論中央交易對(duì)手與交易對(duì)手信用風(fēng)險(xiǎn)管理
發(fā)布時(shí)間:2018-05-26 16:52
本文選題:中央交易對(duì)手 + 場(chǎng)外衍生產(chǎn)品; 參考:《中南財(cái)經(jīng)政法大學(xué)學(xué)報(bào)》2010年05期
【摘要】:場(chǎng)外衍生產(chǎn)品交易被認(rèn)為是導(dǎo)致美國(guó)次貸危機(jī)的重要因素之一。次貸危機(jī)后,各國(guó)金融監(jiān)管當(dāng)局以及國(guó)際金融組織都加強(qiáng)了對(duì)場(chǎng)外衍生產(chǎn)品的風(fēng)險(xiǎn)管理,其中,交易對(duì)手信用風(fēng)險(xiǎn)是防范的重點(diǎn)。由于中央交易對(duì)手的特點(diǎn),使其能夠在場(chǎng)外衍生產(chǎn)品的交易對(duì)手信用風(fēng)險(xiǎn)管理中發(fā)揮重大作用。本文厘清了中央交易對(duì)手的概念、類(lèi)型和發(fā)展歷程,闡述了其在場(chǎng)外衍生產(chǎn)品交易對(duì)手信用風(fēng)險(xiǎn)管理中的作用及需要關(guān)注的問(wèn)題,并給出了結(jié)論與展望。
[Abstract]:OTC derivatives trading is considered to be one of the important factors leading to the subprime mortgage crisis in the United States. After the subprime mortgage crisis, financial regulatory authorities and international financial organizations have strengthened the risk management of over-the-counter derivatives, among which counterparty credit risk is the key to prevent. Because of the characteristics of central counterparty, it can play an important role in counterparty credit risk management of OTC derivatives. This paper clarifies the concept, type and development course of central counterparty, expounds its function in counterparty credit risk management of over-the-counter derivatives, and points out the problems needing attention, and gives the conclusion and prospect.
【作者單位】: 中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院;
【分類(lèi)號(hào)】:F832.51
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