Research On JT Bank's Non-performing Asset Securitization Pricing

Recently,China has encouraged commercial banks to adopt market-based means to dispose of non-performing assets,such as securitization.In recent years,JT Bank's non-performing assets and nonperforming assets ratio have increased year by year,but the net profit and net profit rate have shown a downward trend,indicating that JT Bank's internal profits have been unable to write off non-performing assets,and the disposal of assets by means of asset securitization Assets are imperative.This paper starts with the asset-backed securities actually issued by JT Bank,and studies the method of pricing the underlying assets in the process of asset securitization of JT Bank to optimize the pricing method of JT Bank's non-performing asset securitization.Based on the above research background,this paper starts with the third phase of non-performing asset securitization actually issued by JT Bank,and analyzes the disposal price of the basic asset pool.First of all,a comprehensive understanding and in-depth analysis of the status of JT Bank's nonperforming assets in recent years,including the industry distribution,regional distribution and loan type distribution of JT Bank's non-performing asset securitization in the past two years,has been issued from JT Bank.The non-performing asset support plan analyzes the pricing method of its existing basic asset pool,and finds out its existing problems.Then it proposes a quantitative method for the problems found in the research,and proposes to use dynamic pricing model to measure the value of the underlying asset pool and select JT Bank recently issued non-performing asset-backed securities for inspection;finally proposed corresponding amendments to the shortcomings in JT Bank's non-performing asset securitization base asset pool pricing,such as improving the loan default rate database,improving the non-performing loan interest rate model,etc.Further enrich the pricing system for JT Bank's nonperforming asset securitization and promote the healthy and orderly development of JT Bank's nonperforming asset securitization.