| 关于保障性商品房贷款人提前还款行为的研究 |
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| 引用本文： | 杜子平,杨婷,张勇. 关于保障性商品房贷款人提前还款行为的研究[J]. 经济问题, 2012, 0(3): 117-120 |
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| 作者姓名： | 杜子平 杨婷 张勇 |
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| 作者单位： | 天津科技大学经济与管理学院;天津市房地产开发经营集团 |
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| 基金项目： | 国家自然科学基金项目“时序非线性相依Copula分析建模及金融领域应用研究(71071111)”;天津市社科理论“五个一批人才”基金项目“多市场高维非线性关联分析及区域结构调节研究” |
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| 摘 要： | 在住房抵押贷款证券化中,提前还款行为影响着现金流变化,从而影响MBS的价值。通过对影响中低收入居民提前还款因素的分析,建立关于保障性商品房的提前偿还预测模型和单笔贷款借款人实际清偿年限模型,并结合实例具体分析,为我国保障性商品房的证券化发展提供参考。
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| 关 键 词： | 提前偿还 保障性商品房 Logistic模型 ARMA模型 |
Prepayment Research in Borrowers of Security Commercial Housing |
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| DU Zhi-ping,YANG Ting,ZHANG Yong. Prepayment Research in Borrowers of Security Commercial Housing[J]. On Economic Problems, 2012, 0(3): 117-120 |
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| Authors: | DU Zhi-ping YANG Ting ZHANG Yong |
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| Affiliation: | 1.Department of Economics and Management,Tianjin University of Science and Technology,Tianjin 300222, China;2.Tianjin Real Estate Development Management Group Co.Led,Tianjin 300050,China) |
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| Abstract: | In Mortgage-Backed Security(MBS),the prepayment behavior affects the cash flow,thus affecting the value of MBS.In this passage,the prediction model of early prepayment in the security commercial housing and the single loan borrowers’ repayment period model have been built based on the analysis of prepayment factors of low-income residents.Through analyzing real examples in addition,it service as a valuable reference for the development of security commercial housing in China. |
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| Keywords: | prepayment security commercial housing logistic model ARMA model |
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