| 住房抵押贷款证券化的提前偿付风险与利率风险分析 |
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| 引用本文： | 王江南.住房抵押贷款证券化的提前偿付风险与利率风险分析[J].上海商学院学报,2007,8(1):11-13. |
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| 作者姓名： | 王江南 |
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| 作者单位： | 东华大学工商管理学院,中国,上海,200051 |
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| 摘 要： | 住房抵押贷款证券化的产生提高了市场融资效率,但同时可能增加金融体系的系统风险。为了能够保障住房抵押贷款证券化正常运行,本文运用了定性与定量相结合的研究方法,从住房抵押贷款证券化固有风险的基本内涵出发,通过数学模型分析了固有风险发生的过程及其造成的影响,最后通过对这些相关风险的研究,提出防范和化解风险的手段,以求设计出较为完善的住房抵押贷款证券化的风险控制方案。
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| 关 键 词： | 住房抵押贷款证券化 提前偿付风险 利率风险 |
| 文章编号： | 1637-324x(2007)-01-11-13-03 |
| 修稿时间： | 2006年11月3日 |
Analysis on the Mortgage-Backed Securities and the Interest Rate Risk |
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| Authors: | WANG Jiangnan |
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| Abstract: | The emergence of the Mortgage-Backed Securities production financing increased market efficiency,but may increased the systemic risk of the financial system.In order to guarantee the normal operation of the housing mortgage loan securitization,in this paper,using a combination of qualitative and quantitative research methods,through the risks inherent of mortgage securities in the basic connotation,analysised risks inherent in the process and its effects through mathematical model,finally,after the study of these risks, raised the means to prevent and resolve risks,in order to design better housing mortgage loan securitization risk control program. |
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| Keywords: | mortgage-backed securities prepayment risk interest rate risk |
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