本文選題：商業(yè)銀行 + 信貸資產(chǎn)證券化�。� 參考：《上海外國語大學(xué)》2017年碩士論文

【摘要】：資產(chǎn)證券化是20世紀(jì)70年代以來世界金融領(lǐng)域發(fā)展最迅速的創(chuàng)新工具之一,隨著經(jīng)濟全球化的飛速發(fā)展,資產(chǎn)證券化不斷得到推廣和深化,為金融市場注入了源源不斷的活力,我國于2005年開啟了信貸資產(chǎn)證券化的試點,我國各銀行相繼發(fā)行了多個信貸資產(chǎn)證券化產(chǎn)品。作為一種結(jié)構(gòu)性融資活動,它必然會對其發(fā)行主體產(chǎn)生一定的影響,因此,本文旨在對信貸資產(chǎn)證券化產(chǎn)品對我國商業(yè)銀行產(chǎn)生的財務(wù)效應(yīng)影響進(jìn)行研究,并根據(jù)研究結(jié)論,對我國商業(yè)銀行未來更加深入地開展信貸資產(chǎn)證券化業(yè)務(wù)提出一些建議。本文通過選擇我國上市銀行中已發(fā)行過信貸資產(chǎn)證券化產(chǎn)品的銀行的相關(guān)財務(wù)數(shù)據(jù),對我國商業(yè)銀行信貸資產(chǎn)證券化的財務(wù)效應(yīng)進(jìn)行研究。首先,在梳理了相關(guān)文獻(xiàn)的基礎(chǔ)上,介紹了信貸資產(chǎn)證券化的相關(guān)理論,包括運作原理,相關(guān)參與主體,交易機制等等;然后對我國信貸資產(chǎn)證券化的發(fā)展歷程、發(fā)行規(guī)模、二級市場情況以及在我國的發(fā)展特點進(jìn)行概括和介紹;然后結(jié)合信貸資產(chǎn)證券化的運作原理,分析其發(fā)揮財務(wù)效應(yīng)的內(nèi)在機制和理論基礎(chǔ);再通過運用全面FGLS的方法對我國商業(yè)銀行信貸資產(chǎn)證券化產(chǎn)生的財務(wù)效應(yīng)進(jìn)行實證分析。結(jié)果顯示,從總體上來看有效的改善了其財務(wù)效應(yīng),其中明顯的改善了流動性效應(yīng)和安全性效應(yīng),而盈利性效應(yīng)改善作用并不明顯;最后結(jié)合我國發(fā)展實踐以及國際上的先進(jìn)經(jīng)驗,分別從銀行層面和市場環(huán)境層面提出改善的相關(guān)建議,包括大力推進(jìn)信貸資產(chǎn)證券化業(yè)務(wù)發(fā)展、適度擴大基礎(chǔ)資產(chǎn)范圍和類型、靈活調(diào)整次級檔證券比重、全面加強風(fēng)險識別與管控、完善法律監(jiān)管體系、積極推動二級市場發(fā)展等。
[Abstract]:Asset securitization is one of the most rapidly developing innovative tools in the world financial field since the 1970s. With the rapid development of economic globalization, asset securitization has been continuously promoted and deepened, which has injected a continuous stream of vitality into the financial market. In 2005, China launched a pilot project of credit asset securitization, and many credit asset securitization products were issued by Chinese banks one after another. As a kind of structured financing activity, it will inevitably have a certain influence on its issuer. Therefore, this paper aims to study the financial effect of credit asset securitization products on commercial banks in China, and according to the conclusion of the study, Some suggestions are put forward for the further development of credit asset securitization by Chinese commercial banks in the future. This paper studies the financial effects of credit asset securitization of Chinese commercial banks by selecting the relevant financial data of the banks that have issued the securitization products of credit assets in the listed banks of our country. First of all, on the basis of combing the relevant literature, this paper introduces the relevant theories of credit asset securitization, including the operational principle, relevant participants, transaction mechanism, etc.; then, the development of credit asset securitization in China, issuing scale, etc. The situation of the secondary market and the characteristics of its development in China are summarized and introduced, and then the internal mechanism and theoretical basis of the financial effect of credit asset securitization are analyzed in combination with the operating principle of the securitization of credit assets. The financial effects of credit asset securitization of commercial banks in China are analyzed empirically by using the method of comprehensive FGLS. The results show that, on the whole, the financial effect is improved effectively, among which the liquidity effect and safety effect are obviously improved, but the profitability effect is not obvious. Finally, combining the development practice of our country and the international advanced experience, the paper puts forward the relevant suggestions from the bank level and the market environment level, including vigorously promoting the development of the credit asset securitization business, and expanding the scope and type of the basic assets moderately. Adjust the proportion of secondary securities flexibly, comprehensively strengthen risk identification and control, improve the legal regulatory system, and actively promote the development of the secondary market.
【學(xué)位授予單位】：上海外國語大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.51;F830.42

