The Contribution Quantity of Credit Enhancement of Financial Instruments with Asset-Backed Securitization Structure

摘要：

In the designing of the instruments with asset-backed securitization structure, the cost and contribution of different credit enhancement methods are varied greatlv which resoult the difficulties to find the proper combination of credit enhancement structure. Considering the contribution quantin of credit enhancement sructure, the proper credit enhancement combination can be find using the method of programming where the restriction is credit enhancement cost.

关键词： Asset-Backed Securitization Structure Credit enhancement structure Cost Contribution

作者: Dedong Zhang Li Zhang Yuantao Song

作者单位: Postdoctoral Programme, Bank of Beijing, Beijing, 100081, China School of Information Technology and Management Engineering, University of International Business an College of Engineering, Graduate University of Chinese Academy of Sciences, Beijing, 100049, China

会议类型: 国际会议

会议名称: The Second International Conference on Business Intelligence and Financial Engineering(BIFE 2009)(第二届商务智能与金融工程国际会议)

会议地点: 北京

会议语种:英文

页码: 686-690

在线出版日期: 2009-07-24（万方平台首次上网日期，不代表论文的发表时间）