摘要
近期市场上信用债大幅折价成交的情况不断出现,显示出信用债市场存在严重的结构性风险。文章对紧信用时期市场上信用债异常成交做一个系统性分析,力求通过历史成交数据,全面地挖掘出有潜在表征却尚未爆发的信用风险点.
Recently,an increasing number of credit bonds have been traded at big discounts,indicating structural risks emerging in the credit bond market.The paper makes a systematic analysis on the abnormal trading of credit bonds during the time of tight credit,aiming to comprehensively unearth potential credit risk points through an examination of the historical transaction data.
出处
《中国货币市场》
2019年第10期50-53,共4页
China Money