Research On Multiple Regression Pricing Method Of Commercial Bank Personal Housing Non-performing Asset Securitization

Non-performing asset securitization is a new kind of bad assets disposal way,expanding the method to deal with non-performing assets of commercial banks,especially suitable for small amount per loan and be in a large demand of non-performing assets.Also,the marketization disposition will bank non-performing assets disposal and capital market securities issue two different fields joined together,increase the value of non-performing assets.This paper takes the non-performing assets securities of personal housing as the research object to determine the future recovery value of non-performing assets in the asset pool.Based on a comprehensive comparison of common pricing methods in the market,this paper puts forward the idea of establishing multiple regression pricing model.Using the historical data of YN bank’s personal housing non-performing loans,the factors affecting the pricing of non-performing assets are analyzed,the pricing equation is established,and the overall recovery value of the virtual asset pool to be securitized is calculated,proving the effectiveness of the multiple regression pricing model.This paper puts forward the pricing model of avoiding the low efficiency of traditional asset pricing method,the evaluation results is not strict shortcomings,adopts the method of mathematical statistics,with the aid of analysis software,the pricing results more scientific and accurate,and provides a new way of pricing of commercial Banks,and suggested that commercial Banks set up also can complete the bad assets disposal data system,to provide efficient asset securitization work data and technical support.