| 资产证券化对银行稳定性的影响研究 |
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| 引用本文： | 于静.资产证券化对银行稳定性的影响研究[J].武汉理工大学学报(信息与管理工程版),2008,30(6). |
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| 作者姓名： | 于静 |
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| 作者单位： | 上海交通大学经济学院,上海,200030 |
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| 基金项目： | 国家自然科学基金杰出青年科学基金
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| 摘 要： | 利用资产证券化模型,分析研究了资产证券化对银行稳定性的影响.研究发现,随着清偿成本和风险转移成本的下降,以及流动性增强,银行承担的保留风险将增加,不能增强银行的稳定性;如果管理者施加一定的资本要求,在清偿成本较大的情况下,能在一定程度上增加银行的稳定性;而当清偿成本趋于零时,银行破产的概率将是1.只有增加银行的破产成本,才能增强银行的稳定性.
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| 关 键 词： | 资产证券化 清偿成本 风险转移成本 银行稳定性 |
Research on the Influence of Asset Securitization upon Banking Stability |
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| YU Jing.Research on the Influence of Asset Securitization upon Banking Stability[J].Journal of Wuhan University of Technology(Information & Management Engineering),2008,30(6). |
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| Authors: | YU Jing |
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| Affiliation: | YU JingSchool of Economics,hanghai Jiaotong University,Shanghai 200030,China. |
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| Abstract: | The model of asset securitization was used to analyze the influence of asset securitization on banking stability.It is found that with the decline of liquidation costs and risk transfer costs,the remaining risk that a bank undertakes will increase,which cannot guarantee the stability of the bank.If regulators impose some capital requirements,the bank can increase its stability when liquidation costs are relatively large.However,the probability of bankruptcy will be one when liquidation costs go to zero.Only... |
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| Keywords: | asset securitization liquidation cost risk transfer cost banking stability |
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