基于主成分分析的不良资产池现金回收能力的评价  

Cash Recovery Capacity of Non-performing Assets Pool Based on Method for Principal Components Analysis

作　　者：李倩[1] 詹原瑞[1] 

机构地区：[1]天津大学管理学院

出　　处：《西安电子科技大学学报（社会科学版）》2008年第4期74-79,共6页Journal of Xidian University：Social Science Edition

基　　金：辽宁省教育厅项目(2005292)

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.

关 键 词：不良资产证券化 资产池 主成分分析 

分 类 号：F830.91[经济管理—金融学]