Based on the panel data, we analyze the US commercial banks＇ CRT. According to the study, we find that the introduction of CRT will increase the level of banks＇ liquid risk. The performance of bank mainly is that it...Based on the panel data, we analyze the US commercial banks＇ CRT. According to the study, we find that the introduction of CRT will increase the level of banks＇ liquid risk. The performance of bank mainly is that its supervision and review of risk will drop, based on the impact of asymmetric information, commercial Banks transfer the bad loans to investors. Through the analysis we can see that after the transfer of credit risk in commercial bank did not increase income and reduce risk. Because commercial Banks can extend more bad loans to expand its lending scale, and bad loans will increase the bank overall risk.展开更多
文摘Based on the panel data, we analyze the US commercial banks＇ CRT. According to the study, we find that the introduction of CRT will increase the level of banks＇ liquid risk. The performance of bank mainly is that its supervision and review of risk will drop, based on the impact of asymmetric information, commercial Banks transfer the bad loans to investors. Through the analysis we can see that after the transfer of credit risk in commercial bank did not increase income and reduce risk. Because commercial Banks can extend more bad loans to expand its lending scale, and bad loans will increase the bank overall risk.
