住房贷款证券化中的提前偿付预测  

Prepayment Forecast in Mortgage-backed Securities

作　　者：施方[1] 

机构地区：[1]上海大学国际工商与管理学院,上海201800

出　　处：《商业研究》2005年第2期27-29,共3页Commercial Research

摘　　要：提前偿付风险极大地影响着住房贷款证券化的定价和运作 ,因此国外对该方面的研究投入了大量的精力。当前我国银行也被抵押贷款逐年增加的提前偿付现象而困扰 ,这直接使银行面临再投资风险 ,并影响我国即将开展的证券化运作。借鉴国外提前偿付风险的特点和有关的预测控制模型 。Prepayment greatly affects the mortgage securitization. There are many researches in this field abroad. Currently our banks are also bothered by the increasing prepayment behavior. This paper sums up the characters of the prepayment in the west mortgage market and the forecasting models. An active reference will be expected for the study in this field in our country.

关 键 词：提前偿付 影响因素 预测模型 

分 类 号：F293.31[经济管理—国民经济]