2019•2019 International Conference on Economic Management and Model Engineering (ICEMME)Requires access

The Impact of Credit Securitization on Bank Stability: Evidence from Commercial Banks in China

Yuzan Dai, Chengke Zhu, Mingchao Cui

Abstract

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.

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Key concepts: Securitization, Financial system, Business, Credit enhancement, China, Market liquidity, Asset (computer security), Financial stability