风险自留比例底线的挑战

发布时间：2018-04-11 17:58

本文选题：发起机构 + 信贷资产证券化　；参考：《中国金融》2014年10期

【摘要】：正风险自留的比例应充分考虑基础资产池的整体风险。基础资产池整体风险可根据资产池加权的信用评级、资产池资产影子评级的分布综合确定中国人民银行与中国银监会于2013年12月31日就信贷资产证券化发起机构风险自留比例发布《公告》(2013第21号),《公告》明确规定信贷资产证券化发起机构需保留一定比例的基础资产信用风险,该比例不得低于5%。《公告》将有力地调动商业银行开展信贷资产证券化的积极性,并实现
[Abstract]:The proportion of positive risk retention should fully consider the overall risk of the base asset pool.The overall risk of the underlying asset pool can be weighted by the credit rating of the asset pool,The Distribution of assets Shadow rating in Asset Pool Comprehensive determination the people's Bank of China and the China Banking Regulatory Commission issued on December 31, 2013, the risk retention ratio of the initiating institutions of credit asset securitization ("notice") / No. 21 (2013), which is clearly stipulated in the "notice".Credit asset securitization sponsors need to retain a certain proportion of the credit risk of basic assets,The proportion shall not be lower than 5. The announcement will mobilize the enthusiasm of commercial banks to carry out credit asset securitization and realize
【作者单位】：兴业银行投资银行部;
【分类号】：F832.51

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