| 商业银行不良资产证券化风险分析 |
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| 引用本文： | 李鹏雁.商业银行不良资产证券化风险分析[J].燕山大学学报,2009,33(6):545-549. |
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| 作者姓名： | 李鹏雁 |
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| 作者单位： | 哈尔滨工业大学人文与社会科学学院,黑龙江哈尔滨,150001 |
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| 摘 要： | 首先介绍了商业银行不良资产证券化风险的含义及风险分析理论,然后对商业银行不良资产证券化风险进行了分类分析,最后利用层次分析法对商业银行不良资产证券化风险进行了综合评价。分析结果表明信用风险是现阶段我国商业银行不良资产证券化面临的最主要的风险,指出我国商业银行不良资产证券化风险规避的重点和方向是改善信用环境,完善信用制度。
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| 关 键 词： | 不良资产证券化 层次分析法 风险分析 |
Risk analysis of non-performing assets securitization in commercial banks |
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| LI Peng-yan.Risk analysis of non-performing assets securitization in commercial banks[J].Journal of Yanshan University,2009,33(6):545-549. |
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| Authors: | LI Peng-yan |
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| Institution: | LI Peng-yan (School of Humanities , Social Sciences,Harbin Institute of Technology,Harbin,Heilongjiang 150001,China) |
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| Abstract: | In this paper, the securitization risk of non-performing assets of commercial banks and the theory of risk analysis are introduced, and then the classification of securitization risk of non-performing assets of commercial banks in China is analyzed. Finally, securitization risk of non-performing assets of commercial banks in China is assessed synthetically by using analytic hierarchy process. The results show that the credit risk is the most important risk facing the securitization of non-performing assets ... |
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| Keywords: | securitization of non-performing assets analytic hierarchy process risk analysis |
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