国内信贷资产证券化市场的投资困局与应对之策被引量：1

Domestic Credit Asset Securitization Market: The Investment Dilemma and Countermeasures

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摘要本文分析了信贷资产证券化违约率、早偿率与基础资产的回收率等相关要素的缺失给投资者信贷资产证券化估值带来的困局,并从信息披露、产品的标准化与公共信用数据库建设等方面提出市场建设建议。 In this paper, we analyze the investment dilemma of the valuation of credit asset securitization products which result from the missing data of the default rate, the prepayment rate and recovery rate, and make advices on information disclosure, standardized products and the construction of the internal and public credit database regarding credit asset securitization market.

作者周大胜戴晓渊

机构地区兴业银行投资银行部

出处《金融市场研究》 2014年第5期71-76,共6页 Financial Market Research

关键词信息披露违约率早偿率回收率 information disclosure,default rate,prepayment rate,recovery rate

分类号 F832.51 [经济管理—金融学] F832.4 [经济管理—金融学]

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参考文献1

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