Study On Commercial Banks Nonperforming Assets Securitization Selection Model
A large number of nonperforming assets in financial institutions is an important reason for causation and deterioration of financial crisis. Asset securitization is considered the effective way to deal with NPA. The key issue of restricting securitization is the selection of NPA. Firstly this paper introduced definition and market players of asset securitization. Secondly, it put forward the principles that NPA securitized should meet and determined the indexes system. Taking NPAs recovery rate as evaluation goal, using Expert Scoring Method and Analytic Hierarchy Process to determine the weight of the indexes, the paper built commercial banks NPA securitization selection model and explained its usage. It proposed quantitative criteria: the scores of NPAs recovery rate should be greater than or equal to 0.4, which is suitable for securitization. Finally, the model was tested to verify its feasibility and operability through a case.
risk management commercial banks nonperforming assets asset securitization
CHEN Jing-xin LIU Wei
Langfang Department Hebei University of Technology Langfang, China Department of Economics and Management North China Institute of Aerospace Engineering Langfang, Chin
国际会议
西安
英文
994-999
2010-08-07（万方平台首次上网日期，不代表论文的发表时间）