This paper also discussed the application of ALM in the life insurance interest rate risk management and drew a conclusion that the control of duration gap is the practical choice of Chinese life insurance industry.
英
美
- 接著(zhù)本文討論了資產(chǎn)負債管理技術(shù)在壽險業(yè)利率風(fēng)險管理中的應用，考慮到中國壽險業(yè)的現狀，提出中國壽險業(yè)防范利率風(fēng)險應該從縮小有效久期缺口著(zhù)手的結論。
