我国商业银行信贷资产证券化问题研究

发布时间：2018-07-07 08:49

本文选题：商业银行信贷资产证券化 + 效应分析　；参考：《华东理工大学》2017年硕士论文

【摘要】：我国商业银行信贷资产证券化主要经过自行探索期、规范发展期、发展停滞期、重启期和扩容期等发展历程,到目前为止已经取得了一定的发展。2015年资产证券化产品也保持较快增长的态势,产品的发行规模和参与范围在不断扩大,入池资产种类和结构创新已经更为丰富。本文通过归纳2005-2015年商业银行信贷资产支持证券的发行情况发现,公司类信贷资产支持证券仍然占据市场的主导地位；公司类信贷资产支持证券、个人住房抵押贷款类资产支持证券和个人汽车抵押贷款类资产支持证券占据90%以上的市场份额。本文构造资产证券化对商业银行效应分析的数学模型,得出如下结论：资产支持证券能够使得银行的收入和利润被放大、能够使得银行的信用总规模扩张和能够使得银行的经营风险被放大。通过历年银行数据的实证检验得出如下结论：由于管理体制等原因,目前我国信贷资产证券化对银行体系的收入放大、资产扩张和风险放大等效应还不明显。以单一银行--兴业银行为例,本文通过对2014和2015年发行数据进行定量分析得出的结论如下：对提升了资本充足率指标和对收入指标有一定的作用,而对三大流动性财务指标的影响并不显著。
[Abstract]:The securitization of credit assets in China ' s commercial banks has made some progress so far through the development of self - discovery period , normative development period , development stagnation period , restart period and expansion period .
The paper constructs the mathematical model of asset securitization for commercial bank effect analysis , and draws the conclusion that asset - backed securities can enlarge the income and profits of the bank . The conclusion is that asset - backed securities can enlarge the income and profits of the bank . The conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows :
【学位授予单位】：华东理工大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F832.51

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