j9九游会

上 海 大 学 经 济 学 院
外洋学者报告第119期,总第269期

演讲人：陈颖博士 (Eversping Capital, New York)
时间：2017年6月19日（周一）下昼14:00--15:30
所在：校本部东区经管大楼520聚会室
演讲问题：2008金融；；；；捌溆庠
主理：j9九游会经济学院
            中国社会科学院-上海市人民政府 上海研究院
           j9九游会经济学院青联会
           j9九游会金融信息研究中心

Abstract:
After an overview of 2008 financial crisis originated from the US subprime mortgage crisis, we introduce one of the most widely used fixed income products, Mortgage Backed Securities (MBS) that played a central role in this crisis. We then discuss their pricing procedures, consisting of Option Adjusted Spread (OAS) analysis and prepayment modeling. We also explain some challenges in the procedure. After that, we will explore some general features of the current financial market and examine risks that may trigger the next financial crisis.