本文選題：銀行　切入點：不良資產(chǎn)證券化　出處：《安徽大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：不良資產(chǎn)證券化是近些年來發(fā)展較快的一種金融創(chuàng)新工具,該工具為商業(yè)銀行化解大量不良資產(chǎn)提供了新的方式,能夠在保證高效率、低成本的前提下,增加商業(yè)銀行的流動性,提供新的資金來源,改善商業(yè)銀行的資產(chǎn)結(jié)構(gòu),提高商業(yè)銀行的資本充足率,轉(zhuǎn)變商業(yè)銀行融資方式,降低不良資產(chǎn)對經(jīng)營安全的威脅。我國商業(yè)銀行不良資產(chǎn)證券化業(yè)務(wù)在2005年正式開展,但是隨著2008年金融危機的爆發(fā),該業(yè)務(wù)也一度停滯。近年來,伴隨著我國經(jīng)濟進入"新常態(tài)",經(jīng)濟改革不斷深化,商業(yè)銀行普遍面臨著不良資產(chǎn)總額和比率"雙生"的壓力。截止到2015年末,我國各家商業(yè)銀行的不良貸款總額達到了 12613億元,不良貸款率居高不下。因此,我國在2015年末重新啟動了商業(yè)銀行不良資產(chǎn)證券化的試點,中斷了 8年之久的業(yè)務(wù)迎來了新的發(fā)展契機。商業(yè)銀行不良資產(chǎn)證券化固然存在很多優(yōu)點,但是,其在實際開展過程中產(chǎn)生的諸多風(fēng)險也引起了各方的關(guān)注。作為發(fā)起人的商業(yè)銀行,在該業(yè)務(wù)中扮演著重要的角色,它們針對該業(yè)務(wù)中可能存在的風(fēng)險的防范措施對整個業(yè)務(wù)的成功與否起著重要的作用,因此,我們應(yīng)該更多的關(guān)注商業(yè)銀行對于不良資產(chǎn)證券化業(yè)務(wù)中存在的風(fēng)險的控制。ZH銀行于2016年5月26日正式向全國銀行間債券市場發(fā)行ZY 一期不良資產(chǎn)支持證券,發(fā)行規(guī)模到達了 3.01億元。本文以此次發(fā)行的不良資產(chǎn)支持證券為研究對象,對ZH銀行在該業(yè)務(wù)中的相關(guān)風(fēng)險控制問題進行研究。本文一共分為六章。第一章為緒論,介紹了本文的研究背景和意義、國內(nèi)外對于資產(chǎn)證券化的研究狀況、本文的研究思路與方法以及創(chuàng)新點。第二章是相關(guān)概念和基礎(chǔ)理論的介紹,對資產(chǎn)證券化的概念、我國商業(yè)銀行不良資產(chǎn)以及不良資產(chǎn)證券化的參與方和交易結(jié)構(gòu)、資產(chǎn)證券化的原理、風(fēng)險控制原理等做了詳細的描述。第三章介紹了本文研究的ZH銀行開展不良資產(chǎn)證券化相關(guān)業(yè)務(wù)的情況,對業(yè)務(wù)的參與方以及交易結(jié)構(gòu)進行了詳細的介紹。第四章則在梳理了 ZH銀行不良資產(chǎn)證券化風(fēng)險種類的基礎(chǔ)上,介紹了ZH銀行風(fēng)險控制的措施以及風(fēng)險控制中依舊存在的問題。第五章則是在第四章發(fā)現(xiàn)問題的基礎(chǔ)上,針對性的提出完善ZH銀行不良資產(chǎn)證券化業(yè)務(wù)風(fēng)險控制的措施,以期ZH銀行能夠順利開展該項業(yè)務(wù)。第六章是研究結(jié)論與展望,介紹了本文的研究結(jié)論、不足以及未來的研究展望。
[Abstract]:Non-performing asset securitization is a financial innovation tool developed rapidly in recent years. This tool provides a new way for commercial banks to dissolve a large number of non-performing assets and can guarantee high efficiency and low cost. To increase the liquidity of commercial banks, to provide new sources of funds, to improve the asset structure of commercial banks, to increase the capital adequacy ratio of commercial banks, and to change the mode of financing of commercial banks, To reduce the threat to operational security caused by non-performing assets. The non-performing asset securitization business of commercial banks in China was officially launched on 2005, but with the outbreak of the financial crisis in 2008, the business also stagnated once in recent years. With China's economy entering the "new normal" and the deepening of economic reform, commercial banks are generally facing the pressure of the total amount of non-performing assets and the ratio of "double students". Until end of 2015, The total amount of non-performing loans of commercial banks in China has reached one trillion two hundred and sixty-one billion three hundred million yuan, and the ratio of non-performing loans has remained high. Therefore, in end of 2015, China restarted the pilot project of non-performing asset securitization of commercial banks. The business, which has been interrupted for eight years, has ushered in a new opportunity for development. The securitization of non-performing assets of commercial banks, of course, has many advantages, but, Many risks arising from the actual development process have also attracted the attention of all parties. Commercial banks, as promoters, play an important role in the business. Their precautions against possible risks in the business play an important role in the success of the business as a whole, so, We should pay more attention to the risk control of commercial banks in the business of securitization of non-performing assets. ZH Bank formally issued ZY I non-performing asset-backed securities to the national interbank bond market on May 26th 2016. The issuance scale has reached 301 million yuan. This paper takes the non-performing asset-backed securities issued this time as the research object to study the related risk control problems of ZH Bank in this business. This paper is divided into six chapters. The first chapter is the introduction. This paper introduces the research background and significance of this paper, the research status of asset securitization at home and abroad, the research ideas and methods of this paper, as well as the innovation points. The second chapter is the introduction of related concepts and basic theories, the concept of asset securitization, The participants and transaction structure of non-performing assets and non-performing assets securitization of commercial banks in China, the principle of asset securitization, The principle of risk control is described in detail. Chapter three introduces the business of non-performing asset securitization in ZH Bank, which is studied in this paper. On the basis of combing the risk types of non-performing assets securitization of ZH Bank, Chapter 4th introduces in detail the participants of the business and the structure of the transaction. This paper introduces the measures of risk control in ZH bank and the problems that still exist in risk control. Chapter 5th puts forward the measures to improve the risk control of non-performing asset securitization business of ZH Bank on the basis of finding problems in Chapter 4th. Chapter 6th is the conclusion and prospect of the research, and introduces the research conclusions, shortcomings and future research prospects of this paper.
【學(xué)位授予單位】：安徽大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.51;F832.33

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