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 李志輝;黃璐;李叢文;;資產(chǎn)證券化對銀行流動性、貸款供給和穩(wěn)定性的影響[J];金融經(jīng)濟學(xué)研究;2016年03期

2 福建銀監(jiān)局南平分局課題組;郭春松;謝靜欽;;銀行信貸資產(chǎn)證券化流動性風(fēng)險及監(jiān)管模式研究——基于系統(tǒng)協(xié)同論視角的分析[J];金融監(jiān)管研究;2015年12期

3 鄒曉梅;張明;高蓓;;資產(chǎn)證券化與商業(yè)銀行盈利水平:相關(guān)性、影響路徑與危機沖擊[J];世界經(jīng)濟;2015年11期

4 王文娜;;商業(yè)銀行推行住房抵押貸款證券化內(nèi)在動力不足的微觀分析[J];經(jīng)濟師;2015年07期

5 丁冬;鄭風(fēng)田;;撤點并校:整合教育資源還是減少教育投入?——基于1996—2009年的省級面板數(shù)據(jù)分析[J];經(jīng)濟學(xué)(季刊);2015年02期

6 李佳;;資產(chǎn)證券化的流動性擴張:理論基礎(chǔ)、效應(yīng)及缺陷[J];財經(jīng)科學(xué);2014年04期

7 張明;鄒曉梅;高蓓;;中國的資產(chǎn)證券化實踐:發(fā)展現(xiàn)狀與前景展望[J];上海金融;2013年11期

8 沈瑾;;我國商業(yè)銀行開展信貸資產(chǎn)證券化的趨勢分析[J];時代金融;2013年15期

9 劉琪林;李富有;;資產(chǎn)證券化與銀行資產(chǎn)流動性、盈利水平及風(fēng)險水平[J];金融論壇;2013年05期

10 胡代忍;;我國商業(yè)銀行信貸資產(chǎn)證券化發(fā)展?fàn)顩r及問題研究[J];中國證券期貨;2013年01期

相關(guān)重要報紙文章 前1條

1 姜建清;李勇;;關(guān)于商業(yè)銀行資產(chǎn)證券化[N];金融時報;2004年

相關(guān)博士學(xué)位論文 前2條

1 王志強;銀行資產(chǎn)證券化的直接動因與作用效果：理論與經(jīng)驗證據(jù)[D];東北財經(jīng)大學(xué);2007年

2 林治海;銀行資產(chǎn)證券化：借鑒 創(chuàng)新[D];東北財經(jīng)大學(xué);2004年

相關(guān)碩士學(xué)位論文 前2條

1 張紹光;我國商業(yè)銀行信貸資產(chǎn)證券化資產(chǎn)選擇研究[D];新疆財經(jīng)大學(xué);2014年

2 谷亞;我國上市銀行信貸資產(chǎn)證券化的運作效果研究[D];東華大學(xué);2013年

，

本文編號：1976471