我国利率衍生品市场的发展与展望  

Development and Prospects of China’s Interest Rate Derivatives Market

作　　者：薛宏立 

机构地区：[1]上海浦东发展银行金融市场部

出　　处：《金融市场研究》2022年第12期43-47,共5页Financial Market Research

摘　　要：本文就我国利率衍生品市场发展历程及阶段特征进行介绍,总结了近年来浦发银行积极参与利率衍生品市场建设的实践情况。在此基础上,结合当前市场发展经验,提出拓宽集中清算机制应用范围、债券抵押品管理服务向精细化发展、研究推出更多利率期权类型并丰富挂钩标的及深化利率衍生品境内外市场联通机制等政策建议。This paper introduces the development process and characteristics of China’s interest rate derivatives market. It also summarizes the Shanghai Pudong Development Bank’s active participation in the construction of the interest rate derivatives market. This paper puts forward some policy suggestions, such as broadening the application scope of centralized clearing, developing the management service of bond collateral, introducing more types of interest rate options, enriching the linked targets, and deepening the domestic and overseas market communication mechanism for interest rate derivatives.

关 键 词：利率衍生品市场 利率风险管理 金融基础设施 集中清算 

分 类 号：F832.3[经济管理—金融学]