中国信用风险缓释工具创新试点最新进展研究
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引用本文:张强,吴敏.中国信用风险缓释工具创新试点最新进展研究[J].财经理论与实践,2011,(4):2-8
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作者单位
张强,吴敏 (湖南大学 金融与统计学院,湖南 长沙410079) 
中文摘要:信用风险缓释工具是中国银行间市场2010年创新试点推出的信用风险管理工具,它将短期融资券、中期票据和贷款等信用产品的信用风险剥离定价,并转移给愿意承担风险的投资者,其推出从根本上改变了商业银行等金融机构信用风险管理的传统特征。通过对信用风险缓释工具试点中投资主体培育、市场定价、做市商机制、信息披露、市场外部环境建设等问题进行研究,有利于信用缓释工具功能的充分发挥,有利于完善债券市场信用风险分担机制、有利于商业银行等投资者动态、专业地管理信用风险。
中文关键词:商业银行  信用风险  风险缓释
 
The Latest Study of CRM Innovative Pilot in China The New Development of the Innovation of Credit Risk Mitigation Agreement in China
Abstract:Credit risk mitigation (CRM) agreement was partial launched in the inter bank market since 2010. Its pricing may remove the credit risk of some credit products such as short term notes and medium term notes. And it remove the risks to the risk preference investors. So someone believe it has changed the traditional features of risk management. The researches on investors, pricing, market maker rule, information disclosure and environment establishment is necessary to optimize the utilization of CRM.
keywords:Commercial banks, credit risk, risk mitigation
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