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资产证券化与商业银行风险:来自中国银行业的研究

Asset securitization and Commercial Bank Risk—Research from Chinese Banking Industry

李佳

资产证券化 研究 中国 商业银行 风险管理

2021-03-01

978-7-5203-7806-2

270

22

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内容简介

本书以“经济下行期”为研究背景,全面探讨了资产证券化对银行风险承担的影响,发现在经济下行趋势中,资产证券化也能够显著降低银行风险,并且相比上市银行和规模较大银行,资产证券化更有利于降低非上市银行与规模较小银行的风险。同时在经济下行背景下,资产证券化并未对银行稳定带来不利影响,也未导致银行杠杆的过度增长,可知目前我国银行资产证券化的发展处在稳定状态,其微观功能的发挥也在正常边界之内。

Taking the “economic downturn” as the research background, this book comprehensively explores the impact of asset securitization on bank risk-taking, and finds that asset securitization can also significantly reduce bank risk in the downtrend of the economy, and that asset securitization is more conducive to reducing the risk of non-listed banks and smaller banks than listed banks and larger banks. Risks. Meanwhile, under the background of economic downturn, asset securitization has not brought negative impact on bank stability, nor has it led to excessive growth of bank leverage, so it can be seen that the development of China's bank asset securitization is in a stable state, and the play of its micro-function is also within the normal boundary.


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