| 1. | Chapter one of this paper presents the basic concept of mbs and its characteristics 本文第一章阐述住房抵押支持证券的基本内涵。 |
| 2. | There is also another way in which owners of mortgage - backed securities could be hurt 还有一个可能让抵押支持证券持有者受打击的方面。 |
| 3. | But one of the emphases for mortgage - backed securities ( mbs ) to be exchanged is to price them appropriately 但住房抵押支持证券投入交易的一个重点就是对其做出恰当的定价。 |
| 4. | Chapter four puts forward the policy suggestion in terms of problems perplexing the pricing of our country ' s mbs 第四章从我国住房抵押支持证券的定价中面临的各种问题,提出政策建议。 |
| 5. | Loans with similar levels of risk are grouped together and then sold to investors worldwide as mortgage - backed securities 风险相同的贷款被打包后作为抵押支持证券卖给世界各地的投资者。 |
| 6. | Denmark ' s approach allows mortgage - backed securities to be standardised into large pools , which makes them more liquid and attracts investors 丹麦模式使房产抵押支持证券可以标准化,组成庞大的资产池,这即增加了证券的流动性,也增加了对投资者吸引力。 |
| 7. | For example , the case coded nc 2005 - he 4 of credit suisse first boston is a good case . offering amount is 400 million , and have 16 trenches and cap and swap in the structure 根据国外的研究,大部分的资产支持证券和住房贷款抵押支持证券采用浮动利率,信用评级为aaa级且久期( duration )较短。 |
| 8. | Even the design is comprehensive ; client will have more structure to fit their requirement . in the past few years , as lack of professional staff and limitation of law 不同类型的资产支持证券和住房贷款抵押支持证券有不同的特点,所采用的结构也不尽相同,其目的就是为了设计出具有不同期限结构和 |
| 9. | It is the basis of oas to construct zero coupon yield curve and define interest rate term factors model . the key of oas is to select a kind of interest rate scenario simulation and evaluation methodology fitting abs / mbs 其中,零息票收益曲线的构造和利率期限因素模型的定义是期权调整利差法的基础;选择适合资产抵押支持证券的利率情景模拟技术和估价技术是其关键。 |
| 10. | By the way of quantitative and qualitative analysis , this paper presents some pricing models suitable to our country s mbs , and then makes some advice for the securitisation of the home mortgage of our country from perspective of pricing 本文通过定量与定性相结合的方法研究适合我国住房抵押支持证券的定价模型,进而从定价角度对我国的住房抵押贷款的证券化提出建议。 |