest rate risk: standard approach and internal model approach.

The strategies of exchange rate risk avoidance of enterprises in international trade are proposed on the basis.

For China's import and export enterprise that, learn foreign exchange hedging, will help defuse exchange rate risk.

Evaluate the usefulness of derivative instruments for managing exchange rate risk ?

The second chapter lists theory of interest rate marketalization, the theory and models of management of interest rate risk.

In this paper, empirical methods for listed commercial banks interest rate risk, to conduct stress tests.

fixed interest rate significance lies in the management of interest rate risk.

Commercial bank; The interest rate risk; The interest rate risk management mechanism.

Chapter III of China's commercial banks exchange rate risk measurement, is the focus of the full text.

Commercial bank ; interest rate risk ; interest rate risk management.

When interest rate fluctuates severely, interest rate risk emerges.

Second, exchange rate risk and deferred payments prominent problem.

The World Bank pioneered currency swaps, and uses swaps to protect against foreign exchange and interest rate risk.

For the same exchange-rate risk, a euro put to work in Spain might earn a better return than in slower-growing parts of the euro zone.

Under the floating rate system, the foreign exchange reserves often face the rate risk.

Interest rate risk is simply the risk resulting from fluctuating interest rates.

Companies with costs in one currency and revenues in another needed to hedge exchange-rate risk.

The most widely used financial tool for measuring interest rate risk in the world is duration model and duration gap technology.

They pay half up front, usually supply basic materials and don*t represent an exchange-rate risk.

Interest-rate risk: This is a key factor in the current rate environment, where the Federal Reserve's main interest rate hovers near zero.

Interest-rate risk. The possibility that a fixed debt instrument, such as a bond, will decline in value due to a rise in interest rates.

Market risk integrated interest rate risk, currency risk and the stock market risk.

At the same time the interest rate risk management has received increasing concern from the commercial banks.

How to manage interest rate risk effectively will become an important problem for the management of commercial bank.

Interest rate risk refers to fluctuations in market interest rates will lead to stock price and yield changes.

U. S. Treasurys are thus free of credit risk. But they are not free of interest rate risk.

We measure the freight rate risk by the Value-at-Risk (VaR) approach.

Besides the interest rate risk, there are quantity risk (take-down risk), liquidity risk within them.

Therefore, the exchange rate forecast as the basis and precondition for exchange rate risk management is an important step.

Duration is a measure of interest-rate risk.

The forth chapter analyses the models, methods and problems in management of interest rate risk in commercial banks in China.

In this case, it is important to improve the awareness of the management rate risk and the control ability.

There is therefore a reinvestment rate risk if the bond is held until coupons are received.

May also use futures to hedge out interest rate risk.

Quantifying and assessing all aspects of interest rate risk.

'The interest-rate risk is huge, ' said Mr. Walter.

The higher the duration, the more interest-rate risk.

The exchange rate risk that the construction unit of the highway faces is shown as the trade risk mainly.

Finally, this thesis proposes a few suggestions as to how to prevent exchange rate risk and to promote profit rate.

This case elaborates how to avoid exchange rate risk for FK chemical Co. , ltd. under the condition of Yuan rise.

Commercial bank should employ the two approaches at the same time to management short-term and long-term interest rate risk.

To some extent, industrial scale advantages can resist the impact of exchange rate risk.

It is concluded from the research that the volatility of exchange rate mainly affects the exchange rate risk in international trade.

Against this background, China's commercial banks on the exchange rate risk management study has some practical guide.

Second sharpe the exchange rate risk measurement monitoring ability.

This article makes selective analysis of influence of the exchange rate risk after the reform of RMB exchange rate system in 2005.

and developing and perfecting foreign exchange market to hedge the exchange rate risk by using the derivative financial instruments.

Based on this current situation, this paper tries to find an adapted method to measure the exchange rate risk of CNY.

First, brings into line with the exchange rate risk the price.

The paper utilizes the Fisher-Weil Duration Model to study on the interest rate risk of one branch of a special Chinese commercial bank.

Finally, analyzing our country's commercial banks interest rate risk of the status quo, and put forward some proposals for reforming.

