基点价值

Interest-rate risk is one of the most important market risks frequently stated in banks,which is a loss ensuing from an adverse change in the value of interest-rate sensitive assets and liabilities,in consequence of a change in interest rate.The basic components of interest-rate risk may be include:re-pricing,or maturities mismatching risk,yield curve risk,basis value risk,and option risk.Interest-rate risk,which exerts an effect not only on the net interest income but also on the economic val…