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基于AHP与模糊综合评价的资产证券化风险测评 被引量:2

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摘要 次贷危机的重要启示是要加强证券及其衍生产品的风险监控与管理,文章提出一种基于对数最小二乘法求解指标权重的层次分析法(AHP)与模糊理论相结合的综合评价方法,对资产证券化过程中一些主要基础资产的证券化风险进行综合评价。所得评价结果符合实际,具有很强的有效性和可操作性。
出处 《财会月刊(中)》 2012年第12期51-53,共3页 finance and accounting monthly
基金 上海证券交易所第22期联合研究计划项目(编号:2011QTXM0978)资助
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  • 3European Central Bank (ECB), 2008, Covered Bonds in the EU Financial System, December.
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  • 5Schafer, Daniel, and Paul Davies, 2008, "Concems as 'Pfandbrief' market dries up," Financial Times, Oct. 7.
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  • 8Yoon, Al, 2008b, "US covered bond issuance seen pushed to 1st -qtr'09," Reuters, Oct. 21.
  • 9www.. fdic. gov/regulations/laws/federal/2008/08policy728. pdf
  • 10Basel Committee on Banking Supervision. December 2009. Strengthening the resilience of banking sector-consultative document.

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