期刊文献+

我国银行业开展信用衍生品交易的对策 被引量:1

下载PDF
导出
摘要 20世纪90年代以来,信用风险已成为银行业所面临的各种风险中最主要的风险,而信用衍生品的出现引起了银行信用风险管理方式的重大变革,实现了信用风险由银行业向其他多种金融机构的转移与分散。但银行在应用信用衍生品转移信用风险的同时也将面临新的问题,本文将为我国银行有效引入和应用信用衍生品提供具体的政策建议。
出处 《时代金融》 2008年第12期70-72,共3页 Times Finance
  • 相关文献

二级参考文献25

  • 1Behr P and S Lee. Credit risk transfer, delegated monitoring, real sector productivity, and financial deepening[R]. Working Paper, 2005:1 - 48.
  • 2European Central Bank. Credit risk transfer by EU banks:activities, risks and risk management[R], 2004, May: 11-20.
  • 3Bank for International Settlements. Credit risk transfer[R],2003, January: 31 - 51.
  • 4Allen F. and Carletti E. , 2005 ," Credit Risk Transfer and Contagion" ,working paper.
  • 5Awing S. , 2002, "Playing Hardball: Relationship Banking in the Age of Credit Derivatives", mimeo, University of Amsterdam, http ://ideas. repee, org/p/fam/rpseri/rp49, html.
  • 6Bank for International Settlements, 2004, 2005, "Credit Risk Transfer", 31 -51.
  • 7Berger A. , 1995, "The Relationship between Capital and Earnings in Banking", Journal of Money, Credit, and Banking,27(2), 432 -456.
  • 8British Bankers' Association, 2006, "Credit Derivatives Report 2006".
  • 9Cebenoyan A. S, and Strahan P E. , 2001, " Risk Management, Capital Structure and Lending at Banks", Wharton School Center for Financial Institutions Working Paper No. 02 -09, 1 -31.
  • 10Comptroller of the Currency Administrator of National Banks, "OCC's Quarterly Report on Bank Derivatives Activities".

同被引文献3

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部