|Table of Contents|

Measuring models for interest rate indetermination, expected income and prepayment(PDF)

《长安大学学报（社科版）》[ISSN:1671-6248/CN:61-1391/C]

Issue:
2008年01期
Page:
51-54
Research Field:
应用经济学
Publishing date:
2008-03-20

Info

Title:
Measuring models for interest rate indetermination, expected income and prepayment
Author(s):
ZHAO Tian-rong
School of International Business, Shaanxi Normal University, Xi'an 710062, Shaanxi, China
Keywords:
finance science;  bank credit management;  mortgage loan;  prepayment risk
PACS:
F830.572
DOI:
-
Abstract:
With the continuously increasing scale in the housing collateral loan and the raising pressure in the prepayment risk, the Chinese commercial banks face an urgent need of promoting the management level in the collateral loan risk. Through the analysis for characteristics of the Chinese housing collateral loan market and with the help of the survival analysis method, the article reveals that the various factors of the prepayment rate include not only the survival time of the loans, but also interest rate, income, exchange rate and season etc. The relativity of the prepayment rate and these factors is definitely indicated in the model.

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Memo

Memo:
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Last Update: 2008-03-20