本文選題：企業(yè)債券 + 信用風(fēng)險(xiǎn)緩釋��； 參考：《經(jīng)濟(jì)學(xué)動(dòng)態(tài)》2013年01期

【摘要】：本文總結(jié)了企業(yè)債券信用風(fēng)險(xiǎn)緩釋這一企業(yè)債券信用風(fēng)險(xiǎn)管理創(chuàng)新領(lǐng)域的最新研究成果。首先依據(jù)巴塞爾協(xié)議對(duì)信用風(fēng)險(xiǎn)緩釋的原理和協(xié)議框架進(jìn)行概述;其次,對(duì)信用風(fēng)險(xiǎn)緩釋工具估值定價(jià)的影響因素和定價(jià)模型進(jìn)行梳理;最后,從正反兩方面對(duì)信用風(fēng)險(xiǎn)緩釋效應(yīng)進(jìn)行評(píng)價(jià)。企業(yè)債券信用風(fēng)險(xiǎn)緩釋研究的未來(lái)發(fā)展主要集中在相關(guān)理論框架的完善、信用風(fēng)險(xiǎn)緩釋工具創(chuàng)新與估值定價(jià)、信用風(fēng)險(xiǎn)緩釋效應(yīng)的精確計(jì)量等方面。
[Abstract]:This paper summarizes the latest research achievements in the field of corporate bond credit risk management innovation. Firstly, the principle and framework of credit risk mitigation are summarized according to Basel Accord; secondly, the influencing factors and pricing model of credit risk mitigation tool pricing are summarized. This paper evaluates the credit risk mitigation effect from both positive and negative aspects. The future development of corporate bond credit risk mitigation research is mainly focused on the improvement of relevant theoretical framework, innovation of credit risk mitigation tools and valuation pricing, accurate measurement of credit risk mitigation effect, and so on.
【作者單位】： 湖南大學(xué)金融與統(tǒng)計(jì)學(xué)院;
【基金】：國(guó)家自然科學(xué)基金面上項(xiàng)目《中國(guó)債券市場(chǎng)的監(jiān)管標(biāo)準(zhǔn)研究》(71073050) 湖南省研究生重大創(chuàng)新項(xiàng)目《中國(guó)企業(yè)債券信用增級(jí)與信用風(fēng)險(xiǎn)緩釋研究》(CX2012A007)資助
【分類號(hào)】：F224;F830.91
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本文編號(hào)：1995306