The sixth part puts forward the principle and concrete measures to develop our country commercial bank rate risk management mechanism.

So, it's important and urgency to study the topic about interest rate risk management of China's commercial banks.

In China, the study of exchange rate risk management started late, and has gradually been understood in recently ten years.

The circumstances strain of interest rate risk of the bank in the west China

innovative financial instruments is to improve the commercial bank interest rate risk management measures to the fundamental principles;

Study of duration in commercial banks'interest rate risk management with embedded options

Interest Rate Marketability; Interest Rate Risk; Enterprise; Finance Management;

Interest Rate Marketability; Interest Rate Risk; Enterprise; Finance Management;

The Analysis of Interest Rate Risk of Chinese Commercial Bank and Its Management

Probe into the Relationship between Credit Risk and Interest Rate Risk of House Mortgage-backed Securitization

Research on Stochastic Duration and Convexity Measuring of Interest Rate Risk under HJM Framework

The Evolution of Measuring the Interest Rate Risk in Commercial Banks and Its Implications

Analysis on the Present Situation of and Countermeasures for the Interest Rate Risk Management of Chinese Commercial Banks

Strategy of the Transfer Pricing of Transnational Corporation to Adjust Exchange Rate Risk

Second, China's life insurance companies should accelerate product transition to evasion interest rate risk;

Analysis on the Application of Date Warehouse in Management of Interest Rate Risk of Commercial Banks

Interest Rates Determined by markets and Management of Interest Rate Risk in Commercial Banks

Theoretical and Empirical Analysis of Interest Rate Risk in Chinese Commerical Bank

The Establishment of the Interest Rate Risk Management Mechanism in Commercial Bank

Summary of Theoretical Study on Financial Intermediaries Interest Rate Risk Exposure

Exploration of Applying Duration Technique to Interest Rate Risk Management in Commercial Bank

Measuring and managing interest rate risk in commercial banks with embedded option: convexity-gap model

The Optimal Control and its Application of Interest Rate Risk in Commercial Banks Based on Convexity Gap Model

Exchange rate risk prevention concerning foreign exchange deposits

On the Strategic Choice of the Rate Risk Management of China's Commercial Bank

The Liberalization of Interest Rate and the Interest Rate Risk Analysis for Commercial Banks

On the Construction of the Management Subject of Interest Rate Risk

Application of Financial Derivative Instrument in the Interest Rate Risk Management

The Interest Rate Risk of Chinese Commercial Banks and Its Management

On Interest Rate Risk and Its Prevention to Our Commercial Banks after the Successive Decrease Adjustment

Research of the Interest Rate Risk Management in the Process of Interest Rate Marketization

Determination Factors and Control Mechanism of Economic Exposure In Exchange Rate Risk

The Apply of VaR Method to the Management of the Interest Rate Risk of the Treasury Security

Identifying and Covering the Interest Rate Risk and Market Risk of the Treasury Bonds

A Trial Analysis of Interest Rate Risk Management in Chinese Commercial Banks

Interest Rate Risk Management of Commercial Bank in Interest Rate Liberalization

Precaution against exchange rate risk of international engineering projects under the new mechanism of exchange rates

Discussion on Management of Interest Rate Risk under The Condition of Liberalization of Interest Rate

Exchange Rate Risk Analysis of Eurodollars as International Currency

Interest-rate Risk Management Techniques in Commercial Banks: An Overview

Exchange-rate Risk Management for Overseas Operations by Chinese Oil Companies

Interest rate exchange and China commercial bank interest rate risk management

Interest Rate Risk Management of Commercial Banks in the Process of Interest Rate Marketization

Duration and Convexity Method in Forecasting the Interest Rate Risk of Convertible Bond

On Commercial Banks'Management of Interest Rate Risk in the Process of Interest Rate Marketization

Measures to deal with exchange rate risk in shipbuilding industry

Tools and techniques for integrated credit risk and interest rate risk management

corporate management of exchange rate risk exposure in spot and forward markets;

The macroscopic mechanism includes exchange rate risk of water resources projects;

The Interest Rate Risk and Management of the Commercial Banks under the Interest Rate Marketing

Interest Rate Risk; Interest Rate Sensitive Gap Model; Duration Gap Model;

