按揭贷款中基于提前偿付模型的利息损失分析

Analysis of Interest Loss in Mortgage Loans Based on Early Payment Model

基于两类提前偿付概率模型分析了不同支付模式下利息损失的计算,并从损失更小的角度判断支付模式的优劣,同时基于等差本金支付探讨其他可能存在的更优支付模式.就一个贷款案例,对4种支付方案给出了利息损失计算的数值模拟,类似的计算手段提供了在客户提前偿付发生时进行个案的损失核算之外的宏观上定量评估的依据,并为银行进行按揭风险控制提供了理论工具,也对银行研发更优的按揭支付模式指出了新思路.

Based on two types of early payment probability models,the calculation of interest loss under different payment modes is analyzed,and the advantages and disadvantages of the payment modes are judged from the perspective of smaller losses.At the same time,other possible better payment modes are discussed based on the arithmetic principal payment.Numerical simulations of interest loss calculations for a loan case are given for four payment schemes.Similar calculation methods provide a basis for macro-quantitative assessments in addition to the case’s loss calculation when the customer’s advance payment occurs,and provide the bank with the basis for quantitative evaluation Mortgage risk control provides theoretical tools and also points out new ideas for banks to develop better mortgage payment models.