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…     

金融双语——基点价值

利率风险是人们经常谈到的银行市场风险的一种。它是指因利率变化对银行中利率敏感的资产和负债造成负面影响而可能带来损失的风险，它包括重新定价（或期限错配）风险、收益率曲线风险、利率基准风险和期权风险。利率风险不仅影响银行的净利息收入，也影响资产负债的经济价值。因此，科学准确地测量利率风险是非常有必要的。