| 我国住房抵押贷款借款人提前还款行为分析 |
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| 引用本文： | 姚捷.我国住房抵押贷款借款人提前还款行为分析[J].商业研究,2005(23):119-123. |
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| 作者姓名： | 姚捷 |
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| 作者单位： | 上海投资咨询公司,上海,200002 |
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| 摘 要： | 住房抵押贷款中借款人的提前还款行为向来是金融机构及MBS投资者所关注的焦点,提前还款行为之所以广受关注,是因为它直接影响住房抵押贷款现金流的变化,从而改变着MBS的价值。因此,构建我国借款人提前还款分析模型,为以后的MBS定价研究奠定基础。
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| 关 键 词： | 住房抵押贷款 提前还款 预测模型 回归分析 |
| 文章编号： | 1001-148X(2005)23-0119-05 |
| 收稿时间： | 10 18 2004 12:00AM |
| 修稿时间： | 2004年10月18 |
The Analysis of Advance Repay for Chinese Housing Mortgage Loan |
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| YAO Jie.The Analysis of Advance Repay for Chinese Housing Mortgage Loan[J].Commercial Research,2005(23):119-123. |
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| Authors: | YAO Jie |
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| Institution: | Shanghai Investment Consultation, Shanghai 200002, China |
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| Abstract: | Advance repay for housing mortgage loan has been all along noted by financial institutions and MBS investors.The reason lies in its influence on cash flow in housing mortgage loan, which, then, changes the value of MBS.To build a forecasting model can serve as the solid fundation for the research on MBS pricing. |
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| Keywords: | housing mortgage loan advance repay forecasting model regession analysis |
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