Yokungotaura zvandakatonga pamusoro nemabhengi rwezvemabhengi mabasa ari macroeconomic zvakatipoteredza

Zvinonyatsozivikanwa kuti chinokosha chikuru kuti hurukuro pamusoro nemabhengi rwezvemabhengi mabasa, kungotarira pakudzidza munhu masangano zvemari, izvo zviri chakaipa kosi bhizimisi haina chete nechinetso yokushaya solvency, liquidity uye kutsiga, miscalculated ngozi dziri rwezvemabhengi zvebhizimisi uye zvadaro akazivisa kusauka . Kazhinji zvinoitika kuti masangano aya havaratidzi vakakwanisa, dzimwe nguva uchapupu zvemari kubiridzira kunge kuzivikanwa. The Kuongororwa ezvinhu akadaro zvekumashure akabvumira kuti pave zvikanganiso ari hurongwa vachiongorora vogadzirisa rwezvemabhengi.

Chinangwa pfungwa iyi asingadi kuedza kuongorora marudzi ose rwezvemabhengi mabasa kana kuti kuziva zvinokonzera insolvency kana kusauka zvimwe mabhanga ezvokutengeserana, zvikurukuru nokuti hapana vaviri zvachose kufanana, zvose zvemukati uye zvimwewo ezvinhu uye zvikonzero kukanganisa mamiriro kubhangi, izvo zvinogona kushandiswa nokuti kuenzanisa, kubhangi iri nematambudziko pamwe nomuedzo ano bhengi. Uye kunyange kana wakadaro kuongorora ahwo vari zvakakwana kujeka, sezvo zvichaita chete kuti ramangwana. Uyezve, kutaura nemabhengi rwezvemabhengi basa, zvinofanira kucherechedzwa kuti zvose zvokutenga mabhanga anoshanda ari dzichichinja mamiriro ezvoupfumi kufungidzira kuti mwero wakati mukana yakakwana harisi chete zvichibvira, asiwo chete zvingakonzera akasiyana nezvainoita kana rimwe bhengi. Dzomunyika zvikonzero, chinonyanya kukosha inova pamahombekombe utariri hurongwa, pakukwanisa kwayo, kukwanisa zvakanaka kushandisa zvinowanikwa mari uye kuona migumisiro sarudzo uye remapazi tiri zvakasiyana mumwe nomumwe bhengi.

Pasinei ichangobva kutaurwa zviri kushanda zvose pane mukana, kutaura pamusoro nemabhengi rwezvemabhengi mabasa, kuti vaise zviratidzo mabhanga kusauka, uye gare gare kusiyiwa, hwuchavapano zvikurukuru pamusoro quantitative coefficient kuongorora mashoko zvemari vaiona masangano. Chinangwa ndechokuti kuratidza kuvapo mudanga causal ukama pakati kuchinja macroeconomic kwezvakatipoteredza, mamiriro nemabhengi ari rwezvemabhengi gadziriro, dzinoongorora matambudziko nezvokuti kuti nokuvhara ezvokutengeserana mabhanga ari mamiriro ezvinhu akadaro. Muchiitiko chino, kuongorora matambudziko ichi chipimo, tinorondedzera wegore ndingangokuvara default ezvokutengeserana mabhanga ne nzira nhambo, semubairo kukarukureta kuti achawana discrete akagadzirwa nenhamba wepagore. Kuenzanisa kwavo macroeconomic zviratidzi kubvumira kuti kuisa uye kuzosimbisa kuvapo ukama hwakadaro. Zvinofanira kufunga kuti nhamba iyi chinokuvadzwa husingaoneki uye rinoshandisirwa bedzi mberi kuenzanisa wegadziriro anochinja mamiriro ezvokutengeserana mabhanga ne vakasarudzwa macroeconomic zviratidzo. Achitaura zvakananga pamusoro nemabhengi rwezvemabhengi mabasa, zvinganzi nharo kuti nhamba iyi zvinoratidza sei, ari kupiwa karenda gore yachinja ndingangokuvara default of ezvokutengeserana mabhanga, zvimwe zvinhu zvose ari vakaenzana (zvose zvemukati uye kwokunze) chete zvichienderana uwandu liquidated mabhanga.

Zvinofanira kucherechedzwa kuti nzira nguva rinoshandiswa chaizvo Modelling uye kudzidza correlations ekudzidza defaults kune imwe aizviti kukosha pakati zvavo dzinoongorora ndingangokuvara default Portfolio rinonzi twa-ukoshi nzira iri dzakawanda tsika.

Uyezve nzira kuti nguva kuti vawane mhinduro yakafanana rinogona kushandiswa vaifanira kunge nzira (kufadza mukana nzira).