组合拍卖处置我国国有银行不良资产的研究

发布时间：2018-03-08 04:27

本文选题：组合拍卖理论　切入点：银行不良资产　出处：《石家庄铁道大学》2015年硕士论文　论文类型：学位论文

【摘要】：对于全世界的银行而言,不良资产对于银行发展产生的危害性是不言而喻的。国内银行拥有的不良资产数额较大。不良资产除了给银行的发展造成影响之外,还对我国经济社会的发展起到了阻碍作用。“冰棍效应”的存在使得不良资产的处理工作需要有极高的处理效率和处理速度。为了最大限度的缓解当前国内银行面临的不良资产压力,我们有必要以事实为根据找寻不良资产最佳的处置方式。本文研究的重点在于：根据银行不良资产的特点寻找更加适合的处置方法,进一步提高处置的速度和效率,防止银行不良资产的流失。本文首先介绍了拍卖理论和组合拍卖模型,为下文的论述奠定了理论基础。然后分析了我国银行不良资产产生的原因：体制因素、银行内部因素和企业自身因素。在对我国常用的银行不良资产的处置方式：法律追偿、银行内部核销、债转股、不良资产证券化和一般拍卖方式进行对比并对用组合拍卖理论处置不良资产的可行性进行论述的基础上,采取理论和实证相结合的方式来论证将组合拍卖运用在不良资产处置中的优势。同时根据我国不良资产处置的实际情况将组合拍卖模型进行扩展,引入xp：竞标价格、xq：竞买人信誉、xr：不良资产处置的资源配置效率这三个变量建立多属性不良资产组合拍卖模型。通过模拟算例的检验,得出结论：运用多属性组合拍卖模型对不良资产进行处置比用单纯关注价格的组合拍卖模型进行处置获得的效用更高。这是本文最大的创新之处。最后针对如何加快存量不良资产的处置和防范增量的不良资产提出政策建议。本文研究的意义在于：对不银行不良资产处置的方式进行创新,以期提高不良资产的处置效率,防止资产流失。
[Abstract]:For banks all over the world, the harm of non-performing assets to the development of banks is self-evident. The amount of non-performing assets owned by domestic banks is relatively large. In addition to the impact of non-performing assets on the development of banks, It also hinders the development of our economy and society. The existence of "ice popsicle effect" makes the disposal of non-performing assets need to be highly efficient and processing speed. In order to minimize the current domestic bank face. The impending pressure on non-performing assets, It is necessary for us to look for the best disposal method of non-performing assets on the basis of facts. The emphasis of this paper is to find more suitable disposal methods according to the characteristics of non-performing assets of banks, and to further improve the speed and efficiency of disposal. This paper first introduces the auction theory and combinatorial auction model, which lays a theoretical foundation for the discussion below. Then, it analyzes the causes of non-performing assets in Chinese banks: institutional factors. Internal factors of banks and factors of enterprises themselves. In the disposal of non-performing assets of banks commonly used in China: legal recovery, internal write-off of banks, conversion of debts to shares, On the basis of comparing non-performing asset securitization with general auction methods and discussing the feasibility of dealing with non-performing assets with combinatorial auction theory, The combination of theory and practice is adopted to demonstrate the advantages of using combinatorial auction in the disposal of non-performing assets. At the same time, according to the actual situation of disposal of non-performing assets in China, the model of combinatorial auction is extended. This paper introduces three variables, XP: bidding price, XQ: reputation of bidders, resource allocation efficiency of disposal of non-performing assets, to set up a multi-attribute non-performing asset combination auction model. The conclusion is that it is more effective to dispose of non-performing assets by using multi-attribute combinatorial auction model than by using combinatorial auction model which is only concerned about price. This is the biggest innovation of this paper. Finally, how to deal with this problem is discussed. To speed up the disposal of non-performing assets in stock and to guard against incremental non-performing assets. The significance of this study lies in the innovation of the disposal of non-bank non-performing assets. In order to improve the efficiency of the disposal of non-performing assets, to prevent the loss of assets.
【学位授予单位】：石家庄铁道大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.2;F724.59

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