| 基于结构化模型的信贷资产证券化违约风险管理 |
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| 引用本文： | 刘,洪.基于结构化模型的信贷资产证券化违约风险管理[J].重庆工商大学学报(自然科学版),2012,29(10):101-106. |
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| 作者姓名： | 刘 洪 |
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| 作者单位： | 华夏银行重庆分行,重庆,400015 |
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| 摘 要： | 日前,停滞4 a多的信贷资产证券化正式重启,首期信贷资产证券化额度500亿元;我国于2005年便开始了信贷资产证券化的试点,之后由于美国次贷危机出现了暂停,本次重启可以看成是对平台贷款的一次创新,但证券化过程本身也面临着很多的问题,其中对违约风险的管理尤为重要;主要描述了当前证券化过程面临的主要问题,并着重提出预测违约率的结构化方法,并在最后提出了几点利于证券化改革的政策建议。
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| 关 键 词： | 信贷资产证券化 结构化模型 违约风险 |
Default Risk Management for Credit Asset Securitization Based on Structural Model |
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| LIU Hong.Default Risk Management for Credit Asset Securitization Based on Structural Model[J].Journal of Chongqing Technology and Business University:Natural Science Edition,2012,29(10):101-106. |
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| Authors: | LIU Hong |
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| Institution: | LIU Hong(Chongqing Branch,Huaxia Bank,Chongqing 400015,China) |
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| Abstract: | Currently credit asssets is 50 billion RMB yuan.China began to practice pilot credit asset securitization in 2005 but the experiment temporarily stopped after America subprime mortgage crisis emergence.The re-initiation of the securitization can be regarded as a innovation for loan platform,however,the securitization process itself faces many problems,among which the management of default risk is most important.This paper mainly describes the central problems faced by current securitization process,emphatically points out structural method for forecasting dafault rate and finally advances several suggestions for helping the ssecuritization reform. |
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| Keywords: | credit asset securitization structural model default risk |
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