## 加拿大统计学论文代写：金融风险管理

（a）1年的重新定价差距

（b）3年的重新定价差距

2。目前市场利率＝5.65%

4。降低股权价值波动的策略

5。更严格的资本标准的巴塞尔III资本的定义，建立了更多的压迫，最低资本比率和额外的资本缓冲，更需。巴塞尔III的变更将基本上影响生产力，也需要改建银行的商业模式。这一巴塞尔III将极大地影响资本业务。基三将导致较低的可用资本保护RWA的更高的要求。这说明银行有足够的资本来缓冲任何意外损失。

(a) Re-pricing gap for 1 year
Rate sensitive assets (RSA) =50+55 = 105
Rate sensitive liabilities (RSL) = 180+225+200+520 =1125
Re-pricing gap = RSA – RSL = 105-1125 = -1020
(b) Re-pricing gap for 3 years
Rate sensitive assets (RSA) =80+50+100 = 230
Rate sensitive liabilities (RSL) = 200
Re-pricing Gap = RSA-RSL = 230-200 = +30
2. Current market interest rate = 5.65%
Rate sensitive assets is forecasted to decrease = 60 basis points
Decrease in rate sensitive liabilities = -25
Duration = 6 months
The net interest income of the bank will decrease because of the decrease in the assets. Though the liabilities are decreased by -25 base points but this liability will not affect the net interest income. This will happen in 6 months duration.
3. If the demand deposits in the banks are decreased then liability will decrease but overall it will not impact the asset of the bank at all. This is because the liabilities will result in decrease in the interest that means the asset of the bank will decrease (G. Bekaert and G. Wu, 2000).
4. Strategies to reduce the volatility of the value of equity
Interest in low volume strategies has surged as the historical patterns between risk and returns have been broken down. The long term strategies must be applied so as to minimize the volatility of the value of equity. Banks can manage their own optimal portfolio in classical way. The quantitative strategies must be followed by the banks so that to reduce the volatility of the value of equity (LALL, Ranjit)
5.Tougher capital standards are established by Basel III by more constricting definitions of capital, greater requisite for minimum capital ratios and extra capital buffers. Basel III alterations would basically effect productivity and necessitate alterations banks’ business models. This Basel III would impact the capital business a lot. Base III will lead to lower available capital to protect higher requirements of RWA. This explains that Bank have sufficient capital to cushion any unexpected loses fairly.