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美国长期资本管理公司案例分析

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摘要 本文主要围绕美国长期资本管理公司((Long-TermCapitalManagement,简称LTCM)在1998年面对俄罗斯债务危机时所遭遇的困境展开分析.通过对该事件的分析,得出高杠杆是LTCM失败的主要原因,监管缺失是外部原因,结论是在如何规范发展国内的私募基金这个议题上,监管层应引导其使用最优的杠杆比率而非最大的杠杆比率,投资性银行等金融机构也应逐步提高内控,严抓信贷审批流程.
作者 黄树阳
机构地区 广东省汕头大学
出处 《中国国际财经(中英文版)》 2018年第11期35-37,共3页 China International Business
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