Τιμολόγηση χαρτοφυλακίου δανείων σε καθυστέρηση - Κατασκευή & αξιολόγηση μοντέλου για λογαριασμό επενδυτή
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Keywords
Μη εξυπηρετούμενα δάνεια ; NPLs ; Πωλήσεις χαρτοφυλακίου δανείων ; Τιτλοποιήσεις δανείων ; ΜΕΔ ; Απομόχλευση ; Ελληνικές τράπεζες ; Αποτίμηση χαρτοφυλακίου ; Μοντέλο αποτίμησης ; Non-performing loans ; Loan portfolio sales ; Loan securitization ; Deleveraging ; Greek banks ; Portfolio valuation ; Valuation modelAbstract
This Master Thesis was conducted in order to analyze and record the actions required in the context of a loan portfolio sale transaction as well as to construct a valuation model for such a portfolio transaction.
The first part is about the transactions that took place in the Greek NPL Market over the past few years, the basic reasons of their realization and the changes that took place in the strategic management of the sold Portfolios.
The next chapter describes the stages of such a transaction using clear examples and findings about how they were followed in the Greek NPL Market, preparing the introduction for the construction of the overdue loan portfolio valuation model.
The steps and methodology for the valuation of the constructed model in combination with the basic assumptions are the main part of this Master Thesis.
Finally, the results of the valuation of the model that was constructed, focusing at the quality characteristics of the said portfolio while at the same time a comparison is made with the valuation of similar portfolios that were sold in Greece.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με ειδίκευση στις Χρηματοδοτήσεις και ΕπενδύσειςDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
97Language
Greek
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα