The Research On The Risk Management Of Credit Asset Securitization In Commercial Bank

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 to commercial 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 of commercial 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 of commercial 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 to these risks. Then description the status and problems of the risk management of commercial bank's credit asset securitization. At the same time, we made the sub-prime crisis break out in 2008 as typical case, analysis the reason of this crisis and foreign experience.Finally, this article gives comprehensive summary, giving some comments and suggestions to our country.