A Study On The Credit Asset Securitization On Commercial Banks Liquidity Risk

Since the 1990 s, With the Gradually promote of Economic reform and Financial deepening, the increase in direct financing market scale in China, The ability of Bank deposits decrease, "Financial disintermediation" pressure increases, Banks’ liquidity Risks appear. Commercial Banks in China is in a state of excess liquidity before the 2005. The financial crisis in 2008 broke out, Affected by the financial crisis, As the change of relevant policies, there is a change in our country commercial bank liquidity surplus pattern, maintain stability.In 2010, The status of the commercial Banks begin to face a liquidity squeeze, Especially in 2013, The banking sector have twice "Money shortage" event, people knows they need to strengthen the liquidity of commercial Banks risk management. As the current liquidity shocks increasingly, Business have to strengthen the management of liquidity risk.In 2005, China began to implement securitization of credit assets, After 10 years development and three major changes, Gradually completed the Change of the audit system to the records, realize the development. Securitization of credit assets restructuring and sell the Long-term commercial bank credit assets. Let the loan principal and interest into the stock of cash in the future, Improving the structure of the assets under the condition of debt constant. Control liquidity risk.This article through to research and analysis the commercial bank liquidity and credit asset securitization in china, The combination of theory and practice in Credit asset securities into The operation of the Banks’ liquidity risk mechanism and path, The empirical analysis the effect of Securitization of credit assets to commercial bank liquidity risk, hope to Provide advice in Liquidity risk management of commercial Banks.This paper consists of five parts: The first chapter is the introduction, Introduce the research background and significance, Literature review, research content and method and the innovation and the insufficiency In this paper; The second part is the commercial bank liquidity risk analysis; The third part is the operation mechanism and the impact analysis of Securitization of credit assets Influence of commercial bank liquidity risk; The fourth part is the empirical analysis part; The fifth part is the research conclusion and suggestion.