我国住房抵押贷款利率风险研究

蒋苗苗; 王宁

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我国住房抵押贷款利率风险研究

首发时间：2009-03-03

蒋苗苗 ¹ 王宁 ²

1、河海大学应用经济学系
2、安徽大学区域经济学系

摘要：国内外金融环境的变动和固定利率住房抵押贷款的推出使得住房抵押贷款面临较大的利率风险，对此研究显得尤为必要。本文围绕住房抵押贷款面临的利率风险，对固定利率房贷和浮动利率房贷两种不同贷款方式的利率风险进行对比分析，得出贷款方式的不同导致商业银行面临的风险不同，且固定利率房贷的利率风险大于浮动利率；接着文章利用存续期缺口模型对利率风险进行度量；最后文章四个方面给出了住房抵押贷款利率风险的应对机制。

关键词：住房抵押贷款利率风险度量应对机制

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The research on interest rate risk in Chinese mortgage loan

Jiang Miaomiao ¹ Wang Ning ²

1、Department of Applied Economics ,Hohai University
2、Department of Regional Economics ,Anhui University

Abstract：With the consummating and maturating of our country’s hosing- system ,the housing mortgage loan increased fast in China .But there’s some risks that can’t be avoided for personal housing mortgage loan ,because the amount of money is big and the fixed number of year is long .For these reasons ,it’s especially essential to strengthen the analysis and precautions for personal housing mortgage loan.This article focuses on the interest rate risk of personal housing mortgage loan, concretely analyzes the four manifestations of interest rate risk based on Basel new Capital Accord. Since 2006 our country promoted the fixed interest mortgage repayments ,it increased fast by now ,this article comparatively analyzes the interest rate risk of fixed and float interest mortgage repayments,at last we get the conclusion that the risk of fixed interest mortgage repayments is higher .Then this article mainly use the Static Notch Sensitivity Model and the Duration Gap Model to make quantitative analysis ,in this section use Nanjing Bank and China Merchants Bank as the demonstration analysis of Static Notch Sensitivity Model . Last the article will give the replying mechanism for the interest rate risk of housing mortgage loan from four parts.

Keywords： Mortgage loan Interest Rate Risk Measure Coping mechanisms

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蒋苗苗，王宁. 我国住房抵押贷款利率风险研究[EB/OL]. 北京：中国科技论文在线 [2009-03-03]. https://www.paper.edu.cn/releasepaper/content/200903-41.

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论文编号	200903-41
论文题目	我国住房抵押贷款利率风险研究
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