The major role of Asset Management Corporation (AMC) is to purchase, manage and dispose of Non-Performing Loans (NPLs) acquired from financial institutions. The Company's operational goal is to preserve the asset value and maximize the recovery value. Asset management corporation (AMC) will adapt suitable measures to specific conditions in NPLs and collateral disposition. Those measures include sale, exchange, restructuring, debt-equity swap, securitization and auction. Auction is the most popular one. But most auction processes are concerned with the price, among which the making process is the only attribute in the decision. It is necessary to study multi-attributes auction in which we conduct auction with more attributes. But the traditional methods have obvious shortcomings. So many attributes lead to heaven work burden and the individual factors affect the allocation of attribute. This paper firstly presents an approach based on rough sets to solve the problem of attribute reduction and setting weight in multi-attributes decision making of asset disposal.
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