| 从“陕国投央行票据资金信托”看债券投资的利率风险管理 |
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| 引用本文： | 王会昌,郭德,叶非.从“陕国投央行票据资金信托”看债券投资的利率风险管理[J].经济与管理,2004,18(12):71-73,82. |
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| 作者姓名： | 王会昌 郭德 叶非 |
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| 作者单位： | 1. 西北工业大学,人文与经法学院,陕西,西安,710072
2. 西北工业大学,管理学院,陕西,西安,710072 |
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| 摘 要： | 本文从中国债券投资的利率风险着手 ,着重分析了回购负债放大交易盈利模式 ,结合“陕国投央行票据资金信托”这一案例 ,介绍了如何规避和转移利率风险 ,从中抽象出在中国缺乏衍生金融产品的情况下如何管理债券投资利率风险的一些想法和建议。
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| 关 键 词： | 央行票据 债券 利率风险 |
| 文章编号： | 1003-3890(2004)12-0071-03 |
The Management of Interest Risk in Band Investment--FromCenter Bank Bill Fund Trust of Shanxi International Trust Investment Co.,Ltd. |
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| WANG Hui chang ,GUO De ,YE Fei.The Management of Interest Risk in Band Investment--FromCenter Bank Bill Fund Trust of Shanxi International Trust Investment Co.,Ltd.[J].Economy and Management,2004,18(12):71-73,82. |
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| Authors: | WANG Hui chang GUO De YE Fei |
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| Institution: | WANG Hui chang 1,GUO De 2,YE Fei 1 |
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| Abstract: | The article puts the emphasis on analyzing the modle of mortgaging band to ample transction beginning with the interest risk in band investment . Moreover , it introduces the ways to get around and avert the interest risk by presenting and analyzing the case of Center Bank bill fund trust of Shaanxi international trust investment Co., Ltd. And its final aim is to propose some ideas and suggestions of how to manage interest risk in band investment under the condition of offshort financial products in the present. |
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| Keywords: | center bank bill band interest risk |
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