交易对手信用风险缓释方法之押品管理研究

发布时间：2018-06-28 03:28

本文选题：交易对手信用风险 + 风险缓释　；参考：《新金融》2014年05期

【摘要】：押品(Collateral)正逐渐成为国际场外衍生品交易和证券融资交易缓释交易对手信用风险的重要方法,其主要途径就是签订CSA协议,在其管理过程中必须注意风险转化的问题。由于场外衍生产品押品管理流程复杂,目前国内金融机构此类产品的发展比较缓慢,未来需要从押品管理理念、管理制度、管理团队、管理系统等方面进行转变和优化,以适应国际金融市场的发展,有效缓释交易对手信用风险。
[Abstract]:Collateral is becoming an important method to release counterparty credit risk in international over-the-counter derivatives trading and securities financing trading. The main way is to sign CSA agreement. In the process of management, we must pay attention to the problem of risk transformation. Because of the complex management process of over-the-counter derivatives, the development of such products in domestic financial institutions is relatively slow. In the future, we need to change and optimize the management concept, management system, management team, management system, and so on. In order to adapt to the development of international financial markets, effectively release counterparty credit risk.
【作者单位】：中国工商银行博士后工作站;中国人民大学博士后流动站;
【分类号】：F830.9

【参考文献】