interest risk structure的意思|示意

The volatility of the future prices of the underlying assets which can be stocks, interest, futures and so on, is a wonder. When one knows the volatility, risk structure of those assets is in hand.

并且在诸如股票、利率、股指期货等标的资产的交易市场中，人们往往希望知道标的资产未来价格的波动率，从而知道该资产的未来风险结构。

ABSTRACT The interest rate term structure is the curve formed by interest rates of the same risk and liquidity, but the different maturities at any point.

利率期限结构是指在某个时点上具有相同的风险和流动性，不同期限的利率所组成的一条利率曲线。

Summing up that our country's interest rate structure during the transition stage, unique to our country's commercial Banks interest rate risk.

总结出了我国在利率体制转型阶段，我国商业银行特有的利率风险。

Meanwhile, it is showed by demonstration that interest risk immunization can be achieved by setting target item and adjusting asset and liability structure.

实证分析表明：通过确立目标项目，调整资产与负债结构，可以较好地实现商业银行的利率风险免疫。

The estimation of interest rate of term structure has an important estate in financial research, for it is the benchmark for asset pricing, financial products design, hedging and risk management.

利率期限结构的估计在金融研究中有着重要的地位，它是资产定价、金融产品设计、保值和风险管理的基准。

Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.

利率期限结构分析是资产定价、金融产品设计、保值和风险管理、套利等的基础。