信用衍生工具在風險管理中的應用及對金融市場穩(wěn)定的影響.pdf

1、零“／72808飯旦大學碩士學位論文學校代碼學號102460220l^j5S信用衍生工具在風險管理中的應用及對金融市場穩(wěn)定的影0向院系：經(jīng)濟學院國際金融系專業(yè)：姓名：指導教師：完成日期：金融學葛明敏許少強教授2005年5月25日冪黼萼信用衍生工具在風險管理中的應用及對金融市場穩(wěn)定的影響AbstractBeingthecoresectorofthefinancialmarketcommercialbanksusuallybeartreme

2、ndousriskduetoalotofuncertainties。amongwhichthebiggestandmosttypicalkindiscreditriskTraditionalcreditriskmanagementtoolspushcommercialbanksintoadilemmaofmanagingcreditriskandexpandingcustomerbaseTheintroductionofcreditde

3、rivativessuccessfullyalleviatestheagonyofcommercialbanksHoweverhowtomanagecreditriskinamoreefficientwaywhatistheroleofcreditderivativesinmanagingcreditriskandachievingfinancialmarketstabili乜^isitpossibleandfeasibleforChi

4、natointroducecreditderivativesandwhatmeasuresshouldwetakeaccordinglyareallquestionswhichdeseweourattentionandresearchThispaperaimstOstudytheroleandimpactsofcreditderivativesonbothmicro—andmacIoeconomiclevelsChapter1descr

5、ibestheapplicationofcreditderivativesinriskmanagementofcommercialbanks，includingbothpositiveimplicationsandpotentialrisksthatcouldbeincurredChapter2analysesthepositiveandnegativeimpactsofcreditderivativesonthestabilityof

6、theoverallfinancialmarketBesides，italsoadvisespossiblemeasurestotacklethepotentialproblemsandenhancefinancialgovernancebyreferringtopracticesofdevelopedcountriesChapter3forecaststheprospectsofintroducingcreditderivatives

7、inChinaBasedonthehistoryandrecentdevelopmentofChinesecommerciaJbanksandfinancialmarketitstudiesthefeasibilityofintroducingcreditderivativesandadvisesthreepossiblewaysofimplementation[Keywords]：CreditDerivatives；CreditRis