風(fēng)險自留比例底線的挑戰(zhàn)
發(fā)布時間:2018-04-11 17:58
本文選題:發(fā)起機構(gòu) + 信貸資產(chǎn)證券化; 參考:《中國金融》2014年10期
【摘要】:正風(fēng)險自留的比例應(yīng)充分考慮基礎(chǔ)資產(chǎn)池的整體風(fēng)險;A(chǔ)資產(chǎn)池整體風(fēng)險可根據(jù)資產(chǎn)池加權(quán)的信用評級、資產(chǎn)池資產(chǎn)影子評級的分布綜合確定中國人民銀行與中國銀監(jiān)會于2013年12月31日就信貸資產(chǎn)證券化發(fā)起機構(gòu)風(fēng)險自留比例發(fā)布《公告》(2013第21號),《公告》明確規(guī)定信貸資產(chǎn)證券化發(fā)起機構(gòu)需保留一定比例的基礎(chǔ)資產(chǎn)信用風(fēng)險,該比例不得低于5%!豆妗穼⒂辛Φ卣{(diào)動商業(yè)銀行開展信貸資產(chǎn)證券化的積極性,并實現(xiàn)
[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
【作者單位】: 興業(yè)銀行投資銀行部;
【分類號】:F832.51
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