摘要
随着中国信用风险的逐步显性化,民营企业债的信用违约风险问题逐渐成为市场关注的热点。本文以中期票据为例,构建并分析了民营企业中期票据发行利率溢价曲线及其影响因素,并对利率溢价曲线未来走势进行了预测。
As China's credit risks become ever more obvious, attention has focused on the credit default risk of bonds issued by private enterprises. This article looks at the interest rate premium of medium term notes issued by private enterprises. It analyzes the factors that may affect the interest rate curve and makes predictions on future developments.
出处
《金融市场研究》
2014年第8期101-108,共8页
Financial Market Research
关键词
民营企业
中期票据
利率溢价
private enterprises,medium term notes,interest rate premium