The impact of credit securitization on bank stability: Evidence from commercial banks in China

被引：1

作者：

Dai, Yuzan ^{[1
]}

Zhu, Chengke ^{[1
]}

Cui, Mingchao ^{[2
]}

机构：

[1] Hefei Univ, Coll Econ & Management, Hefei, Peoples R China

[2] China Construct Bank, Credit Approval Dept, Anhui Branch, Hefei, Peoples R China

来源：

2019 INTERNATIONAL CONFERENCE ON ECONOMIC MANAGEMENT AND MODEL ENGINEERING (ICEMME 2019) | 2019年

关键词：

credit securitization; bank stability; commercial banks; credit risk; Liquidity risk; RISK;

D O I：

10.1109/ICEMME49371.2019.00081

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In this paper, we employ panel data model to discuss the impact of credit securitization on banks' stability in China. We find that asset securitization of commercial banks has a significant negative impact on the issuing banks' financial stability. That is to say, asset securitization activities not only increase the sources of liquidity and transfer credit risk of China's commercial banks, but also reduce its stability.

引用

页码：373 / 376

页数：4

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