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期货交易所风险控制模型及其应用 被引量:4

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摘要 期货交易所风险控制的关键是其制度建设,包括最关键的保证金制度、涨跌停板制度、投机头寸限仓制度。从风险控制的角度出发,探讨保证金制度、涨跌停板制度、投机头寸限仓制度在每日无负债结算制度下的关系,并在各项制度参数之间建立相应模型是很有必要的,为交易所各项制度参数的设定提供了基本的定量参考方法。
作者 叶志钧
出处 《改革与战略》 北大核心 2005年第8期95-97,共3页 Reformation & Strategy
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