Managing Interest Rate Risk with Embedded Option Using Duration-Gap Model

Controlling Interest Rate Risk with Derivatives

Exchange rate risk prevention during trade payment and capital loans

Duration Model And Interest Rate Risk Management Of Commercial Bank

The single risk means the interest rate risk of certain business or department;

Analyze the Control Strategy of Commercial Bank Interest Rate Risk

Interest Rate Risk Management Model for Commercial Banks

Exchange Rate Risk and Trade in Asian Four Countries--The Role of Forward Markets

Management of interest rate risk with default risk

Market risk (foreign exchange risk, interest rate risk)

An Analysis of the Interest Rate Risk of Commercial Banks

The Measures to Avoid Exchange Rate Risk in the New Exchange Rate System

Controlling Strategy of Interest Rate Risk for Enterprises Based on Interest Rate Swaps

An empirical analysis on the interest rate risk of China's commercial bank under the condition of market interest rate

Current Situation and Countermeasures Concerning the Rate Risk Management of Commercial Banks in China

Hedging Exchange Rate Risk by Applying Currency Option

Interest Rate Risk Management of Commercial Banks

The Management of Rate Risk and Personal Resume Loaning Credit Risk

credit risk can be scooped out and separated from interest-rate risk;

Dynamic methods for interest rate risk pricing and hedging

The Impact of Real Effective Exchange Rate Risk on the Export of China's Different Firms

Introduction to the Measurement of Interest Rate Risk

Analysis on the Mortgage-Backed Securities and the Interest Rate Risk

The Duration Approach in the Interest Rate Risk Management

The Enterprise's Exchange Rate Risk Avoidance Choice Under the New RMB Rate Forming Mechanism

Modeling of Optimal Dynamic Hedging of Exchange Rate Risk

Counter-measures to prevent exchange rate risk by foreign-invested companies

Survey and Management of Interest-rate Risk in MBS

Measurement of Banks Exposure to Interest Rate Risk

An Analysis of Some Problems in Managing Interest Rate Risk with Duration Model

An Inquiry into the Interest Rate Risk Management in our Commercial Banks

Strategy of Exchange Rate Risk Management

Interest Rate Risk in the Pricing Of Banks Mortgage Lending

A Study on the Management for Interest Rate Risk of China's Commercial Bank

On Interest Rate Risk of Chinese Commercial Banks

How a Commercial Bank Controls Its Interest-rate Risk

Foreign Exchange and Interest Rate Risk Management in China: Simultaneous Versus Separate Hedging Strategies

A Study on the Interest Rate Risk Measurement technology of Commercial Bank Based on Duration

Interest-rate Risk Measurement of Mortgage-backed Securities Based on OAS

An analysis of liquid risk and interest rate risk based on the unmatched period structure of assets and liabilities of commercial banks

The Most Important Immunizing Tools against Interest Rate Risk: Duration Models

Exchange rate risk measure of foreign assets and optimal portfolio selection in China's commercial banks

Currency or Exchange Rate Risk

On one hand, government should create a favorable macroeconomic environment to prevent interest rate risk;

Study of the Exchange Rate System of China and Avoiding of the Exchange Rate Risk of Foreign Trade Company

Empirical Analysis of Foreign Exchange Reserve's Exchange Rate Risk Management in China

A Study on ALM for Insurance Enterprise Based on Interest Rate Risk

On the Exchange Rate Risk Management Strategies of Export-orientated Firms in Floating Exchange Rate System

Interest Rate Risk Management of Assets & Debts of Commercial Banks in China

How to Manage Interest Rate Risk in Money Market

An Empirical Study on The Interest- Rate Risk of Commercial Bank in China

Discussion on the Exchange Rate Risk Aversion in Enterprise's Export Transaction under the RMB Floating Exchange Rate System

To set up the management system of interest rate risk of our country commercial bank

Interest rate marketing and administrative research of interest rate risk of our country's commercial bands

Time series method was used to study the interest rate risk model;

Exchange Rate Risk Premiums In Hong Kong Dollar: A Signal-Extraction Approach

An Analysis of the Commercial Bank Interest Rate Risk According to Our Country Banking