摘要
经分析研究,次此美国次贷危机所呈现的特征:一是低利率政策导致;二是多重关系下的利益链导致;三是次贷产品自身的陷缺和操作漏洞。给我国银行业的启示是:1.银行在开发和参与任何结构性金融产品前,必须深刻理解定价模型背后的各种参数及其对潜在风险的影响;2.应不断对自身的流动性进行压力测试;3.应结合与动态市场紧密关联的分析工具加强尽职分析。
Through the analysis and research, the features of American subprime mortgage crisis are ： the first is the policy of low interest rate ; the second is interest chain under multiple relationships ; the third is shortage of subprime mortgage goods and improper operations. Its implications to the bank industry are： 1. banks are required to thoroughly understand different kinds of parameters behind the fixed price model its influence on the potential risks before exploiting and participating in the structural financial goods; 2. banks should unceasingly carry out the pressure test about their fluidity ; 3. strengthen the duty fulfillment analysis of the analysis instrument integrated with the dynamic market.
出处
《贵阳学院学报（社会科学版）》
2009年第1期94-97,共4页
Journal of Guiyang University:Social Sciences
关键词
次贷危机
风险管理
流动性过剩
subprime mortgage crisis
risk management
fluidity surplus
