Abstract
At a time when the scale of credit asset securitization in commercial banks has
achieved rapid growth, it is of great significance to explore the micro motivation of
commercial banks adopting credit asset securitization and micro effect of credit asset
securitization business on commercial banks. Which may bring more rational use of the
innovative financial instrument in commercial banks and boost the transformation in
banking industry in the future.
With the support of the combination of theoretical and empirical research methods,
the micro motivation of commercial banks adopting credit asset securitization and
micro effect of credit asset securitization business on commercial banks were discussed
first. Then the research drew the conclusion that the micro motivation of credit asset
securitization on commercial banks is different from theoretical analysis, which is not
one comprehensive decision based on micro operation ability, profitability and
innovation ability. Credit asset securitization may improve the operation capacity of
commercial banks to a certain extent and strengthen the innovation of commercial
banks, but it had a negative impact on the profitability level of commercial banks. On
account of the differences between empirical research and theoretical analysis, the
paper gave the possible explanation according to the actual situation, and contacted the
problems existing in development momentum, market investors and legal environment,
and finally, put forward relevant suggestions from the perspective of commercial banks
and regulatory levels.
Due to the short development time, inadequate business specifications in
commercial banks in China and the lack of relevant data disclosure, there may be some
shortcomings in the study of this paper. However, this paper inspected and verified the
empirical aspect and put forward targeted reason explanations and policy
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recommendations, which may be a useful supplement to the research level.
Keywords: commercial bank; credit asset securitization; micro motivation; micro
effect
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目录
摘 要..............................................................I
Abstract...........................................................II
1 导 论.............................................................1
1.1选题的背景、意义和目的........................................1
1.1.1选题背景..................................................1
1.1.2研究意义..................................................1
1.1.3研究目的..................................................2
1.2文献综述......................................................3
1.2.1关于商业银行资产证券化动机的研究..........................3
1.2.2关于资产证券化对商业银行影响效应的研究....................3
1.3研究思路与研究方法............................................4
1.3.1研究思路..................................................4
1.3.2研究方法..................................................5
1.4 创新点与不足之处..............................................6
1.4.1本文的创新点..............................................6
1.4.2本文的不足之处............................................6
2 相关概念与理论基础................................................7
2.1 相关概念界定..................................................7
2.1.1资产证券化的概念..........................................7
2.1.2商业银行信贷资产证券化概念................................7
2.1.3商业银行信贷资产证券化的种类..............................7
2.2理论基础......................................................8
2.2.1现金流分析原理............................................8
2.2.2资产重组原理..............................................8
2.2.3风险隔离原理..............................................8
2.2.4信用增级原理..............................................9
IV
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