我国房地产信贷风险评估的实证研究

发布时间：2018-03-01 00:06

本文关键词： 房地产信贷信贷风险风险识别风险评估　出处：《郑州大学》2013年硕士论文　论文类型：学位论文

【摘要】：20世纪90年代,日本房地产泡沫崩盘。2007年,美国发生次级房贷危机,并由此引发了全球性的金融危机。房地产泡沫所引发的危机则会给一个国家经济带来极大冲击,而房地产信贷所引发的金融危机总是危机的导火索。对比近几年来我们国家的房地产市场,房价在调控中不断地上涨,房地产信贷增长较快,在国家调控下房地产行业发展的不确定性增加了房地产信贷的风险。所以,本文致力于对我国房地产信贷风险评估进行研究,对其规避风险、保持良好发展具有一定的现实意义。本文首先回顾相关文献,并对文献进行梳理和总结。然后通过对我们国家房地产信贷的现状及形成原因进行分析之后,根据风险管理一般程序风险识别、风险评估和风险处理依次进行研究。在风险识别阶段,主要从房地产贷款企业、商业银行及外部环境三方面识别房地产信贷风险。在风险评估阶段,主要用判别分析法与二元Logistic回归模型对同一套指标体系的不同方面进行评估,相互验证。结果发现模型的预测准确性都在90%以上,说明定量分析还是不能完全准确地识别风险,必须将定量分析和定性分析相结合,方能准确的识别、预防风险的发生。最后,本文结合上述研究,从房地产开发贷款和住房抵押贷款相分离、提供多元化的住房抵押贷款利率、房地产开发贷款实行封闭运作管理、提取足够的房地产信贷准备金几个方面提出了防范房地产信贷风险的措施。有助于中国房地产企业的融资以及银行等机构对于风险资金的管理。
[Abstract]:In 1990s, the Japanese real estate bubble collapsed. In 2007, the United States had a subprime mortgage crisis, which triggered a global financial crisis. The crisis caused by the real estate bubble would have a huge impact on a country's economy. And the financial crisis caused by real estate credit is always the trigger of the crisis. Compared with the real estate market in our country in recent years, housing prices are constantly rising in the process of regulation and control, and real estate credit is growing faster. The uncertainty of the development of real estate industry under the control of the state increases the risk of real estate credit. It is of practical significance to maintain good development. This article first reviews the related literature, and combs and summarizes the literature. Then through the analysis of the present situation and the formation reason of our country real estate credit, according to the risk management general procedure risk identification, Risk assessment and risk processing are studied in turn. In the stage of risk identification, real estate loan enterprises, commercial banks and external environment are mainly used to identify real estate credit risks. This paper mainly uses discriminant analysis method and binary Logistic regression model to evaluate different aspects of the same index system and verify each other. The results show that the prediction accuracy of the model is more than 90%, which indicates that the quantitative analysis can not identify the risk completely and accurately. Quantitative analysis and qualitative analysis must be combined in order to accurately identify and prevent the occurrence of risk. Finally, this article combines the above research, from the real estate development loan and the housing mortgage loan separate, provides the multiplex housing mortgage loan interest rate, the real estate development loan implements the closed operation management, This paper puts forward some measures to prevent the risk of real estate credit, which is helpful to the financing of Chinese real estate enterprises and the management of venture capital by banks and other institutions.
【学位授予单位】：郑州大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.45

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