當然是NOMINAL，光interest rate swap 就可能400萬億了，OTC根本不透明，看看這一段

Since swaps are highly customized and not easily standardized, the swap market is considered an over-the-counter (OTC) market, meaning that swap contracts cannot typically be easily traded on an exchange. But that does not necessarily mean swaps are illiquid instruments. The swap market is one of the largest and most liquid global marketplaces, with many willing participants eager to take either side of a contract. According to the Bank for International Settlements, the notional amount outstanding in over-the-counter interest rate swaps was more than $341 trillion in 2019.1

 

 

所有跟帖： 

• 你是說JPM一家就占了世界上30%的IRS, 你說可能嗎？即使你的數字是真的 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:20:39

• 我說了全是IRS了嗎？你想說明什麽？證明我錯不可能的，因為前幾年他有89萬億，已經是百萬億級別了 -_學無止境- ♂ (0 bytes) () 03/10/2023 postreply 14:23:58

• 你應該知道銀行的derivatives notional占所有notional的絕大部份 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:28:28

• 而且notional意義不大，兩個銀行之間IRS net之後的risk exposure可以很小但notional是累加 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:26:21

• 那有人還說互相抵消最後為零呢，2008年證明錯的，總體是零，但具體到某個組織和對方就是實實在在的，不小 -_學無止境- ♂ (0 bytes) () 03/10/2023 postreply 14:29:48

• 2009是因為Interest rate swap嗎？胡攪蠻纏有意思嗎？ -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:36:51

• 如果你覺得無所謂，那咱們等著看，今年起說金融危機的大千就我一個人吧？ -_學無止境- ♂ (0 bytes) () 03/10/2023 postreply 14:31:18

• 我說的是你的一百萬億是無中生有，至於金融危機當然可能性有 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:33:53

• 多說無益，我文章節選都給你了，你不能證明沒有，我也不能查他的帳，所以說我無中生有過於輕率，咱們等著看 -_學無止境- ♂ (0 bytes) () 03/10/2023 postreply 14:41:04