fin4cast%20Overview%20Presentation - PowerPoint PPT Presentation

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fin4cast%20Overview%20Presentation

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Title: fin4cast Overview Presentation Author: Siemens Last modified by: hwapingchang Created Date: 5/21/2003 8:54:57 AM Document presentation format – PowerPoint PPT presentation

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Title: fin4cast%20Overview%20Presentation


1
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2
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??????????? ?????????????????????,
??????????????????, ???????know how,
???????????????, ???????????????????????????,
?????????????? ?????????, ???? ???????????,
???, ?????????????,???????????, ????,
???,?????????, ???????????,??????????????? ???????
?????????????? ????????, ???????,??????, RTC???
3
?????????????
????Commodity Derivatives
????Interest Rate Derivatives
????Credit Derivatives
??????Equity Derivatives
0.94
0.04
20.43
0.22
????FX Derivatives
78.37
Source Derivatives Statistics, CBC, May 2005
4
?????????????
???? Interest Rate Derivatives
????FX Derivatives
11.91
75.45
?? Others
7.71
??????Equity Derivatives
????Credit Derivatives
????Commodity Derivatives
2.58
1.77
0.58
Source Derivatives Statistics, BIS, June 2005
5
??????????????
  • ????
  • ???? (Forwards) , ???? (Swap) ? ??? (Options)
  • ??(Exotic)?? ????
  • ??????????????????????, ?? KI, KO, Cancelable,
    Extendible, Digital Range, Quanto ??.
  • ????????????????????????????????????
  • ??(Exotic)?? ????????
  • ?????????,????????????, ??????????????????????
  • ?????????(Cross Index Reference) ?????(Proxy)??
  • ????????, ???????????, ????????????????????,??,
    ?USD LIBOR??????????????, ????????????????

6
??
  • ???????????????????????????????
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