A First Analysis of Derivatives Data in the Hong Kong Trade Repository
A First Analysis of Derivatives Data in the Hong Kong Trade Repository
复制标题
香港贸易数据库中衍生品数据的初步分析
DOI：
10.2139/ssrn.2671672
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发表时间：
2015
期刊：
影响因子：
--
通讯作者：
S. Pezzini
中科院分区：
文献类型：
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作者：
S. Pezzini
作为全球监管改革的一部分，香港金融管理局于2013年开始通过香港交易资料库收集衍生品数据。本文描述了2014年11月收集的数据和观察到的模式。鉴于现行申报规定的涵盖范围有限，有关分析并非旨在描述香港衍生工具市场的整体情况。其目的是促进中央银行和研究人员讨论如何利用交易数据库收集的数据提高衍生品市场的透明度。
As part of global regulatory reforms, the Hong Kong Monetary Authority started in 2013 to collect derivatives data through the Hong Kong Trade Repository. This article describes the data collected in the month of November 2014 and the patterns observed. Given the limited coverage of the current reporting requirements, the analysis is not meant to be a description of the Hong Kong derivatives market as a whole. The aim is to contribute to the discussion by central banks and researchers on how to bring more transparency to derivatives markets using the data collected by trade repositories.