A Study Of Asset Securitization Market Risk And Prevention

Since 1980,the rising interest rates and exchange rate fluctuations make the banks and savings institutions pay more attention to their own risk exposure. The financial institutions in asset-liability management are facing an enormous challenge. Asset securitization generation can sell its long-term loans and derive from the short-term investments with granting funds so as to address the problem of asymmetric duration of assets and liabilities.. In 2006, the U.S.sub-prime crisis broke out, sparked the international financial market turmoil, people start to re-examine their impact on risk. As the new generation of tools for financial markets, its run-and financial market factors, the degree of mutual influence, more urgent need to solve people's analysis and that the asset securitization market risk, in the paper, the U.S. sub-prime crisis as a case analysis of asset securitization conduction mechanism of the formation of market risk and based on the risk of asset securitization and market their own properties, the establishment of asset securitization market risk of the theoretical model; our country has a short time for asset securitization and different from the international. the article proceeds to discuss the market risk which faced by the formation and transmission mechanism and the product itself from the perspective of securitization and securitization products in the operation of eternal environmental measures were put forwards proposals for asset securitization will be more efficient development in China.