データの種類 |
表
|
データの変数(パラメーター)の変数名 |
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 |
データの概要説明 |
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. |
想定しているデータの分析・シミュレーションプロセス |
make regressions or other data analyzing methods using relevant softwares |
想定しているデータの分析・シミュレーションプロセスの結果 (データ分析結果/ツールの出力/典型例など) |
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 |
上記の分析・シミュレーションプロセス以外に期待する分析 |
use those historical data to evaluate those new-issue products, evaluating the risk and price of them |
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