| 次贷危机后中国外汇储备资产的风险及优化配置北大核心 |
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| 引用本文： | 孔立平.次贷危机后中国外汇储备资产的风险及优化配置北大核心[J].国际金融研究,2009(8):77-84. |
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| 作者姓名： | 孔立平 |
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| 作者单位： | 东北财经大学; |
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| 摘 要： | 次贷危机爆发后,国际金融市场动荡,中国巨额外汇储备资产面临着严重亏损风险。本文首先分析了我国外汇储备以美国国债为主而隐含的信用风险、汇率风险、流动性风险以及投资收益损失风险。长期来看,要逐步减持美元资产,优化外汇储备资产配置。然后,本文从金融资产和非金融资产两个角度对中国外汇储备的资产优化配置问题进行了研究。
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| 关 键 词： | 外汇储备 次贷危机 资产组合 |
Risk and Optimal Allocation of China's Foreign Exchange Reserves after Sub-prime Crisis |
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| Kong Liping.Risk and Optimal Allocation of China's Foreign Exchange Reserves after Sub-prime Crisis[J].Studies of International Finance,2009(8):77-84. |
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| Authors: | Kong Liping |
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| Abstract: | China's foreign exchange reserves are facing high probability of serious loss,with the outburst of sub-prime mortgage crisis.This paper first analyses the risks including credit risk,foreign exchange rate risk,liquidity risk and investment risk faced by China's foreign exchange reserves,because it is composed mainly by US Treasury bonds.It proposed that China decrease Dollar-denominated assets and optimize the allocation of foreign exchange reserves.Then it analyses portfolio management of China's foreign e... |
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| Keywords: | Foreign Exchange Reserves Sub-prime Mortgage Crisis Asset Portfolio |
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