摘要
金融危机导致国际市场上大宗商品交易价格波动剧烈,对进口商来说,面临着货物价格剧烈波动的风险,对银行来说,原材料进口开证业务的风险识别极其重要,有效控制风险成为促进国际贸易的发展、实现银行和企业持续稳定地增长和发展的主要任务。本文以铅冶炼行业为例,使用概率论方法,分析大宗交易商品市场价格波动对不同类型的信用证分析其违约概率,建立违约概率模型,并提出相应的信用证市场风险控制措施。
Financial crisis result in great fluctuations of commodity prices in international commodity market. Importers are faced with the importation＇s price fluctuation risk. It is very important to distinguish the risk from issuing L/C for the issuing banks, and risk control is the main task for banks and importers to promote international trade prosperity and keep development rapidly. This paper analyzed fluctuation of staple commodity prices and probability of default of issuing different L/C with examples of lead smelting industry by means of probability theory, constructed default probability model and put forward corresponding measures of risk management.
出处
《金融理论与实践》
北大核心
2009年第11期79-82,共4页
Financial Theory and Practice
关键词
进口开证
违约概率
风险分析
Issuing L/C
Probability of Default
Risk Analysis
