. BIS, .
lientKnowledge () : -, [10]. , , -.
. 6. ( lientKnowledge (), http://www.clientknowledge.com/managed_models.html)
, -, 50%, 33 25% (. 6). - , . , . .
2008 . , , (. 8). , , .
8
, %
/ | / | / | |
2008 . | |||
0,6339 | 0,5499 | 0,2203 | |
0,5563 | 0,3514 | 0,2638 | |
0,6618 | 0,3501 | 0,2949 | |
0,5983 | 0,2871 | 0,2247 | |
0,5549 | 0,3201 | 0,3072 | |
0,6185 | 0,3212 | 0,3481 | |
0,5254 | 0,3159 | 0,2417 | |
0,6498 | 0,8000 | 0,5119 | |
1,0453 | 0,7537 | 0,6442 | |
1,2774 | 0,8430 | 0,6673 | |
1,4868 | 0,7324 | 0,7424 | |
1,2341 | 0,6416 | 0,9703 | |
2009 . | |||
0,9918 | 1,1493 | 0,9131 | |
0,9169 | 1,2124 | 1,1083 | |
0,5552 | 0,7428 | 0,8067 |
(http://www.micex.ru/marketdata/indices/indicators/volatility).
, - . . () [12].
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: , . .
, , .
.
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, . , , , .
1. . . // . 2005. 2.
2. . ., . . // . 2008. 1.
3. Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity in April 2007. BIS, December 2007.
4. www.bankofengland.co.uk/markets/forex/fxjsc/
5. www.newyorkfed.org/fxc/
6. Foreign Exchange Committee USA (FXC), Semi-Annual Foreign Exchange Volume Survey, April 2007. October 2007. April 2008. October 2008.
7. Foreign Exchange Joint Standing Committee UK (FXJSC), Semi-Annual Foreign Exchange Volume Survey. April 2007. October 2007. April 2008. October 2008.
8. www.cbr.ru/statistics/
9. http://www.cls-group.com/Pages/default.aspx
10. . ( ClientKnowledge, ). // . 2009. 1.
11. Euromoney. 2009. 1. P. 22.
12. . ., . . // . 2008. 10-11.
[1] 1, 2008 . 19%, 2008 . 11%, - 2009 . 4%.
[2] , .
[3] 2008 .
[4] 200%. BIS, 2007 . 86,3% , 37%, 0,8%. , 2008 . 91%, 33%, 72% .
|
|
[5] BIS 2004 .
[6] , 0409701.