| Type of data: Check all that apply. Use "Other" to specify other types so that we can include them in further updates. |
table
|
| Variable labels of dataset (the names of the variables) |
product name, issue amount, priority part, inferiority part, issue rate, interest rate margin, expected recovery amount, expected recovery rate, the recovery amount of 0.5,1,1.5,2,2.5,3,3.5 years after release |
| Outline of data |
In my data, I collect the data about non-performing ABS released by 5 biggest banks of China during 2016-2020, such as issue amount, the priority part, the inferiority part, the issue rate, the expected recovery rate, and so on. The data are collected for my research about the financial stock market. |
| Simulation process |
make regressions or other data analyzing methods using relevant softwares |
| Expected outcome of the process (obtained knowledge, analysis results, output of tools) |
evaluate the risk of those products, and evaluate the reasonable price of those products. compare the expected price to the real price, and try to explain the difference if any |
| Anticipation for analyses/simulations other than the typical ones provided above |
use those historical data to evaluate those new-issue products, evaluating the risk and price of them |
Last Update：December,22,2021 Created：December,22,2021
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February,13,2022
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