Research Article
Research on the Effect of Credit Asset Securitization on the Liquidity of Commercial Banks
@INPROCEEDINGS{10.4108/eai.24-5-2024.2350095, author={Shaowei Lin and Qijian Pan and Zhenlan Zhang and Lihua Ye}, title={Research on the Effect of Credit Asset Securitization on the Liquidity of Commercial Banks}, proceedings={Proceedings of the 3rd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2024, May 24--26, 2024, Jinan, China}, publisher={EAI}, proceedings_a={MSEA}, year={2024}, month={10}, keywords={commercial bank credit asset securitization liquidity}, doi={10.4108/eai.24-5-2024.2350095} }- Shaowei Lin
Qijian Pan
Zhenlan Zhang
Lihua Ye
Year: 2024
Research on the Effect of Credit Asset Securitization on the Liquidity of Commercial Banks
MSEA
EAI
DOI: 10.4108/eai.24-5-2024.2350095
Abstract
The securitization of credit assets provides a new financing channel for banks, and increases the investment variety of financial market. However, its wide application also has a profound impact on the bank's liquidity management. According to the empirical analysis results of this paper, when commercial banks increase the securitization ratio of credit assets, their liquidity ratio will decrease significantly, resulting in an increase in liquidity risk. Therefore, banks need to show a high degree of prudence when carrying out credit asset securitization, carry out accurate risk assessment of the securitized credit assets, and avoid the occurrence of subsequent defaults.
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