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风险自留的比例应充分考虑基础资产池的整体风险。基础资产池整体风险可根据资产池加权的信用评级、资产池资产影子评级的分布综合确定中国人民银行与中国银监会于2013年12月31日就信贷资产证券化发起机构风险自留比例发布《公告》(2013第21号),《公告》明确规定信贷资产证券化发起机构需保留一定比例的基础资产信用风险,该比例不得低于5%。《公告》将有力地调动商业银行开展信贷资产证券化的积极性,并实现
The proportion of risk retention should take full account of the overall risk of the underlying asset pool. The overall risk of the underlying asset pool can be determined based on the weighted average rating of the asset pool and the distribution of the shadow rating of the asset pool. Announcement on Releasing the Risks of Risks Initiated by the Credit Asset Securitization Institution by the People’s Bank of China and the CBRC on December 31, 2013 (No. 21 of 2013), the Announcement clearly stipulates that credit asset securitization initiators should retain a certain proportion of credit risk of underlying assets, which shall not be less than 5%. The “Notice” will effectively mobilize commercial banks to carry out the enthusiasm of credit asset securitization, and to achieve