Chinese translation for "基差风险"
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- basis risk
Related Translations:
海上风险: common maritime adventuremaritime perilsperil of the seaperils of the searisk of the seaseaperil 风险分布: distribution of risksrisk distribution 风险汇聚: pooling of risksrisk pooling 风险增加: aggradation of risk
- Example Sentences:
| 1. | 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
所买卖的期货合约价值与要进行套保的现货商品价值之间比值，用来计算最小化基差风险。 | | 2. | Therefore , the dissertation firstly reviews the status quo of the innovation of the interest rate liberalization and analyzes the impacts of the interest rate liberalization imposed to the commercial banks . then the dissertation thoroughly and systematically studies the management of interest rate risk in the three following steps : firstly , the dissertation analyzes the interest rate risk imposed to the commercial banks and subdivides the interest rate risk into the balance risk between assets and liabilities the basic risk the yield curve risk and the embedded option risk according to the principles for the management of interest risk issued by bis in 1997 . secondly , the dissertation thoroughly and systematically studies the measuring methods of interest rate risk , which are named as rate - sensitive fund gap analysis macaulay ' s duration gap analysis and convexity analysis
为此，本文首先考察了我国利率市场化的现状，并分析了利率市场化对我国商业银行的影响；接着，本文分三步程序对我国商业银行的利率风险管理问题进行了深入而系统地研究：第一步，对利率市场化给我国商业银行带来的利率风险进行分析，并根据巴塞尔委员会1997年发布的《利率风险管理原则》将其细分为资产负债差额风险、基差风险、收益曲线风险和潜在选择权风险；第二步，对商业银行利率风险测度的方法进行研究，即利率敏感性资金缺口法、持续期缺口法以及凸性分析法；第三步，对商业银行利率风险控制的方法进行研究，即表内方法和表外方法。 | | 3. | 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
风险溢价、基差风险溢价和系统风险溢价三部分构成的股票指数期货套期保值原理数学模型，该模型的运用考虑在规避掉系统风险的前提下，如何使套期保值利润最大化,该模型不仅从本质上反映套期保值实际意义，而且还是传统套期保值理论与现代组合投资套期保值理论的有机结合。 |
- Similar Words：
- "基察努" Chinese translation, "基察伊" Chinese translation, "基差" Chinese translation, "基差：同一种商品现货价与期货价之差" Chinese translation, "基差订单" Chinese translation, "基差合约" Chinese translation, "基差交易" Chinese translation, "基柴金" Chinese translation, "基昌路" Chinese translation, "基场" Chinese translation
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