现金流匹配模型
- 网络Cash Flow Matching
现金流匹配模型
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这些传统模型包括缺口模型、现金流匹配模型及免疫模型。
These traditional models are gap model , cash flow matching model immunization model .
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寿险公司资产负债管理技术主要是应用债券价格对利率的敏感性即持续期对资产和负债的利率风险进行度量,进而建立了管理利率风险的现金流匹配模型和免疫模型等。
Life insurance company asset-liabilities administrative skill is to use bond price sensitiveness of interest rate namely Duration to measure the interest rate risk of assets and debt mainly , and then has set up the cash flow matched models and immune model which manage the interest rate risk .