资产证券化自上世纪七十年代出现以来，逐步发展成为一种重要的金融创新工具，它对金融多元化和金融稳定性产生了极大影响，信贷资产证券化是资产证券化中最主要的品种，它和银行的联系紧密，所以在信贷资产证券化前景广阔，对银行的影响越来越多的背景下，银行信贷资产证券化对银行的影响效应的研究是非常有现实和未来意义的。一般认为，在进行证券化之后，银行可以把信贷资产的风险转移给证券投资者，并能提高银行资产流动性，提高资产收益率，改善银行的资产负债结构等。但是这些效应并不是必然的，本文利用美国银行业的数据运用格兰杰因果关系检验进行实证研究发现，银行在进行了信贷资产证券化之后，会对银行的安全性指标如资本充足率和核心资本充足率产生正向影响，这与研究中发现的信贷资产证券化可以分散和转移风险的结果是一致的。同时实证研究发现在实施信贷资产证券化之后，会影响银行的资产年收益率和各项贷款的比率，也就是说信贷资产证券化会影响银行的盈利性和贷款组合情况。本文在进行实证研究的基础上，研究和分析了我国信贷资产证券和我国商业银行的发展现状，对我国未来发展信贷资产证券化提出了一些个人建议：首先，在对信贷资产证券化的基础资产选择时应该选用优质的贷款资产作为基础资产；其次，可以通过发展信贷资产证券化改变银行的盈利模式，从而增加中间业务的收入，提高银行竞争力；再次，银行应当健全信用体系，对借款人的信用情况进行细致准确合理的分类，从而实现在不同的基础资产和服务中建立起风险隔离机制，从而降低风险的传导机会和传导力度。

Asset securitization has been come into the world since the seventies of the last century, it has become an important financial innovations and has a great impact on the financial diversification and stability. Bank credit assets Securitization is the most important species in the asset securitization, it closely linked to bank. Bank credit assets Securitization will have a broad prospect and have more and more influences on banks, so study on the influence of bank credit asset securitization upon bank has a lot of reality and the future benefits.It generally believed that during securitization, the bank can transfer the credit risk to the securities investors, and improve the liquidity of bank assets, the rate of return on assets, and the bank's asset and liability structure. However, these effects above are not totally correct, in this paper, we use the data of the U.S. banking and granger test to do empirical research and find that the credit asset securitization will impact on the bank's security indicators such as risk-based capital ratio and core risk capital ratio, the result is the same as the former research. The credit asset securitization also will impact on the bank's assets annualized yield ratio and the loan portfolio ratio, which is to mean that credit assets securitization can change the bank's profitability and loan portfolio.In this paper, we analyze the development status of the credit assets securitization in China and China's commercial banks, and give some suggestions about the development of credit assets securitization in our country. First, we suggest that we should choose high quality of loan as the basic assets. Second, in order to improve the competitiveness of the banks, we can change the bank’s profit way by using credit assets securitization. Third, the banks should improve the credit system, in order to establish risk isolation mechanism, reduce the risk’s conductive opportunities and conductive efforts.