1.MBS: Mortgage - Backed Security . Security backed by a pool of... Obligation. A debt security backed by a pool of commercial loans. 之前...
...in U.S. government debt and is on track to buy $1.25 trillion in mortgage - backed securities plus $175 billion in debt from government- backed mortgage companies. 那...
所謂的RMBS(Real Estate Mortgage Backed Securities ,中文翻作「不動產抵押證券」),其原理是將多個不同的不動產貸款包裝在一起...
...growth of lightly regulated derivative instruments based on mortgage backed securities , such as collateralized debt obligations and credit default ...
...期房貸收起來,通過(pass through)銀行再支付給投資人,因此MBS也可以稱呼為 Mortgage pass through securities 。 2. tax- backed debt obligations稅收擔保債權憑證;revenue bonds可翻作自償性公債...
T-bill 一般被歸類為無風險資產,其yield視到期期間及當時市況而定! MBS 面臨的風險較多,一般在估算yield時,會以同年期的無風險資產報酬率加上"信用貼水、流動性貼水..."!其公式大約為:MBS殖利率=T-bill 殖利率+信用風險貼水+流動性風險貼水...
...確保美國境內有足夠的房屋貸款供給潛在買屋者,也會不定期發放不動產抵押證券( Mortgage Backed Securities , MBS)。 4. Freddie:是Federal Home Loan...
... Backed Securities )、RMBS(Residential Mortgage - Backed Securities )及CMBS(Commercial Mortgage - Backed Securities ...
... to surface, since the sub-housing credit crisis, investors in mortgage - backed securities began to lose confidence in the value, triggering a liquidity crisis...
...產品。 一般而言,與不動產抵押貸款相關之債權證券化商品,稱之為 MBS( Mortgage Backed Securities ;而非不動產抵押貸款債權之證券化商品,則稱之為 ABS(Asset Backed ...