Page 29 - 信用衍生性金融商品

表 1-3 全球信用保護買方參與者分佈

2008 2006 2004 2002 2000 ype T
Banks-Trading activities
67% 73% 81% 39% 36%
Banks-Loan portfolio 18% 20%

Hedge funds 3% 12% 16% 28% 28%
Pension funds 1% 1% 3% 2% 3%
3% 2% 3% 4% 6% Corporates

2%
Mono-line insurers
2%
3% 2%
Re-insurers 7% 2% 2% 3%
Other insurance companies 2%2% 2% 3%
Mutual funds 1% 2% 3% 2% 3%
2% 1% 1% 2% 1% Other
資料來源： BBA Credit Derivatives Report 2006

圖 1-4 全球信用保護買方參與者分佈變化

90%

80%
70%
60%
50%

40%
30%
20%
10%
0%
2000 2002 2004 2006 2008
Bank Hedge funds ension funds P
porates Cor Insurers her Ot

資料來源： BBA Credit Derivatives Report 2006

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