全球市场动荡之际，投资者普遍撤出以日元或美元等低利率货币借款提供资金支持的“风险”或“套利”交易。

The global market turmoil was marked by a widespread retreat from "risk" or "carry" trades funded by borrowings in low-interest-rate currencies such as the Japanese yen or US dollar.

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本文提出一种“ V形”期权模型，并以此来刻画中国商业银行公司贷款业务中隐含的借款人套利风险。

The V-shape option model is proposed in this paper, which was used for describing the latent debtor 's arbitrage risk in Banks' corporation loan business in China.

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