金融资产管理公司的不良资产定价问题研究

Research on Non-performing Loans Pricing of AMCs

不良资产定价是不良资产处置中的核心问题,不同的不良资产具备不同特点,需要引用不同的定价方式。虽然我国不良资产处置时间还不长,但现有定价方法缺少逐项定价能力、缺乏效率性的弱点已经在实践中日益暴露出来。通过改进债权风险定价法、运用数据模拟方法、引入期权定价等,可以完善不良资产价值发现机制,为不良资产创新处置提供支持。

NPL Pricing is one of the core issues in the disposal of NPL. Different NPL have different characteristics and apply to different pricing methods. It＇s not along time since the beginning of NPL disposal in China, but the weaknesses of existing pricing methods, which include the lack of itemized pricing power and non - efficiency, have been increasingly exposed in practice. Through the improvement of pricing method of claims risk, the using of date simulation method and introduction of option pricing method, we can improve the value - seeking mechanism of NPL and support the innovation of NPL disposal.