外汇协议 meaning in English

foreign exchange agreement

Back to back fx agreement
背外汇协议
In this thesis , we have made some academic creations : we have used some new ways to evaluate the instant value of forward loans and made the credit transferring matrix , so we can evaluate the credit risks precisely ; we have pointed out the concepts of liquidity gaps and interest gaps , so we can evaluate this two kinds of risks ; we have found some ways to evaluate the risks of foreign exchange forward contract and interest rate swaps ; we have used var to make a model to evaluate the risks existing in the bonds investments , so we make it possible to control the risks of investment risks
本文在国内已有的相关课题的基础上做出了一系列创新：通过对远期贷款的当期估值以及对信用风险转移矩阵的构建，实现了信用风险var值的测算；通过对流动性风险缺口与利率风险缺口的构建实现了对两种风险的定量评估以及风险评级；通过对远期外汇协议以及利率互换风险的评测，使表外业务的风险评估成为可能；用var方法测量了债券投资的风险，使商业银行投资业务的风险程度得到了控制。