信用衍生工具的發(fā)展及其在我國(guó)的應(yīng)用前景分析.pdf

1、對(duì)外經(jīng)濟(jì)貿(mào)易大學(xué)碩士學(xué)位論文信用衍生工具的發(fā)展及其在我國(guó)的應(yīng)用前景分析姓名：王智翡申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：金融學(xué)指導(dǎo)教師：孫東升20080401IIAbstractCreditriskisthemostfamiliarbasalriskinthefinancialmarket.Recentlywiththeincreasingofbankruptcythecomplicationofcreditriskthemanagementcont

2、rolofcreditriskhasbeenthefocusoffinancialindustry.Creditderivativetoolisoneofthenewfinancialderivativetoolsdevelopedbytheendof1990swhichisusefulonavoidingcreditrisk.Basedontheseadvantagescreditderivativetoolisverypopular

3、sohasgotunprecedenteddevelopmentsinceitcameout.Thereexist4problemsinthebankingIndustryofChina:theconvergenceofcreditriskslargeamountofnonperfmanceloansinadequatecapitalthelackoftheskillsincreditmanagementontheotherhthefi

4、nanceindustryisencounteredwiththefiercecompetitionderivedfromthefinancialglobalizationthebankswillfallbehindincultivatingtheinternationalcompetitivecapacitiesbecauseofthelackofmanagementskillsaswellastheirowndevelopment.

5、TheglobalizationrequiresameeffectivecreditriskmanagementinChina’sbankssoitisurgenttointroducenewtoolstomanagecreditrisks.Theestablishmentofthecreditderivativesmarketwillplayanimptantroleincontrolimprovethecreditriskmanag

6、ementinChina.ThispaperanalyzesthenecessityoftheestablishmentofthecreditderivativesmarketonthebasisofglobalcompetitiontheNewBaselAccdthespecificsituationinChina.Furthermethispaperillustratesthemainobstaclesinthedevelopmen

7、tofthecreditderivativesmarketinChinarightnow.FinallywiththeconclusionofthefeignexperiencethispapergivesseveralpolicysuggestionsinthedevelopmentofthecreditderivativesmarketinChina.Keywds：CreditDerivatives，CreditRisk，Credi