摘要
住房抵押贷款中借款人的提前还款行为向来是金融机构及MBS投资者所关注的焦点,提前还款行为之所以广受关注,是因为它直接影响住房抵押贷款现金流的变化,从而改变着MBS的价值。因此,构建我国借款人提前还款分析模型,为以后的MBS定价研究奠定基础。
Advance repay for housing mortgage loan has been all along noted by financial institutions and MBS investors.The reason lies in its influence on cash flow in housing mortgage loan, which, then, changes the value of MBS.To build a forecasting model can serve as the solid fundation for the research on MBS pricing.
出处
《商业研究》
北大核心
2005年第23期119-123,共5页
Commercial Research
关键词
住房抵押贷款
提前还款
预测模型
回归分析
housing mortgage loan
advance repay
forecasting model
regession analysis
