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中国融资业务保证金系统研究 经济管理类;中国;金融市场;专著

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洪卉   社会科学文献出版社  2020-08 出版
ISBN:978-7-5201-7141-0

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本书立足融资交易尚未发展成熟的中国市场,在深度剖析融资交易起源、内涵、内资价值及风险的基础上,对比分析了中国大陆与美国、日本和中国台湾地区融资交易模式、监管方式等方面的差异,重点探索了中国融资交易保证金比例的设置和调整方法,测试了调整所带来的市场效应,丰富了我国融资保证金系统的研究体系,为优化、调整融资保证金比例以活跃金融市场、实现宏观调控目标提供了科学的解决方案。
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  • 前言
  • 第一章 绪论
    1. 第一节 导言
    2. 第二节 研究动机
    3. 第三节 研究目标
    4. 第四节 结构框架
    5. 第五节 结论
  • 第二章 融资概述
    1. 第一节 讨论的起点——信用交易
    2. 第二节 融资的界定
    3. 第三节 融资的内在价值和风险
  • 第三章 融资交易制度比较
    1. 第一节 美国的融资交易制度
    2. 第二节 日本的融资交易制度
    3. 第三节 中国台湾的融资交易制度
    4. 第四节 中国特色的融资交易制度
  • 第四章 我国融资交易的保证金水平
    1. 第一节 融资交易保证金概况
    2. 第二节 融资交易保证金制度解析
  • 第五章 融资交易保证金问题研究
    1. 第一节 保证金水平的决定因素
    2. 第二节 保证金比例的设定方法
    3. 第三节 保证金的作用
  • 第六章 融资保证金比例的优化设置和动态调整
    1. 第一节 风险控制目标
    2. 第二节 实际存在的问题
    3. 第三节 理论模型
    4. 第四节 实证数据
    5. 第五节 实证分析
  • 第七章 融资保证金比例调整的市场效应
    1. 第一节 实证模型的理论基础
    2. 第二节 融资保证金比例调整效应的初步测试
    3. 第三节 数据与方法论
  • 第八章 结论
    1. 第一节 导言
    2. 第二节 研究结果概要
    3. 第三节 研究结果的经济内涵
    4. 第四节 亟待进一步研究的领域
    5. 第五节 结论
  • 附录
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