The paper gives the description of application technique and model of market risk management,for examp le ,Time Gap,Duration,Risk at Value and TRM model,etc. And it also draws t he outline of evolvement and development of risk management technique.

• 本文通过对期限缺口、存续期、风险价值、TRM等风险管理应用技术和模型的概述,勾画出风险管理技术变迁和发展的主线。