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The Applying of Commodity Price Swaps in China

Author: YeLi
Tutor: ZouXiaoPi
School: Zhejiang University
Course: Finance
Keywords: Commodity price swaps Pricing Developing Regulatory
CLC: F832.5
Type: Master's thesis
Year: 2009
Downloads: 109
Quote: 0
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Abstract


Commodity price risk is a general risk in their daily lives , many financial instruments can be used to control the risks , such as commodity futures , commodity options , but they are not flexible and too short term problem , and therefore commodity prices swaps came into being , and its flexibility has been widely used in foreign countries . Firstly, the system introduces the principle of commodity price swaps , used the case to explain its function , and then on this basis to compare the similarities and characteristics of commodity price swaps and other derivatives , and in the event of default and non - default the case of commodity price swaps pricing method . Then , this paper describes the development of the global commodity price swaps market , including the number of transactions , the transactions , the subject of the transaction , and the transaction 's behavioral characteristics , and then analyzed on the basis of the need for our country to carry out the commodity price swaps feasibility , and copper commodity price swaps as our country pilot product , its of exploratory pricing and market size forecast . Finally, a systematic study of the regulatory system of the the foreign commodity price swap market , especially the analysis of the evolution of its regulatory path and development characteristics , and then in our country based on the commodity price swaps to make relevant recommendations and countermeasures .

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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