Research On The Choice Of The Basic Assets Of Commercial Bank Credit Asset Securitization

In the context of financial reform,the securitization of credit assets has a very important realistic significance.The development of credit assets securitization can release the contradiction between capital constraint and credit scale,and alleviate the contradiction between the regulatory requirements and liquidity requirements.Therefore,the credit assets securitization is beneficial to the changes of profit patterns and risk control of banks.However,the results would be different because of the various fundamental assets of credit assets securitization.Accordingly,it is very necessary to study the choice of basic assets of credit assets securitization.Firstly,this study describes the theory of credit assets securitization,including the definition of credit assets securitization,the introduction of fundamental assets,the importance of the study on basic assets,and analyses the effects of classifications,credit levels and interest levels of fundamental assets.Secondly,this study analyses the present situation of credit assets securitization,the existing problems and the reasons of these problems,the selection criteria of basic assets,and provides the suggestions for the selection of basic assets.Thirdly,this study analyses the influence of different fundamental assets on the capital adequacy ratio,liquidity and profitability of commercial banks.Then,this paper points out that the premise and background should be analysed before choosing basic assets,and this paper provides the selection model of basic assets based on the supervision index of commercial banks.Finally,according to the status quo of commercial banks in China and supervision index of some listed banks,this paper provides relevant suggestions on the selection of basic assets for credit assets securitization.This paper focuses on the impact of different basic assets on the indicators of commercial banks,and points out how to choose the basic assets based on the constraints of capital adequacy ratio,liquidity and profitability.Meanwhile,this paper summarizes the management indexes of some listed banks in the last five years,and provides the suggestions on the selection of the basic assets of credit assets securitization,which makes the paper more meaningful.