上海通用金融公司2015年资产证券化案例分析-金融学专业毕业论文

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1、Contents1Introduction”l1．1Researchbackgroundandsignificance11．2Domesticandintemationliterature31．3Researchmethodsandideas··51．4Innovationsandshortcomings··62ShanghaiGMassetsecuritizationeaseprofile‘··············‘72．1RongTeng2015issuebriefbackground·72．1．1Developnationalassetsecuritiz

2、ation‘72．1．2Urgentfinancingneedsoftheautofinanceindustry·。72．1．3ShanghaiGM’Sfmsncingneeds·82．2ReleaseRongTeng2015processintroduction·92．3RongTeng2015successfullyissued··113ShanghaiGMassetsecuritizationeaseanalysis··········‘123．1Analysisofunderlyingassetpool·123．1．1Analysisofassetsint

3、othepool”123．1．2Comparisonoftheremainingperiodofthemortgage‘123．1．3Comparemortgagerates‘133．1．4Comparisonofthedistributionofcollateral·143．1．5Ageoftheborrowerandgeographicaldistribution··163．2Securitiescreditenhancementanalysis·173．2．1Layeredstructuredesign·173．2．2Setthetriggermechani

4、sm·183．2．3Reserveaccountsettings·193．3Theissuanceofsecuritiespricinganalysis·203．4Securitiesissuancebenefitanalysis·213．4．1ShanghaiGMcapitalSuccess··213．4．2Profitagency·223．4．3Investorsearningsstability223．5Macroriskanalysis··233．5．1Automobileindustryrisk233．5．2Financialmarketrisk23II

5、I万方数据4．ShanghaiGMassetsecuritizationproblemsummary254．1ShanghaiGMassetsecuritizationinternalproblems·254．1．1Mortageassetpoolmodelsaretooconcentrated254．1．2Underlyingassetpoolhasnotbeenachievedtruesale··254．1．3InterestandpresenceSPV·264．1．4Noexternalcreditenhancement·264．2Problemsinthe

6、externalenvironment274．2．1Financialintermediariesnormsnotyetformed·。274．2．2Legalsystemdisorders284．2．3Lackofpersonalcreditevaluationsystemconstruction。284．2．4Noliquidity285．Recommendationstoaddressassetsecuritizafionproblem305．1ShanghaiGMfinancialimpromentsuggestions305．1．1Improvethel

7、oanpriorandpost-loanmanagement。305．1．2Dispersedintothepoolofmortgagemodelsconcentration·305．1．3Activelyseekingextemalcreditenhancementway·‘305．2Recommendationstoimprovetheextemalenvironment315．2．1Establishasoundsocialcreditsystem·‘315．2．2Acceleratetheconstrcuctionoflegalsystem315．2．3I

8、mprov