Dissertation > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market

A Study of Asset Securitization Market Risk and Prevention

Author ChenShuYi
Tutor ZhangYuXi
School Harbin Engineering University
Course Finance
Keywords Asset Securitization Market risk Risk prevention
CLC F832.51
Type Master's thesis
Year 2010
Downloads 161
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1970s , the rise in interest rates and exchange rate fluctuations makes more concerned about their own risk exposure of banks and savings institutions , financial institutions facing enormous challenges in the management of assets and liabilities . The generation of asset securitization can sell its issuance of long-term loans , short-term investments of the funds , to solve the problem of asymmetric balance period . Since 2006 , the outbreak of the U.S. subprime mortgage crisis triggered turmoil in the international financial markets . The urgent need to analyze and resolve of the people as a major innovation in the financial markets , asset securitization , asset securitization market risk issues . On the basis of the definition of securitization market risk , from microscopic securitization participants : the original debtor , the originator , the SPV , the credit rating and the increased level institutions and its macroeconomic impact factors : monetary policy , the economic cycle , the real economy in asset prices the extent and value of the deviation from the perspective of financial globalization , the analysis of the securitization market risk causes conduction mechanism , and the U.S. \risk transfer process ; own property and market risk based on asset securitization , the establishment of a theoretical model of the asset securitization market risk ; asset securitization not a long time for our country , there is a larger gap with the international situation , in this article from the Chinese characteristics of asset securitization to discuss the formation mechanism of the risk facing the market , and for our securitization practice and policy , from the in securitized products angle and macro securitized products in the external environment running separately proposed micro promote China the healthy development of the securitization suggestions .

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