期刊名称：Studia Universitatis Moldaviae: Stiinte Exacte si Economice
印刷版ISSN：1857-2073
电子版ISSN：2345-1033
出版年度：2014
期号：7(77)
页码：152-155
出版社：Moldova State University
摘要：Hedgingul este o modalitate inovativ., .n special pentru Republica Moldova, de a reduce asimetria informa.ional. pe pia.. .i de a acoperi riscurile .n cadrul sectorului bancar. Teoria financiar. sugereaz. c. imperfec.iunile pie.ei de capital ar crea stimulente pentru b.nci de a folosi instrumente financiare derivate .n scopuri de hedging. Cele mai im- portante tehnici de hedging aplicate sunt: hedgingul p.tratic, hedgingul cuantil .i hedgingul pierderilor preconizate. Relevan.a cercet.rii tehnicilor de hedging pentru activitatea bancar. are o conota. ie important. atat la nivel teoretic, cat .i practic, deoarece alegerea tehnicii de hedging influen.eaz. structura pozi. iilor hedjate (acoperite)
其他摘要：The issue of hedging derivatives is a modern and very important topic for financial science. Continually study of this topic involves building of new hedging techniques and solving problems by implementing these techniques. The most significant hedging techniques are imperfect hedging techniques. Imperfect hedging techniques can reduce the cost of coverage by taking on them risk of loss. Imperfect hedging techniques can be classified into three groups: quadratic hedging, quantile hedging and expected shortfall hedging. The choice of hedging techniques influences the structure of hedge positions
关键词：derivate financiare; hedging p. tratic; hedging cuantil; hedgingul pierderilor preconizate; futures; ; gestiunea riscului; pozi.ii de hedging
其他关键词：financial derivatives; imperfect hedging; quadratic hedging; expected shortfall hedging; futures; the ; management of risk; hedge positions
