我国商业银行资产证券化风险分析  

Risk Analysis of Asset Securitization of China’s Commercial Banks

作　　者：潘睿 PAN Rui(School of Big Data Application and Economics,Guizhou University of Finance and Economics(Guiyang Institute for Big Data and Finance),Guiyang,Guizhou Province,550025 China)

机构地区：[1]贵州财经大学大数据应用与经济学院(贵阳大数据金融学院),贵州贵阳550025

出　　处：《科技资讯》2021年第22期191-194,共4页Science & Technology Information

摘　　要：随着我国资产证券化规模不断扩大,该文基于现有文献研究,基于银行自身角度、微观环境视角以及复杂宏观环境视角,充分探究资产证券化对我国商业银行风险的影响情况,得出以下结论:从银行自身特征来看,基于声誉的考量的影响,资产证券化并未对银行风险实现真实转移;从微观层面来看,微观环境比较良好的银行,资产证券化的推进会促使银行风险提高;从宏观层面来看,在经济下行的宏观背景下,以及在政策因素推动下,资产证券化对银行承担风险的改善力度增强。基于以上结论,提出差异化策略的实施以及完善监管体系机制的相关建议,促使资产证券化在我国商业银行风险防范中发挥正向效应。With the continuous expansion of the scale of asset securitization in China,based on the existing literature research,from the perspective of banks themselves,micro environment and complex macro environment,this paper fully explores the impact of asset securitization on the risk of commercial banks in China,and draws the following conclusions:from the perspective of banks’own characteristics,based on the impact of reputation considerations,asset securitization does not realize the real transfer of bank risk;from the micro level,for banks with good micro environment,the promotion of asset securitization will improve bank risk;from the macro level,under the macro background of economic downturn and driven by policy factors,however,asset securitization has strengthened the improvement of bank risk-taking.Based on the above conclusions,this paper puts forward relevant suggestions on the implementation of differentiation strategies and the improvement of supervision system and mechanism,so as to promote asset securitization to play a positive effect in the risk prevention of commercial banks in China.

关 键 词：商业银行 资产证券化 风险分析 银行监管 

分 类 号：F832.4[经济管理—金融学] F832.51