| 关于资产证券化的资本计量 |
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| 引用本文： | 沈炳熙.关于资产证券化的资本计量[J].中国货币市场,2011(3):46-50. |
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| 作者姓名： | 沈炳熙 |
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| 作者单位： | 中国农业银行; |
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| 摘 要： | 由于美国住房抵押贷款证券化产品的暴跌是次贷危机引爆器,因此,人们在研究加强资本监管时,会对证券化的资本计量给予特别关注。本文从理论结合实践的角度,对证券化产品各类市场参与者的相关资本计量问题进行了思考,梳理并归纳了资产证券化发起机构、投资机构和中介机构在各自资本计量过程中需遵循的原则及思路。
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| 关 键 词： | 资产证券化 资本计量 发起机构 投资机构 |
Capital measurement for asset securitizations |
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| Shen Bingxi,Director,Agricultural Bank of China.Capital measurement for asset securitizations[J].China Money,2011(3):46-50. |
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| Authors: | Shen Bingxi Director Agricultural Bank of China |
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| Institution: | Shen Bingxi,Director,Agricultural Bank of China |
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| Abstract: | Because a sharp drop in the prices of residential mortgage loan securitization products in the United States gave rise to the subprime crisis,research on the strengthening of capital supervision pays special attention to the measurement of capital in securitizations.From a perspective combining theory with practice,this paper discusses relevant capital measurement issues arising among various market participants of securitization products,bringing together and summing up principles and lines of thought that... |
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| Keywords: | asset securitization capital measurement originator investment firm |
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