| CRT市场信用风险传染机制研究 |
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| 引用本文： | 陈庭强,何建敏. CRT市场信用风险传染机制研究[J]. 济南金融, 2013, 0(10): 28-33 |
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| 作者姓名： | 陈庭强 何建敏 |
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| 作者单位： | 东南大学经济管理学院,江苏南京211189 |
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| 基金项目： | 国家自然科学基金项目（71071034;71201023）;教育部人文社会科学研究青年基金项目（12YJC630101）;江苏省2012年度普通高校研究生科研创新计划项目（CXZZ12_0131）;东南大学优秀博士学位论文基金项目（YBJJl238）. |
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| 摘 要： | 本文依据信用风险相关理论和信用风险转移的已有研究成果,从CRT市场上信用风险本身和CRT交易过程中的潜在风险、信息不对称下微观银行CRT行为中的道德风险和逆向选择问题以及金融监管、货币政策和金融创新等宏观因素波动3个方面对CRT市场上信用风险传染的作用机理和生成机制进行了深入的理论探讨,以期为我国CRT市场发展和理论研究的进一步深入提供新的思路。
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| 关 键 词： | CRT市场 贷款银行 借款者 信用风险保护者 信用风险传染 作用机制 |
Study on Credit Risk Contagion Mechanism of CRT Market |
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| Abstract: | Based on the related theory of credit risk and existing research results of credit risk transfer, this paper delves deep into the theoretical study of the functional and generation mechanism of credit risk contagion in CRT mar- ket from the potential risk of credit risk itself and CRT transactional process, the moral risks and adverse selection of single bank＇ s CRT behavior under incomplete information, cial regulation, monetary policy and financial innovation, velopment and theoretical research. and the fluctuations ofmacroscopical factors such as finan- in hope of providing new ideas for China＇ s CRT market de- |
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| Keywords: | CRT market lending bank borrowers credit risk protector credit risk contagion mechanismof action |
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