期刊文献+

资产证券化:时序性系统风险管理工具——一个基于市场逻辑的理论框架

下载PDF
导出
摘要 文章通过建立一个理论框架,在"公平价值"与"存在无风险收益"两个在市场逻辑下具有普适性的假设基础上,论证了资产证券化可以有效缓解时序性系统风险危害的理论逻辑;并进一步在市场逻辑下对理论框架中的假设合理性、业务可行性进行了论证。最后,对推广利用资产证券化提高时序性系统风险管理的应用进行了讨论与展望。
作者 柳谊生
出处 《现代管理科学》 北大核心 2017年第7期85-87,共3页 Modern Management Science
  • 相关文献

参考文献5

二级参考文献70

  • 1[美]辜朝明,喻海翔译.大衰退-如何在金融危机中幸存和发展[M].北京:东方出版社,2008.
  • 2Houben, A., Kakes, J. and G Schinasi, Towards a Framework for Safeguarding Financial Stability [ R], IMF Working Paper, 2004.
  • 3Crockett, A., 3"he Theory and Practice of Financial Slabihty [ C]. De Economist, 1996.
  • 4Citanna, A., Kajii, A. and A. Villanacci, Constrained Suboptimahty in Incomplete Markets: A General Ap- proach and Two Applications [ M], Economic Theory: 495- 521, 1998.
  • 5Aninat, Eduardo. Financial Innovation and Financial Stability: Striking a Balance [ R]. CEPALC International Conference, Towards Regional Currency Areas, Santiago, Chile, 2002, March 27.
  • 6Geithner, T. F., Risk Management Challenges in the U. S. Financial System, Remarks at the Global Associa- tion of Risk Professionals 7th Annual Risk Management Convention and Exhibition [ R], New York City, 28 February, 2006.
  • 7Kehoe, T. J. and D. K. Levine. Debt-Constrained Asset Markets [J]. Review of Economic Studies, 1993, Vol (60) : 865 - 88.
  • 8A. Krishnamurthy. Collateral Constraints and the Amplification Mechanism [ J]. Journal of Economic Theory, 2003, Vol. 111 (2): 277-292.
  • 9G. lrenzoni. Inefficient Credit Booms [ R]. Review of Economic Studies, forthcoming, 2008.
  • 10Bervas A. Financial Innovation and The Liquidity Frontier [ R]. Banque de France, Financial Stabihty Review - Special issue on liquidity, 2008, No. 11, February.

共引文献44

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部