知识产权证券以其突破传统融资方式的限制备受关注,其风险的量化分析具有重要的应用价值。知识产权证券化资产风险包括资产权利风险、资产收益风险、资产结构风险。采用收益直接估算法建立模型,通过蒙特卡洛模拟评估违约风险,为知识产权证券化资产风险评估提供了简便宜行的量化决策方法,并将其应用到了实例中。 Intellectual property securities has attracted much attention because of its limitation of breaking through the traditional financing methods, and its quantitative analysis of risk has important application value. Assets securitization of intellectual property risk include asset rights risk, asset return risk, asset structure risk. Using the method of direct revenue estimation to establish the model and Monte Carlo simulation to evaluate the default risk, this paper provides a simple and inexpensive quantitative decision method for asset securitization risk assessment of IPR and applies it to the examples.