本文選題：商業(yè)銀行信貸資產(chǎn)證券化 + 效應(yīng)分析��； 參考：《華東理工大學(xué)》2017年碩士論文

【摘要】：我國(guó)商業(yè)銀行信貸資產(chǎn)證券化主要經(jīng)過自行探索期、規(guī)范發(fā)展期、發(fā)展停滯期、重啟期和擴(kuò)容期等發(fā)展歷程,到目前為止已經(jīng)取得了一定的發(fā)展。2015年資產(chǎn)證券化產(chǎn)品也保持較快增長(zhǎng)的態(tài)勢(shì),產(chǎn)品的發(fā)行規(guī)模和參與范圍在不斷擴(kuò)大,入池資產(chǎn)種類和結(jié)構(gòu)創(chuàng)新已經(jīng)更為豐富。本文通過歸納2005-2015年商業(yè)銀行信貸資產(chǎn)支持證券的發(fā)行情況發(fā)現(xiàn),公司類信貸資產(chǎn)支持證券仍然占據(jù)市場(chǎng)的主導(dǎo)地位；公司類信貸資產(chǎn)支持證券、個(gè)人住房抵押貸款類資產(chǎn)支持證券和個(gè)人汽車抵押貸款類資產(chǎn)支持證券占據(jù)90%以上的市場(chǎng)份額。本文構(gòu)造資產(chǎn)證券化對(duì)商業(yè)銀行效應(yīng)分析的數(shù)學(xué)模型,得出如下結(jié)論：資產(chǎn)支持證券能夠使得銀行的收入和利潤(rùn)被放大、能夠使得銀行的信用總規(guī)模擴(kuò)張和能夠使得銀行的經(jīng)營(yíng)風(fēng)險(xiǎn)被放大。通過歷年銀行數(shù)據(jù)的實(shí)證檢驗(yàn)得出如下結(jié)論：由于管理體制等原因,目前我國(guó)信貸資產(chǎn)證券化對(duì)銀行體系的收入放大、資產(chǎn)擴(kuò)張和風(fēng)險(xiǎn)放大等效應(yīng)還不明顯。以單一銀行--興業(yè)銀行為例,本文通過對(duì)2014和2015年發(fā)行數(shù)據(jù)進(jìn)行定量分析得出的結(jié)論如下：對(duì)提升了資本充足率指標(biāo)和對(duì)收入指標(biāo)有一定的作用,而對(duì)三大流動(dòng)性財(cái)務(wù)指標(biāo)的影響并不顯著。
[Abstract]:The securitization of credit assets in China ' s commercial banks has made some progress so far through the development of self - discovery period , normative development period , development stagnation period , restart period and expansion period .
The paper constructs the mathematical model of asset securitization for commercial bank effect analysis , and draws the conclusion that asset - backed securities can enlarge the income and profits of the bank . The conclusion is that asset - backed securities can enlarge the income and profits of the bank . The conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows : As a result of the management system and so on , the conclusion is as follows :
【學(xué)位授予單位】：華東理工大學(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

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本文編號(hào)：2104430