我国商业银行信贷资产证券化问题研究摘要资产证券化被誉为近年来发展速度最快、最为成功的金融创新之一。作为一种新型金融工具，在转移、化解、分散风险过程中发挥了很大的积极作用。信贷资产证券化起源于美国的住房抵押贷款证券化，目前已成为国际上的一项重要金融创新和大家广为接受的资金融通工具。发达国家的该技术在内容、结构上己经比较完善,在地域上也发展迅速。那么如何在中国使用好资产证券化这一工具，实现为金融机构提供流动性、分散金融风险的作用显得十分重要，尤其是对商业银行。由于商业银行在我国经济体系中占比较大，银行业的稳定在很大程度上代表着中国金融经济的安全与稳定。所以针对我国商业银行的资产证券化业务的研究是十分必要的。而信贷资产证券化的定价研究是证券化过程比较关键和复杂的一部分。本文从分析资产证券化的概念、意义及运作流程入手，着重分析了我国商业银行资产证券化现状及存在的问题，通过研究美国资产证券化并总结其发展经验，最后，在考虑我国目前经济政策、经济环境和商业银行资产状况等方面的基础上,借鉴国外的模式,提出解决我国商业银行信贷资产证券化问题的方案和建议。关键字：商业银行资产证券化发行规模基础资产信用评级AbstractAssetsecuritizationisregardedasoneofthefastestandmostsuccessfulfinancialinnovationsinrecentyears.Asanewtypeoffinancialinstrument,ithasplayedaverypositiveroleintheprocessoftransferring,resolvinganddispersingrisks.OriginatedinAmerica'shousingmortgageloansecuritizationofcreditassetssecuritization,ithasbecomeanimportantinternationalfinancialinnovationandwidelyacceptedfinancialinstrument.Indevelopedcountriesthetechnologyhascomparativelyperfectonthecontentandstructure,ithasalsodevelopedrapidlyinregion.SohowtousethefinancialinstrumentofassetsecuritizationinChina,isveryimportantforfinancialinstitutionstoprovideliquidityandspreadfinancialrisk,especiallyforcommercialBanks.DuetothelargeproportionofcommercialBanksinChineseeconomicsystem,thestabilityofthebankingsectorrepresentsthesecurityandstabilityofChinesefinancialeconomytoalargeextent.Therefore,itisnecessarytostudytheassetsecuritizationbusinessofcommercialBanksinChina.Thepricingmethodresearchofcreditassetsecuritizationisakeyandcomplexpartoftheprocessofsecuritization.Thispaperstartswiththeanalysisoftheconcept,significanceandoperationprocessofassetsecuritization,emphaticallyanalyzedthepresentsituationofcommercialbankassetsecuritizationinourcountryandexistingproblems,andbystudyingtheassetsecuritizationandsummedupitsdevelopmentexperience,andfinally,basedonChinesecurrenteconomicpolicy,economicenvironmentandcommercialbank'sassetstatusandotheraspects,onthebasisofreferenceforeignmode,putsforwardsolutiontotheproblemofourcountrycommercialbankcreditassetssecuritizationandthesuggestion.Keywords:commercialbankassetsecuritizationissuingscaleunderlyingassetscreditrating目录第一章绪论.....................................................................................................................................61.1选题背景与意义..............................................................................................................61.2本文主要内容及研究方法..............................................................................................61.3本文创新与不足..............................................................................................................7第二章文献综述.............................................................................................................................72.1国外文献综述..........................
