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Empirical Analysis of Credit Asset Securitization's Risk Effect on Commercial Banks

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DOI: 10.23977/FEIM2020.046


Lei Li

Corresponding Author

Lei Li


The article selects the relevant data of 32 listed banks in China from 2013 to 2018, and analyzes empirically the impact of credit asset securitization (CAS)on the risk of Chinese commercial banks. The results found that the influence of the securitization of credit assets of commercial bank's CAR are significantly positive correlation, namely the securitization of credit assets will increase the CAR of commercial Banks, reduce the risk of the bank, and the effect of large Banks are more prominent.


Credit asset securitization, Commercial bank, Risk

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