| 住房抵押贷款支持证券定价方法:发展与启示 |
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| 引用本文： | 李玉娘. 住房抵押贷款支持证券定价方法:发展与启示[J]. 财经理论与实践, 2007, 28(3): 17-19 |
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| 作者姓名： | 李玉娘 |
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| 作者单位： | 中国农业银行,长沙分行,湖南,长沙,410005 |
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| 摘 要： | 西方MBS定价方法主要有传统定价法、计量模型定价法、期权调整利差定价法和再融资临界价法.我国在借鉴国外经验对MBS定价的过程中,应充分考虑所处定价环境的差异,采用合理的定价方法.现阶段,我国应加快完善市场利率结构和建设商业银行住房抵押贷款数据库,为MBS的科学定价创造良好条件.
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| 关 键 词： | 住房抵押贷款证券化 住房抵押贷款支持证券 定价方法 |
| 文章编号： | 1003-7217（2007）03-0017-03 |
| 收稿时间： | 2007-02-25 |
| 修稿时间： | 2007-02-25 |
MBS Pricing: Development and Inspirations |
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| LI Yu-niang. MBS Pricing: Development and Inspirations[J]. The Theory and Practice of Finance and Economics, 2007, 28(3): 17-19 |
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| Authors: | LI Yu-niang |
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| Affiliation: | Agricultural Bank of China Changsha Jiefanglu Branch , Changsha , Hunan 410005, China |
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| Abstract: | Western MBS Pricing methods mainly include traditional pricing method, the quantitative model of pricing, Option-Adjusted Spread pricing and refinancing critical Price Act. Chinese banks should adopt a reasonable pricing method considering the different contexts while they learn from practices of foreign MBS pricing. Now, China should accelerate the improvement of market interest rate structure and the building of the Commercial Banks Mortgage loans database to create favorable conditions for scientific pricing. |
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| Keywords: | Mortgage Backed Securitization Mortgage Backed Securities Pricing Method |
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