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| 信用衍生工具及其在信用风险管理中的应用 | |
| 引用本文： | 熊和平. 信用衍生工具及其在信用风险管理中的应用[J]. 武汉理工大学学报(社会科学版), 2004, 17(4): 421-424 |
| 作者姓名： | 熊和平 |
| 作者单位： | 武汉大学,商学院金融系,湖北,武汉,430072 |
| 摘 要： | 信用风险是我国商业银行所面临的主要风险之一,如何防范信用风险对商业银行的有效运作具有十分重要的意义。信用金融工具的创新为我们提供了很好的借鉴。文中对信用衍生工具进行了研究,并进行了分类,对每一种产品也进行了分析。 |
| 关 键 词： | 信用风险 信用衍生工具(产品) 信用互换 信用价差 |
| 文章编号： | 1671-6477(2004)04-0421-04 |
| 修稿时间： | 2004-06-02 |
Credit Derivatives and Their Application in Credit Risk Management |
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| XIONG He-ping. Credit Derivatives and Their Application in Credit Risk Management[J]. Journal of Wuhan University of Technology(Social Science Edition), 2004, 17(4): 421-424 | |
| Authors: | XIONG He-ping |
| Abstract: | Credit risk is one of the main risk for our commercial banks. How to manage credit risk is very important for our banks. This financial innovation is the good reference to us. In this paper, we mainly deal with the credit derivatives,and classify and analyze them. |
| Keywords: | credit risk credit derivative instruments (productions) credit swaps credit spread |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |