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论文编号：	15376
作者编号：	2120233696
上传时间：	2025/6/8 21:56:06
中文题目：	商业银行信贷资产证券化对盈利能力的影响研究
英文题目：	Research on the Impact of Commercial Bank Credit Asset Securitization on Profitability
指导老师：	王曼舒
中文关键字：	商业银行；信贷资产证券化；盈利能力
英文关键字：	Commercial Bank; Credit Asset securitization; Profitability
中文摘要：	随着经济形势的不断变化，商业银行面临的外部环境正发生深刻变化。首先我国利率市场化的持续推进使得商业银行存贷利率的变化起伏加大，难以仅依赖稳定的利差来保障盈利水平，存贷利差的可压缩空间越来越小，商业银行将存贷利差作为主要收益来源的经营模式备受冲击。另外，互联网金融深度发展，为消费者提供了种类丰富的金融产品，在一定程度上给商业银行造成了竞争压力。外部环境的变化，使得加速盈利结构调整、推动盈利模式转型成为未来一段时间商业银行转型的重点。在此背景下，作为一种重要的金融创新工具，信贷资产证券化对于商业银行如今急迫的盈利问题到底是否能起到作用以及效果如何受到社会各界广泛而持续的关注，也是本文研究的现实意义所在。因此，本论文重点探讨我国商业银行开展信贷资产证券化对盈利水平究竟是不是存在影响，这种影响通过哪些路径实施，以及在不同的商业银行间有无差异。 本次研究将中国商业银行信贷资产证券化2012年至2023年十二年间的数据作为样本，主要采用定性研究、定量研究等研究方式，在过程中使用案例辅助说明。本文五章内容概括如下：第一章对研究主题和内容所处的背景以及意义所在进行阐述；第二章为更好地开展探究对研究内容和对象的概念加以界定，总结领域内的已有文献和结论成果作为理论铺垫；第三章结合我国信贷资产证券化的市场发展分析和前文的文献回顾提出研究假设；第四章基于假设内容和数据开展实证分析；第五章总结研究结论并为我国信贷资产信贷化稳健化和积极发展提出有关建议，并且在反思研究局限性的基础上展望了未来可以加以改进之处。 本文主要结论如下：信贷资产证券化对商业银行盈利能力有正向影响，并且商业银行信贷资产证券化发行程度的提高可以通过提高非利息收益率和流动性比例进而提升商业银行的盈利能力，而且相较于小规模银行和低不良贷款率的商业银行，大规模银行和高不良贷款率的银行信贷资产证券化发行程度更能提升盈利能力。针对以上结论，本文对于商业银行、监管机构等相关部门提出建议。
英文摘要：	The external environment faced by commercial banks is undergoing profound changes. The ongoing advancement of interest rate liberalization in China has intensified the volatility of deposit and loan interest rates in commercial banks, making it increasingly challenging to maintain profitability solely through stable interest rate spreads. As the compressible space for deposit-loan spreads continues to diminish, the traditional business model that relies heavily on interest rate spreads as primary revenue sources has faced substantial challenges. Furthermore, the profound development of internet finance has diversified financial product offerings for consumers, creating significant competitive pressures on commercial banks by altering market dynamics and customer preferences. The changes in the external environment have made accelerating the adjustment of profit structure and promoting the transformation of profit models the focus of commercial banks' transformation in the coming period. In this context, the effectiveness of credit asset securitization as a financial innovation tool for commercial banks in addressing their urgent profitability issues has received widespread and sustained attention from various sectors of society, which is also the practical significance of this study. Therefore, This paper focuses on whether credit asset securitization in China's commercial banks has an impact on profitability, through which paths this impact is implemented, and whether the impact is different among different commercial banks. This study employs a twelve-year dataset (2012–2023) of commercial bank credit asset securitization in China, utilizing mixed methods including qualitative and quantitative analyses supplemented by case studies. The paper consists of the following five parts. The first part contextualizes the research background, significance, and outlines the analytical framework. The second part defines key concepts, synthesizes existing academic findings, and establishes theoretical foundations. The third part proposes research hypotheses based on China's CAS market evolution and prior literature. The part four tests hypotheses through econometric modeling and data validation. The final part of the paper conclusions and Recommendations: Summarizes findings, proposes policy suggestions for CAS market development, and identifies research limitations for future improvement. The main conclusions of this article are as follows: Credit asset securitization has a positive affect on the profitability of commercial banks, and the degree of issuance of credit asset securitization by banks can improve the profitability by increasing non interest rate of return and liquidity ratio. Moreover, compared with small-scale banks and commercial banks with low non-performing loan ratios, the degree of issuance of credit asset securitization by large-scale banks and banks with high non-performing loan ratios can increase their profitability. Based on the above conclusions, this article provides recommendations for commercial banks and regulatory agencies.
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