The Study Of Structure Transaction Model In Priced Commercial Bank's Non-Performing Loans

With the continuous development of the global financial industry,both in developed countries,or countries in transition to a market economy,are faced with different level of non-performed loans.The amount and proportion of non-performed loans will not only affect the level of liquidity of the financial system,but also to the financial security of a country and social stability.Although our country has made some macro regulation and control,and the bank has dispose the bad loans from internal digestion,while the total non-performing loans of commercial bank is still large.Therefore,how to effectively disposal of non-performing loans is important.Among this pricing the non-performed assets prevent have a vital role.This paper first reviewed the current situation of domestic and foreign non-performing loans,the usually used methods for bad asset and its shortage.Then analyze the applicability of the structure transaction method.After that,analyzes the internal assessment and pricing of the buyers and sellers.In the process of internal evaluation,the difficulty of the application of structure transaction method is analyzed,and the difficulties are improved.Finally,this paper makes an empirical study on the evaluation of the bad loans of commercial banks.In the process of empirical analysis,first of all,the recovery rate of non-performing loans of commercial banks is predicted.Secondly,from the perspective of risk,the paper introduces VaR risk measure,determine the management Co's internal assessment about the loans.Finally,after considering the transaction pricing strategy,the behavior of both parties is considered in the model and the final price of the bad loans are evaluated.Through empirical analysis,the structure of the method is effective in evaluating the value of non-performing loans,which simultaneously considers both the behavior of buyers and sellers,that is conducive to the rapid realization of non-performing loans of commercial banks.At the same time,the improvement of the price distribution function of the bad assets is feasible,after the improvement,the recovery rate of non-performing loans has improved.