文档介绍：山西财经大学
硕士学位论文
我国商业银行信贷资产证券化风险管理研究
姓名:李媛媛
申请学位级别:硕士
专业:金融学
指导教师:杨有振
2010-03-28
我国商业银行信贷资产证券化风险管理研究
摘要�
资产证券化作为一种新的金融创新产品,可以将信贷资产转化为可在资本
市场上交易的证券,能够将资本市场和银行体系连接起来,改善银行的流动性,
提高风险管理能力,有利于提高商业银行的资本充足率,所以这种成熟度较高
的产品对我国商业银行发展有很大的好处。�
随着��年全球性金融危机的爆发,资产证券化的风险管理重新成为人们
所关注的焦点。专家也纷纷讨论研究如何改进风险管理机制,使得资产证券化
的风险能减到最小。由于各国的市场、制度、商业银行管理各不相同,在资产
证券化的过程中面临的问题也各不相同,所以在风险管理的方法上我们不能照
搬国外的理论,但是我们也不能忽视国外的经验和理论对我们的启示,在分析
国外理论的基础上,来研究出一套适合我国国情的商业银行信贷资产证券化的
风险管理办法。�
本文从介绍资产证券化和风险管理相关理论出发,阐述了资产证券化及风
险管理的相关原理和种类,分别介绍了不同风险的特点及面临这些风险时的应
对措施。然后说明了我国商业银行信贷资产证券化的风险管理的现状及存在的
问题,并以美国��年次贷危机为案例,分析此次危机产生的原因及国外的风
险管理办法的基础上,最后对论文做了全面性的总结,对我国的信贷资产证券
化的风险管理提出一些意见和建议。�
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【关键词】商业银行�信贷资产证券化�风险管理�次贷危机�
1
山西财经大学硕士学位论文
Abstract
As a new financial innovation, asset securitization can transform credit asset into security
which can deal in the capital market, it also can connected capital market with bank. asset
securitization can improve the liquidity of bank , risk management and capital adequacy ratio. So
asset securitization has great advantage mercial bank.
As the break out of the sub-prime crisis, people became to concern about the risk management
of credit asset securitization again. Expert also became to research and to discess how to improve
the risk management to minimum the risk. As each country’s market, system and management of
commercial banks are different, the problems in the process mercial bank’s credit asset
securitization are different too, so we can not copy foreign country’s risk management. But we also
can not neglect the foreign experiences and inspirations. We should study a new risk management
mercial bank’s credit asset securitization on the basis of foreign experiences.
By researching on the theoretical of asset securitization and risk management, we describe the
principle and kinds of asset securitization and risk management, and introduce different features of
different risks and measures when face