住房抵押贷款利率风险管理研究  

A Study on Risk Management of Interest Rate in Housing Mortgage Loan

作　　者：兰振光[1] 

机构地区：[1]福建金融职业技术学院金融系,福建福州350007

出　　处：《福建金融管理干部学院学报》2006年第2期13-18,共6页Journal of Fujian Institute of Financial Administrators

摘　　要：在利率即将实现完全市场化的背景下,住房抵押贷款所面对的利率风险主要表现在重新定价风险、内含期权风险、基准风险、收益率曲线风险等方面。在分析其影响和具体表现后,从利率风险管理的四个方面对住房抵押贷款利率风险的识别、测量、处理和评估四个阶段,提出建立住房抵押贷款利率风险识别体系、建立住房抵押贷款利率风险衡量模型、强化住房抵押贷款利率风险控制和建立住房抵押贷款利率风险评价模型等相应举措。With the background of market-oriented interest rate, housing mortgage loans have to face enormous interest rate risks in forms of repricing, optionality, basic risk, and yield curve. After analysis, relevant measures, including some models, are proposed to manage interest rate risks in four procedural phases： risk recognition, measure, control and evaluation.

关 键 词：住房抵押贷款 利率风险 

分 类 号：F830.54[经济管理—金融学]