| 人民币信用风险缓释工具市场应用分析与展望 |
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| 引用本文： | 顾仲辉,苗玮,翟晨曦.人民币信用风险缓释工具市场应用分析与展望[J].中国货币市场,2011(3):28-31. |
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| 作者姓名： | 顾仲辉 苗玮 翟晨曦 |
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| 作者单位： | 国家开发银行资金局; |
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| 摘 要： | 2010年11月,银行间市场推出人民币信用风险缓释工具,为丰富市场信用风险管理工具、完善市场信用风险分担机制开创新途径。文章基于信用衍生品市场的国际经验,从信用风险缓释工具与经济周期,信用风险缓释工具与信用债券、利率掉期套利等角度,探讨了人民币信用风险缓释工具的市场应用策略,并展望了其市场发展前景。
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| 关 键 词： | 信用风险缓释工具 交易策略 前景展望 |
An analysis on prospects of the market application of RMB credit risk mitigation instruments |
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| Gu Zhonghui,Trade Supervisor,Treasury.An analysis on prospects of the market application of RMB credit risk mitigation instruments[J].China Money,2011(3):28-31. |
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| Authors: | Gu Zhonghui Trade Supervisor Treasury |
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| Institution: | Gu Zhonghui,Trade Supervisor,Treasury Department,China Development Bank Miao Wei,Trader,China Development Bank Zhai Chenxi,CFA and Trader,China Development Bank |
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| Abstract: | RMB credit risk mitigation instruments launched in the interbank market in November 2010 open up new channels that have increased the range of market credit risk management tools available and improved the market credit risk-sharing mechanism.Based on experience in the international.credit derivatives market,this paper discusses strategies for the market application of RMB credit risk mitigation instruments in terms of,among others,the relationship between credit risk mitigation instruments and economic cyc... |
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| Keywords: | credit risk mitigation instruments trading strategy prospects |
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