统计研究 ›› 1998, Vol. 15 ›› Issue (5): 54-57.

• 论文 • 上一篇    下一篇

国际利率水平决定的数量论证及其风险的衡量

焦继文, 伍海华   

  • 出版日期:1998-05-15 发布日期:2012-02-14

Quantitative Demonstration of Determining International Rate Level and Measurement of Its Risk

JIAO Ji-Wen, WU Hai-Hua   

  • Online:1998-05-15 Published:2012-02-14

摘要: 从80年代的墨西哥和巴西等拉美发展中国家发生的严重债务危机,到今天震撼欧洲的货币金融风波,可谓一波未平、一波又起。如何有效地回避国际金融风险已成为目前世界各国迫切需要解决的重大课题。本文首先就国际利率水平变动的范围作一严格的、理论上的界定;然后给出两个度量国际利率风险的计算公式,从而,为受资国准确计算国际利率风险,以便有效地回避或降低国际利率风险提供一条可择途径。

Abstract: By using the supermum-infimum existence theorem in set theory, the theoretical differentiation has been made for the range of floating interest rate of the loan from international business bank and of international bonds. Then, a set of new formulas had been constructed to measure the risk of international rate when a debit borrow a loan at fixed or floating rate on international financial market, thus the usual practice has been changed in risk measurement using expectation-variance criterion which also often take the capital income as a risk.