gap management

After marketed interest rate, commercial bank should take interest rate management strategy which combines duration gap management and dynamic simulation analysis 、 combines option adjust internal asset and liability table and interest rate derivation tool hedge of external asset and liability table.

利率市场化后，形成久期缺口管理和动态模拟分析方法相结合、表内资产负债头寸调整和表外利率衍生工具对冲相结合的利率风险管理策略。

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In the third part, based on the traditional interpretation of the three interest rate risk measure sensitivity gap, duration gap, VaR, on three main interest rate risk management methods, aggressive management, gap management and hedging management.

第三部分在对传统三种利率风险度量工具敏感性缺口、久期缺口、VaR进行解释分析的基础上，阐述了三种主要的利率风险管理方法，进攻型管理、缺口管理以及套期保值管理。

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The traditional asset-liability management method, gap management, can solve the former problem, but have no way to handle the latter.

传统的资产负债管理方法：缺口（gap）管理，只能解决前者而对后者无措。

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