基于预期信用损失模型的非极端回收个人不良贷款评估方法研究

Research on the Evaluation Method of Non Extreme Recovery of Personal Non performing Loans Based on Expected Credit Loss Model

随着个人不良贷款规模不断攀升与个人不良贷款市场化的逐步推进,如何对个人不良贷款进行评估和处置成为市场上的讨论热点。本文基于预期信用损失模型,研究了非极端回收个人不良贷款的价值评估方法,并结合实际评估案例,在分析影响不良贷款回收率的诸多因素后,进行线性回归建模。本文研究不仅有助于丰富金融企业不良贷款的评估范畴,而且对当前热门的个人不良贷款评估提供了解题思路,特别是对大规模、大批量的个人不良贷款评估,具有重要的借鉴意义。

With the continuous increase in the scale of personal non-performing loans and the gradual promotion of the marketization of personal non-performing loans,how to evaluate and dispose of personal non-performing loans has become a hot topic of discussion in the market.This article is based on the Expected Credit Loss model and studies the value evaluation method of non extreme recovery of personal non-performing loans.Combined with actual evaluation cases,linear regression modeling is conducted after analyzing many factors that affect the recovery rate of non-performing loans.This study not only helps to enrich the evaluation scope of non-performing loans in financial enterprises,but also provides a solution for the current popular personal non-performing loan evaluation,especially for large-scale personal non-performing loan evaluation,which has important reference significance.