【摘要】 结合理论模型 ,对股票质押贷款组合进行了实证分析 ,所得的结论是 :经过模型调整后的贷款组合的风险值普遍低于未调整组合的风险值 ,而质押率和贷款金额普遍高于未调整的贷款组合的质押率和贷款金额 ,从而实现了在一定条件下风险的有效规避 .更多还原

【Abstract】 Using the models of the stock mortgage loan portfolio, the simulation and empirical study of the stock mortgage problem are carried out. The results are (1) the risk of the portfolio adjusted by the model is lower than that of the no-adjusted; (2) the mortgage rate and the loan amount, which are calculated by the model, are both higher than that of the no-adjusted, thus achieving the goal of hedging risk.更多还原