| 住房抵押贷款证券化的信用风险与利率风险的关系探析 |
| |
| 引用本文： | 蒋俊贤.住房抵押贷款证券化的信用风险与利率风险的关系探析[J].科技情报开发与经济,2007,17(2):120-121. |
| |
| 作者姓名： | 蒋俊贤 |
| |
| 作者单位： | 钦州学院,广西钦州,535000 |
| |
| 摘 要： | 在介绍住房抵押贷款证券化的风险关联性基础上,通过定性分析和模型分析,探讨了住房抵押贷款证券化信用风险与利率风险的关系,指出信用风险和利率风险存在明显的负相关关系。
|
| 关 键 词： | 住房抵押贷款证券化 信用风险 利率风险 |
| 文章编号： | 1005-6033（2007）02-0120-02 |
| 收稿时间： | 2006-08-25 |
| 修稿时间： | 2006年8月25日 |
Probe into the Relationship between Credit Risk and Interest Rate Risk of House Mortgage-backed Securitization |
| |
| JIANG Jun-xian.Probe into the Relationship between Credit Risk and Interest Rate Risk of House Mortgage-backed Securitization[J].Sci-Tech Information Development & Economy,2007,17(2):120-121. |
| |
| Authors: | JIANG Jun-xian |
| |
| Institution: | JIANG Jun-xian |
| |
| Abstract: | Based on introduces the risks relevance of house mortgage-backed securitization,and through the quantitative analysis and model analysis,this paper probes into the relationship between the credit risk and the interest rate risk in the house mortgage-backed securitization,and points out that these is the obvious negative correlation between the two sides. |
| |
| Keywords: | house mortgage-backed securitization credit risk interest rate risk |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
