|本期目录/Table of Contents|

[1]赵天荣.利率不确定、预期收入与提前偿付测度模型[J].长安大学学报(社科版),2008,10(01):51-54.
　ZHAO Tian-rong.Measuring models for interest rate indetermination, expected income and prepayment[J].Journal of Chang＇an University(Social Science Edition),2008,10(01):51-54.
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《长安大学学报（社科版）》[ISSN:1671-6248/CN:61-1391/C]

卷:
第10卷
期数:
2008年01期
页码:
51-54
栏目:
应用经济学
出版日期:
2008-03-20

文章信息/Info

Title:
Measuring models for interest rate indetermination, expected income and prepayment
作者:
赵天荣
陕西师范大学 国际商学院,陕西 西安 710062
Author(s):
ZHAO Tian-rong
School of International Business, Shaanxi Normal University, Xi'an 710062, Shaanxi, China
关键词:
金融学;  银行信贷管理;  抵押贷款;  提前偿付风险
Keywords:
finance science;  bank credit management;  mortgage loan;  prepayment risk
分类号:
F830.572
DOI:
-
文献标志码:
A
摘要:
基于住房抵押贷款规模的不断增长和伴生的提前偿付风险增大的压力,中国商业银行面临着提升抵押贷款风险管理水平的迫切需求,运用统计生存分析方法对中国住房抵押贷款市场特征进行分析。分析认为,中国抵押贷款提前偿付率的变化因素不仅包括贷款生存时间变量,而且包括利率、收入、转手率和季节等因素变量,结果表明:提前偿付率与这些因素变量的相关性通过设定的模型明确地表达出来。
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.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2007-11-15 基金项目:国家社会科学基金项目(07BJY169); 教育部人文社科研究项目(06JA790068) 作者简介:赵天荣(1963-),男,甘肃天水人,讲师,经济学博士研究生。
更新日期/Last Update: 2008-03-20