Analysis on Cash Flow of Bank Non-performing Asset Securitization

摘要：

There are two key allocations of cash flow during the process of non-performing asset securitization, which includes: selling or transferring the future total cash flow in the asset pool to the publisher by the promoter, and selling the future cash flow to investor by the publisher. Therefore, the first task of the pricing of non-performing asset securitization is to accurately predict cash flow in future stages. In this paper, we analyze and research the cash flow without prepayment and the prepayment cash flow respectively.

关键词： Cash Flow Non-performing Asset Securitization Bank

作者: Wu Weiwei

作者单位: School of Business, Zhengzhou University, Zhengzhou, P.R.China, 450001

会议类型: 国际会议

会议名称: The 15th International Conference on Industrial Engineering and Engineering Management(IE&EM2008)(第十五届工业工程与工程管理国际学术会议暨中国机械工程学会第11次工业工程年会)

会议地点: 郑州

会议语种:英文

在线出版日期: 2008-09-20（万方平台首次上网日期，不代表论文的发表时间）