民间借贷网络化的利率期限结构和敏感性分析
Interest rate term structure and sensitivity analysis under private lending networking
传统民间借贷已出现了网络化发展的趋势。以利率期限结构为视角，本文对民间借贷和网贷利率的期限结构偏好进行了对比。研究发现，虽然二者的期限结构都呈"U"型，但水平和拐点有显著区别。利用主成分方法分别提取了二者的主因子，并用数值例子考察了如何根据敏感度管理投资组合的利率风险。最后，对规范网络借贷健康发展提出对策建议。
he networking trend of private lending has been formed. We compare interest rates term preferences of private and network lending. The study found that maturity structure both are "U" type, but level and turning point have differences. Using principal component method, we extracted main factors respectively. a numerical example is investigated according to interest rate sensitivity. Finally, the suggestions of network lending healthy development are put forward.
朱宗元
财政、金融
金融学民间借贷利率期限结构敏感度分析
FinancePrivate LendingInterest Rate Term StructureSensitivity Analysis
朱宗元.民间借贷网络化的利率期限结构和敏感性分析[EB/OL].(2016-10-08)[2025-08-02].http://www.paper.edu.cn/releasepaper/content/201610-16.点此复制
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