發(fā)布時間：2018-03-08 04:27

  本文選題：組合拍賣理論　切入點：銀行不良資產(chǎn)　出處：《石家莊鐵道大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

【摘要】：對于全世界的銀行而言,不良資產(chǎn)對于銀行發(fā)展產(chǎn)生的危害性是不言而喻的。國內(nèi)銀行擁有的不良資產(chǎn)數(shù)額較大。不良資產(chǎn)除了給銀行的發(fā)展造成影響之外,還對我國經(jīng)濟社會的發(fā)展起到了阻礙作用�！氨餍�(yīng)”的存在使得不良資產(chǎn)的處理工作需要有極高的處理效率和處理速度。為了最大限度的緩解當(dāng)前國內(nèi)銀行面臨的不良資產(chǎn)壓力,我們有必要以事實為根據(jù)找尋不良資產(chǎn)最佳的處置方式。本文研究的重點在于：根據(jù)銀行不良資產(chǎn)的特點尋找更加適合的處置方法,進一步提高處置的速度和效率,防止銀行不良資產(chǎn)的流失。本文首先介紹了拍賣理論和組合拍賣模型,為下文的論述奠定了理論基礎(chǔ)。然后分析了我國銀行不良資產(chǎn)產(chǎn)生的原因：體制因素、銀行內(nèi)部因素和企業(yè)自身因素。在對我國常用的銀行不良資產(chǎn)的處置方式：法律追償、銀行內(nèi)部核銷、債轉(zhuǎn)股、不良資產(chǎn)證券化和一般拍賣方式進行對比并對用組合拍賣理論處置不良資產(chǎn)的可行性進行論述的基礎(chǔ)上,采取理論和實證相結(jié)合的方式來論證將組合拍賣運用在不良資產(chǎn)處置中的優(yōu)勢。同時根據(jù)我國不良資產(chǎn)處置的實際情況將組合拍賣模型進行擴展,引入xp：競標(biāo)價格、xq：競買人信譽、xr：不良資產(chǎn)處置的資源配置效率這三個變量建立多屬性不良資產(chǎn)組合拍賣模型。通過模擬算例的檢驗,得出結(jié)論：運用多屬性組合拍賣模型對不良資產(chǎn)進行處置比用單純關(guān)注價格的組合拍賣模型進行處置獲得的效用更高。這是本文最大的創(chuàng)新之處。最后針對如何加快存量不良資產(chǎn)的處置和防范增量的不良資產(chǎn)提出政策建議。本文研究的意義在于：對不銀行不良資產(chǎn)處置的方式進行創(chuàng)新,以期提高不良資產(chǎn)的處置效率,防止資產(chǎn)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.
【學(xué)位授予單位】：石家莊鐵道大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F832.2;F724.59

【相似文獻】

相關(guān)期刊論文 前10條

1 劉健;劉寶平;田碧;;基于采購組合拍賣的裝備競爭性采購定價模型[J];中國商界(下半月);2008年09期

2 劉健;劉寶平;;采購組合拍賣在裝備競爭性采購中的應(yīng)用[J];現(xiàn)代商貿(mào)工業(yè);2009年01期

3 陳劍,黃河;基于樹型結(jié)構(gòu)的在線逆向組合拍賣模型[J];系統(tǒng)工程理論方法應(yīng)用;2004年04期

4 黃河;陳劍;;政府采購組合拍賣機制[J];重慶大學(xué)學(xué)報(自然科學(xué)版);2006年06期

5 金m，

本文編號：1582422