摘要
利率、汇率波动的加剧,使金融衍生市场的风险成为影响金融体系稳定运行的最重要因素之一。在金融风险定价理论和资产组合技术的支持下,金融衍生工具已成为防范基础性金融风险的有效工具。但金融衍生工具在用于金融风险管理中也存在市场风险、信用风险、流动性风险等基本金融风险。不仅存在着市场风险与信用风险的替代性,还存在着加大金融风险总量的可能。金融风险管理的实质是寻求风险损失与风险收益的平衡。
Content summary:Aggravation that Interest rate and exchange rate fluctuate, make finance derive risk of market become and influence financial important factor most that system operate steadily one of.Supported by the pricing theory of financial risks and assets combination technique, the financial derivative has already become the effective tool which has been taken precautions against basic financial risks.But there are basic financial risks, such as market risk, credit risks, mobile risk, etc.in using for financial risk management in the financial derivative.Not only the substitutability of the market risk and credit risks exists, but also the possibility of strengthening the total amount of financial risks exists. Financial essence of risk management to seek risk between loss and risk balance of income.
出处
《经济问题》
CSSCI
北大核心
2004年第3期62-64,共3页
On Economic Problems