The paper gives the description of application technique and model of market risk management,for examp le ,Time Gap,Duration,Risk at Value and TRM model,etc. And it also draws t he outline of evolvement and development of risk management technique.
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美
- 本文通過(guò)對期限缺口、存續期、風(fēng)險價(jià)值、TRM等風(fēng)險管理應用技術(shù)和模型的概述,勾畫(huà)出風(fēng)險管理技術(shù)變遷和發(fā)展的主線(xiàn)。