本文選題：商業(yè)銀行　切入點(diǎn)：資產(chǎn)證券化　出處：《上海外國語大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：20世紀(jì)70年代,資產(chǎn)證券化興起,隨后它在全世界的范圍內(nèi)快速發(fā)展。隨著全球經(jīng)濟(jì)的不斷發(fā)展,國內(nèi)的商業(yè)銀行也面臨著諸多挑戰(zhàn),國內(nèi)的商業(yè)銀行在經(jīng)營和管理活動(dòng)中,一般都會(huì)有資產(chǎn)的流動(dòng)性差、資本充足率過低、資金的來源太過單一的問題,信貸資產(chǎn)證券化作為一種新型金融工具,可以給這些問題提供一些新的解決方案。2005年,我國開始了信貸資產(chǎn)證券化的試點(diǎn),中國建設(shè)銀行和國家開發(fā)銀行是第一批試點(diǎn)單位,中國建設(shè)銀行發(fā)行了建元一期資產(chǎn)支持證券,國家開發(fā)銀行發(fā)行了開元一期資產(chǎn)支持證券。在資產(chǎn)證券化推出不到三年之際,美國爆發(fā)了次貸危機(jī),中國經(jīng)濟(jì)也受到影響,資產(chǎn)證券化試點(diǎn)暫停,在暫停近四年之后重啟。商業(yè)銀行進(jìn)行信貸資產(chǎn)證券化可以幫助其降低融資成本、調(diào)節(jié)資產(chǎn)負(fù)債結(jié)構(gòu)、釋放監(jiān)管資本、盤活不良資產(chǎn),在一定程度上提高經(jīng)營管理的效率,本文在考慮了商業(yè)銀行經(jīng)營績效的基礎(chǔ)上,分析了商業(yè)銀行信貸資產(chǎn)證券化對銀行發(fā)展產(chǎn)生的影響,研究可以為商業(yè)銀行信貸資產(chǎn)證券化提供參考價(jià)值。本文以國內(nèi)商業(yè)銀行為研究對象。首先,介紹了研究背景和研究意義,并從國內(nèi)外兩個(gè)角度進(jìn)行了綜述;然后,對概念進(jìn)行界定,闡述了基本理論:資產(chǎn)證券化的運(yùn)作機(jī)理,信貸資產(chǎn)證券化的相關(guān)理論,商業(yè)銀行經(jīng)營績效相關(guān)理論;接下來,對我國商業(yè)銀行信貸資產(chǎn)證券化發(fā)展歷程和現(xiàn)狀進(jìn)行分析,以及對信貸資產(chǎn)證券化作用于商業(yè)銀行的經(jīng)營績效的運(yùn)行機(jī)制進(jìn)行了分析;隨后,進(jìn)行了信貸資產(chǎn)證券化對商業(yè)銀行經(jīng)營績效影響的實(shí)證研究,研究結(jié)果表明信貸資產(chǎn)化對商業(yè)銀行的盈利性和流動(dòng)性有利,但是信貸資產(chǎn)證券化在特定的情況下不利于商業(yè)銀行的風(fēng)險(xiǎn)防范;最后對全文的內(nèi)容進(jìn)行了總結(jié)和分析,提出了相關(guān)的政策和建議。
[Abstract]:In the 1970s, asset securitization rose, and then it developed rapidly all over the world. With the continuous development of global economy, domestic commercial banks are also facing many challenges, domestic commercial banks in the management and management activities, There are generally problems with poor liquidity, low capital adequacy, too single sources of funding, and securitization of credit assets, as a new financial instrument, that can provide some new solutions to these problems. China began the pilot project of credit asset securitization. China Construction Bank and China Development Bank were the first batch of pilot units. China Construction Bank issued Jianyuan I asset-backed securities. The China Development Bank issued Kaiyuan I asset-backed securities. Less than three years after the launch of asset securitization, the United States broke out the subprime mortgage crisis, the Chinese economy was also affected, and the pilot project of asset securitization was suspended. After nearly four years of suspension, commercial banks can resume securitization of credit assets, which can help them to reduce their financing costs, adjust the structure of assets and liabilities, release regulatory capital, revitalize non-performing assets, and to a certain extent improve the efficiency of operation and management. On the basis of considering the performance of commercial banks, this paper analyzes the impact of credit asset securitization on the development of commercial banks. The research can provide the reference value for the commercial bank credit asset securitization. This paper takes the domestic commercial bank as the research object. First, introduces the research background and the research significance, and carries on the summary from the domestic and foreign two angles; then, Define the concept, expound the basic theory: the operation mechanism of asset securitization, the related theory of credit asset securitization, the commercial bank management performance correlation theory; next, This paper analyzes the development course and present situation of credit asset securitization of commercial banks in China, and analyzes the operating mechanism of credit asset securitization acting on the management performance of commercial banks. An empirical study on the impact of credit asset securitization on the performance of commercial banks is carried out. The results show that credit asset securitization is beneficial to the profitability and liquidity of commercial banks. However, the securitization of credit assets is not conducive to the risk prevention of commercial banks under certain circumstances. Finally, the paper summarizes and analyzes the content of the full text, and puts forward relevant policies and suggestions.
【學(xué)位授予單位】：上海外國語大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.4;F832.51;F830.42

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