本文選題：商業(yè)銀行 + 鄭州銀行��； 參考：《西安理工大學(xué)》2017年碩士論文

【摘要】：資產(chǎn)證券化是通過風(fēng)險(xiǎn)隔離及結(jié)構(gòu)設(shè)計(jì)把流動(dòng)性偏低的資產(chǎn)變成能在資本市場(chǎng)上普遍流通的標(biāo)準(zhǔn)化證券的過程。作為一種金融創(chuàng)新,從一開始就得到了世界各國(guó)的廣泛關(guān)注。我國(guó)自2005年到2015年開始推行資產(chǎn)證券化業(yè)務(wù)的十年間,信貸資產(chǎn)支持證券的發(fā)起者主要集中在北京市、上海市、廣州省和東部沿海等經(jīng)濟(jì)較發(fā)達(dá)的省、直轄市。對(duì)于河南省而言,信貸資產(chǎn)證券化幾乎是該地區(qū)金融領(lǐng)域的一塊洼地。直到2016年,鄭州銀行股份有限公司是河南省內(nèi)唯一一家上市的一級(jí)銀行業(yè)法人機(jī)構(gòu),它作為原始權(quán)益人委托發(fā)行了一支信貸資產(chǎn)證券化產(chǎn)品——“鼎信2016年第一期資產(chǎn)支持證券”,這才改變了河南省信貸資產(chǎn)證券化業(yè)務(wù)的空白。本文以資產(chǎn)證券化的基本理論為依據(jù),對(duì)鄭州銀行作為原始權(quán)益人委托發(fā)行的信貸資產(chǎn)支持證券作為研究對(duì)象。運(yùn)用定量分析方法,對(duì)鄭州銀行的基本概況和發(fā)行證券的各檔次證券要素進(jìn)行深入研究,得出鄭州銀行開展信貸資產(chǎn)證券化業(yè)務(wù)是必要的,它可以改善鄭州銀行資產(chǎn)狀況、盤活存量貸款、提高資金流動(dòng)性、提升資本充足率、改善風(fēng)險(xiǎn)管理。又采用對(duì)比分析方法,選擇了北京銀行委托發(fā)行的“京元2014年第一期資產(chǎn)支持證券”和貴陽銀行委托發(fā)行的“爽元2016年第一期資產(chǎn)支持證券”為對(duì)比,分別從基礎(chǔ)資產(chǎn)的類型、規(guī)模、期限、利率、行業(yè)等進(jìn)行詳細(xì)的對(duì)比分析,從而得出鄭州銀行發(fā)行這支證券存在發(fā)行規(guī)模偏小,發(fā)行利率偏高,借款人行業(yè)集中、周期性明顯等問題。并針對(duì)上述鄭州銀行委托發(fā)行的產(chǎn)品存在的問題,提出增加發(fā)行規(guī)模、規(guī)劃發(fā)行時(shí)機(jī)、豐富基礎(chǔ)資產(chǎn)類型等發(fā)展思路。同時(shí)鄭州銀行在大力開展信貸資產(chǎn)支持證券時(shí),建議要堅(jiān)持嚴(yán)格篩選借款人、謹(jǐn)慎選擇資產(chǎn)類型、夯實(shí)風(fēng)險(xiǎn)管理、匹配利率類型、完善信息披露。鄭州銀行只有把控好風(fēng)險(xiǎn)和樹立好形象,才可以在信貸資產(chǎn)支持證券的業(yè)務(wù)方面發(fā)展的更快更好。
[Abstract]:Asset securitization is the process of converting illiquid assets into standardized securities that can be widely circulated in the capital market through risk isolation and structural design. As a kind of financial innovation, it has received wide attention from the beginning of the world. During the ten years from 2005 to 2015, the promoters of credit asset-backed securities mainly concentrated in Beijing, Shanghai, Guangzhou and other economically developed provinces and municipalities directly under the Central Government. For Henan Province, securitisation of credit assets is almost a depression in the region's financial sector. Until 2016, Zhengzhou Bank Co., Ltd. was the only first-level banking corporation listed in Henan Province. As the original rights holder, it issued a credit asset securitization product, "Dingxin first asset-backed securities in 2016", which changed the blank of credit asset securitization business in Henan Province. Based on the basic theory of asset securitization, this paper studies the credit asset-backed securities issued by Zhengzhou Bank as the original rights and interests. By means of quantitative analysis, this paper makes a deep study on the basic situation of Zhengzhou Bank and the factors of issuing securities, and draws the conclusion that it is necessary for Zhengzhou Bank to carry out credit asset securitization business, which can improve the state of Zhengzhou bank assets. Activate stock loans, improve liquidity, improve capital adequacy, improve risk management. By using the method of comparative analysis, the author chooses "Beijing Yuan Asset backed Securities of the first issue in 2014" entrusted by Bank of Beijing and "Shuang Yuan 2016 Asset backed Securities" commissioned by Guiyang Bank as the comparison, respectively, from the types of basic assets. The scale, term, interest rate, industry and so on are compared and analyzed in detail, and it is concluded that the issuing scale of Zhengzhou Bank is small, the interest rate is on the high side, the borrower is concentrated in the industry, and the periodicity is obvious. Aiming at the problems existing in the products entrusted by Zhengzhou Bank, this paper puts forward some development ideas, such as increasing the issuing scale, planning the issuing opportunity, enriching the types of basic assets, and so on. At the same time, Zhengzhou Bank should insist on strict screening of borrowers, carefully select asset types, tamper risk management, match interest rate types and perfect information disclosure when developing credit asset-backed securities. Only by controlling risks and establishing a good image can Zhengzhou Bank develop faster and better in credit asset-backed securities business.
【學(xué)位授予單位】：西安理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.4

【參考文獻(xiàn)】

中國(guó)期刊全文數(shù)據(jù)庫 前10條

1 李波;宋e，

本文編號(hào)：2002347