期刊文献+

我国大型商业银行的境外衍生品投资及启示 被引量:1

下载PDF
导出
摘要 本文主要选择五大大型商业银行的财务报告数据,从"投资头寸"和"投资回报"两大方面,回顾了金融危机爆发前后,我国大型商业银行的境外衍生品投资及其遭受损失的过程。本文格外关注了次级房贷衍生债券的投资情况,认为境外衍生品投资既要特别谨慎,也不应因噎废食。
机构地区 西南财经大学
出处 《西南金融》 2011年第7期58-61,共4页 Southwest Finance
  • 相关文献

参考文献6

共引文献8

同被引文献17

  • 1赵俊强,韩琳,李湛.信用风险转移与银行系统表现——基于美国信用衍生品交易市场面板数据的实证研究[J].金融研究,2007(05A):147-160. 被引量:47
  • 2Anderson R.C. and Fraser D.R., Corporate control, bank risk taking, and the health of the banking industry. Journal of Banking and Finance, Vol.24,No.8, 2000.
  • 3Froot K.A., Scharfstein D.S. and Stein J.C., Risk manage- ment: Coordinating corporate investment and financing policies. Journal of Finance,Vol. 12,No.5,1998.
  • 4Guav W.. The impact of derivatives on firm risk: An era-pirical examination of new derivative users. Journal of Accounting and Economies, VoL26,No.1,1999.
  • 5Hentschel, L. and Smith, C., Derivatives regulation: Impli- cations for central banks. Journal of Monetary Economics,Vol.40, No.2,1997.
  • 6Joseph F. Sinkey, Jr. D. and Carter A.,Evidence on the fi- nancial characteristics of banks that do and do not use derivatives. The Quarterly Review of Economics and Finance,Vol.40,No.4, 2000.
  • 7Morrison A D.,Credit derivatives, disintermediation and investment decisions. Journal of Business,Vol.78,No.2,2005.
  • 8Nance D. R., Smith, C.W.Jr. and Smithson C.W., On the determinants of corporate hedging. Journal of Finance,Vol.48, No.I,1993.
  • 9Pilloff S.,Two essays on financial institutions. University of Pennsylvania, Philadelphia, PA,1995.
  • 10Ross S.A., Westerfield R.W.and Jaffe, J.F., Corporate Fi- nance (6th ed.). McGraw-Hill, New York, 2002. Shin Y.C. and Shiu Y.M.,Why do banks hedge with deriv-atives?, www.fma.org/orlando/papers/Why_hedge.pdf,2007.

引证文献1

二级引证文献4

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