期刊文献+

金融衍生品表外业务对银行风险影响的国际经验与借鉴 被引量:3

下载PDF
导出
摘要 随着衍生品市场的发展,金融衍生品业务将逐渐成为银行的主导业务之一。本文归纳和梳理了银行参与金融衍生品投资的目的,以及金融衍生品表外业务对银行风险的实证研究结果,发现市场关于衍生品导致银行风险增加的观点是有偏见的,希望能对银行和监管机构的政策设计提供借鉴。
作者 刘凤元
出处 《金融与经济》 北大核心 2008年第2期68-70,共3页 Finance and Economy
  • 相关文献

参考文献5

  • 1Alan Reichert & Yih-Wen Shyu (2003), “Derivative activities and the risk of international banks: A market index and VaR approach”, International Review of Financial Analysis, 12, pp. 489 - 511.
  • 2Benveniste, L. M. and A. N. Berger. "An Empirical Analysis of Standby Letters of Credit," Proceedings of the Conference on Bank Structure and Competition. Chicago: Federal Reserve Bank of Chicago (1986): 387-412.
  • 3Joseph F. Sinkey, Jr., & David A. Carter (2000), "Evidence on the financial characteristics of banks that do and do not use derivatives", The Quarterly Review of Economics and Finance, 40, pp. 431 - 449.
  • 4Lynge, M. and C. -F. Lee. "Total Risk, Systematic Risk, and Off- Balance Sheet Risk for Large Commercial Banks. " (1987), Working Paper, University of Illinois at Urbana - Champaign.
  • 5Katerina Simons, 1995. "Interest rate derivatives and assetliability management by commercial banks," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pp 17 -28.

同被引文献47

引证文献3

二级引证文献10

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