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Duration Of Asset

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  • Asset specificity — is a term related to the inter party relationships of a transaction. It has been extensively studied in a variety of management and economics areas such as marketing, accounting, organizational behavior and management information systems.… …   Wikipedia

  • duration — A sophisticated measure of the average timing of cash flows from an asset or a liability or from an asset portfolio or a liability portfolio. Essentially, duration is a more accurate measure of maturity because it reflects the timing of cash… …   Financial and business terms

  • Duration gap — Contents 1 Definition 2 Overview 3 Torque analogy 4 See also Definition The difference between the duration of …   Wikipedia

  • Asset liability management — In banking, asset liability management is the practice of managing risks that arise due to mismatches between the assets and liabilities (debts and assets) of the bank.Banks face several risks such as the liquidity risk, interest rate risk,… …   Wikipedia

  • Asset liability mismatch — In finance, an asset liability mismatch occurs when the financial terms of the assets and liabilities do not correspond. For example, a bank that chose to borrow entirely in U.S. dollars and lend in Russian rubles would have a significant… …   Wikipedia

  • Asset–liability mismatch — In finance, an asset–liability mismatch occurs when the financial terms of an institution s assets and liabilities do not correspond. Several types of mismatches are possible. For example, a bank that chose to borrow entirely in US dollars and… …   Wikipedia

  • Duration — A common gauge of the price sensitivity of an asset or portfolio to a change in interest rates. The New York Times Financial Glossary * * * duration du‧ra‧tion [djʊˈreɪʆn ǁ dʊ ] noun [singular, uncountable] the length of time that something… …   Financial and business terms

  • duration of equity — An application of duration analysis that measures the interest rate sensitivity of the bank as whole. Duration of equity views the bank s equity as if it were a bond. This bond has a stream of obligations for future cash inflows. Those are the… …   Financial and business terms

  • duration matching strategy — An immunization technique that matches asset duration with the duration of the liabilities ( liability). Bloomberg Financial Dictionary …   Financial and business terms

  • Asset Management — Gestion d actifs La gestion d actifs, sous entendu d actifs financiers, est une activité qui consiste à gérer les capitaux confiés dans le respect des contraintes règlementaires et contractuelles en appliquant les politiques d investissements… …   Wikipédia en Français

  • Asset management — Gestion d actifs La gestion d actifs, sous entendu d actifs financiers, est une activité qui consiste à gérer les capitaux confiés dans le respect des contraintes règlementaires et contractuelles en appliquant les politiques d investissements… …   Wikipédia en Français

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