摘要
西方MBS定价方法主要有传统定价法、计量模型定价法、期权调整利差定价法和再融资临界价法。我国在借鉴国外经验对MBS定价的过程中,应充分考虑所处定价环境的差异,采用合理的定价方法。现阶段,我国应加快完善市场利率结构和建设商业银行住房抵押贷款数据库,为MBS的科学定价创造良好条件。
Western MBS Pricing methods mainly include traditional pricing method, the quantitative model of pricing, Option-Adjusted Spread pricing and refinancing critical Price Act. Chinese banks should adopt a reasonable pricing method considering the different contexts while they learn from practices of foreign MBS pricing. Now, China should accelerate the improvement of market interest rate structure and the building of the Commercial Banks Mortgage loans database to create favorable conditions for scientific pricing.
出处
《财经理论与实践》
CSSCI
北大核心
2007年第3期17-19,共3页
The Theory and Practice of Finance and Economics
