当然是NOMINAL，光interest rate swap 就可能400万亿了，OTC根本不透明，看看这一段

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： 

• 你是说JPM一家就占了世界上30%的IRS, 你说可能吗？即使你的数字是真的 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:20:39

• 我说了全是IRS了吗？你想说明什么？证明我错不可能的，因为前几年他有89万亿，已经是百万亿级别了 -_学无止境- ♂ (0 bytes) () 03/10/2023 postreply 14:23:58

• 你应该知道银行的derivatives notional占所有notional的绝大部份 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:28:28

• 而且notional意义不大，两个银行之间IRS net之后的risk exposure可以很小但notional是累加 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:26:21

• 那有人还说互相抵消最后为零呢，2008年证明错的，总体是零，但具体到某个组织和对方就是实实在在的，不小 -_学无止境- ♂ (0 bytes) () 03/10/2023 postreply 14:29:48

• 2009是因为Interest rate swap吗？胡搅蛮缠有意思吗？ -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:36:51

• 如果你觉得无所谓，那咱们等着看，今年起说金融危机的大千就我一个人吧？ -_学无止境- ♂ (0 bytes) () 03/10/2023 postreply 14:31:18

• 我说的是你的一百万亿是无中生有，至于金融危机当然可能性有 -Morphias- ♂ (0 bytes) () 03/10/2023 postreply 14:33:53

• 多说无益，我文章节选都给你了，你不能证明没有，我也不能查他的帐，所以说我无中生有过于轻率，咱们等着看 -_学无止境- ♂ (0 bytes) () 03/10/2023 postreply 14:41:04