摘要
本文以不良资产支持证券的资产池为研究对象,分析了影响资产池现金回收能力的因素。通过对影响因素的主成分分析确定了主要影响因子,得出线性方程作为评价资产池现金回收能力的依据,为评价不良资产池的现金回收能力提供了一种有效手段,为支持债券的安全发债规模和投资者投资提供了参考。
Based on assets pool of the non-performing assets-backed securities, the paper analyses the impact factors of cash recovery capacity of assets pool. Through the principal components analysis, the main factors are obtained. A linear equation evaluates cash recovery capacity of assets pool. The kind of method provides an effective means to evaluate cash recovery capacity of the non-performing assets pool, to support the safety bonds scale and to provide a reference to investors to invest in inter-bank bond market.
基金
辽宁省教育厅项目(2005292)
关键词
不良资产证券化
资产池
主成分分析
Non-performing Assets Securitization
Asset Pool
Principal Components Analysis
