摘要
美国次贷危机愈演愈烈已造成了全球金融危机,究其原因在于其中的金融衍生品运用与监管不当。本文对该危机中的主要金融衍生品-次级按揭贷款、按揭贷款抵押支持债券、资产支持债券型抵押债务权益、信用违约互换等及其风险传递机制进行了深入分析,探讨了其对我国金融创新的启示。
US subprime crisis, which resulted in current financial sector crisis, derived from the misuse and regulation of financial derivatives. The paper analyzes the main financial derivatives, such as subprime mortgage loan, asseted-backed security, asseted-baeked security eollateralized debt obligation and credit default swaps and their risk transfer, and discuss its lesson to Chinese financial innovation.
出处
《财务与金融》
北大核心
2009年第1期10-13,共4页
Accounting and Finance
关键词
次贷危机
金融衍生品
风险
监管
Subprime Crisis
Financial Derivatives
Risk
Regulation
