| 我国商业银行资产证券化的研究 |
| |
| 引用本文： | 王峻.我国商业银行资产证券化的研究[J].武汉理工大学学报(信息与管理工程版),2006,28(2):114-118. |
| |
| 作者姓名： | 王峻 |
| |
| 作者单位： | 兴业银行,深圳分行,广东,深圳,518000;厦门大学,经济学院,福建,厦门,361005 |
| |
| 摘 要： | 随着我国商业银行资产负债期限结构错配导致流动性风险隐患的日益增强,以及银行监管所要求的资本量增加,使得作为风险转移方式之一的信贷资产证券化应运而生。资产证券化作为一种解决银行资产流动性问题的金融创新工具,使银行信贷风险向资本市场转移,使直接融资向间接融资转化,促使货币市场与资本市场日益融合,从而实现风险转移与风险融资的双重目标。通过对资产证券化定义、类型、基本结构、运作程序及其金融效率的分析,结合我国商业银行信贷资产特点,在国际比较的基础上探讨了我国商业银行开展信贷资产证券化的必要性及可能性;并就如何实施我国商业银行资产证券化提出了初步构想与对策建议。
|
| 关 键 词： | 资产证券化 发起人 特殊目的机构 抵押担保证券 资产支持证券 信用增级 |
| 文章编号： | 1007-144X（2006）02-0114-05 |
| 收稿时间： | 2005-09-05 |
| 修稿时间： | 2005年9月5日 |
Asset Securitization of Commercial Bank in China |
| |
| Wang Jun.Asset Securitization of Commercial Bank in China[J].Journal of Wuhan University of Technology(Information & Management Engineering),2006,28(2):114-118. |
| |
| Authors: | Wang Jun |
| |
| Affiliation: | Industrial Bank of China, Shenzhen Branch, Shenzhen 518000, China |
| |
| Abstract: | As the liquidity risk arising from the mismatch of credit assets to debts expands and the supervision capital by bank increases,credit asset securitization is an inevitable choice for Chinese commercial bank to enhance the credit asset liquidity.Asset securitization is an innovational solution to credit assets liquidity.It transfers credit asset risk into capital market and combines money market and capital market by promoting indirect financing successfully.Definition,operation process and effects of asset securitization are discussed.And some countermeasures for asset securitization in Chinese Commercial Bank are put forward. |
| |
| Keywords: | asset securitization sponsor special purpose vehicle mortgage-backed securities asset-backed security credit enhancement |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
