| 次贷危机成因剖析 |
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| 引用本文： | 周洛华,田立.次贷危机成因剖析[J].世界经济研究,2008(11):20-23,59. |
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| 作者姓名： | 周洛华 田立 |
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| 作者单位： | 1. 上海大学房地产学院
2. 哈尔滨商业大学金融学院 |
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| 摘 要： | 美国次贷危机演变成了一场席卷全球的金融危机,这表明此前华尔街普遍采用的对冲交易策略和房贷估值模型存在着严重的缺陷。本文深度剖析了美国次级贷款损失形成金融危机的原因,并结合我国商业银行和金融体系的现状提出了预防性的政策措施建议,以期避免今后在其他交易品种上发生类似次贷的危机。
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| 关 键 词： | 次贷 按揭贷款 波动率 柔性二叉树 |
Analysis on the Causes of Subprime Loan Crisis |
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| Zhou Luohua,Tian Li.Analysis on the Causes of Subprime Loan Crisis[J].World Economy Study,2008(11):20-23,59. |
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| Authors: | Zhou Luohua Tian Li |
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| Abstract: | The subprime loan crisis has evolved into a global financial meltdown.This paper reviewed the once dominating trading strategy in Wall Street,and analyzed its fundamental flaw in mortgage valuation.We maintained that the crisis was spurred by wrong trading strategy based on defective valuation model.This paper also served the purpose of presenting a preventive policy to Chinese regulatory bodies on mortgage or relative financial products. |
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