我国商业银行房地产信贷风险及防范

发布时间：2018-07-22 11:32

【摘要】：自从1998年我国城镇居民住房制度改革全面推进以来,房地产业成为我国经济的最重要的组成部分之一,房地产市场取得了快速的发展,其结果就是,房地产商需要资金不断的扩大生产,而房价也节节攀升。房地产市场的资金需求越来越大,一方面,房地产开发商要不断获取资金囤积土地、不断扩张,另一方面,随着房价的呈倍数的增长,人们的收入增长已经赶不上房价的上涨,因此,人们出现资金的需求,转而需求金融市场的支持获得资金,进而购买住房。当前,我国的房地产金融发展尚未完善,房地产融资渠道单一,房地产业主要融资渠道为商业银行贷款,这将使我国商业银行面临着较大的房地产信贷风险。但是,房地产市场的快速发展,使得房地产信贷风险积聚,当房地产市场出现问题,房地产信贷风险便会被放大且更具伤害性。因此,有必要对商业银行房地产信贷风险展开研究,进而为商业银行防范房地产信贷风险提供依据和参考。对房地产信贷风险管理进行研究,不仅对商业银行有效防范与控制风险,还对商业银行的健康发展和国民经济的稳定运行具有深远的意义。首先,本文通过研究我国房地产市场发展现状、对我国商业银行房地产信贷风险进行分析,从规范角度对影响我国商业银行房地产信贷风险的因素进行研究。进一步,本文采用主成分分析法找出影响我国商业银行信贷风险的主要因素,商业银行房地产信贷风险影响因素按重要性依次为盈利能力和现金流能力、偿债能力、成长能力。最后,基于主成分分析建立Logistic回归模型,房地产企业的违约和守约概率进行了测算,并以万科和ST珠江为例,对他们的守约概率进行了分析,可以为商业银行房地产信贷风险的防范提供量化参考依据。本文的创新点在于采用房地产企业的微观财务数据及行业数据,对我国商业银行房地产信贷风险影响因素进行了深入挖掘,并且引入行业指标,使得评价指标体系更为全面。
[Abstract]:Since 1998, when the housing system reform of urban residents in our country was carried out in an all-round way, the real estate industry has become one of the most important components of our economy, and the real estate market has made rapid development. As a result, Real estate developers need capital to expand production, and housing prices are also rising. The demand for capital in the real estate market is increasing. On the one hand, real estate developers must constantly acquire funds to hoard and expand land. On the other hand, with the price of house prices multiplying, people's income growth has been unable to keep up with the rise in house prices. As a result, there is a need for money, which in turn requires the support of financial markets to get the money to buy homes. At present, the development of real estate finance in our country is not perfect, the financing channel of real estate is single, the main financing channel of real estate is commercial bank loan, which will make commercial bank of our country face bigger real estate credit risk. However, the rapid development of the real estate market makes the real estate credit risk accumulate. When the real estate market problems, the real estate credit risk will be magnified and more harmful. Therefore, it is necessary to study the real estate credit risk of commercial banks, and then provide the basis and reference for commercial banks to prevent real estate credit risks. The study of real estate credit risk management is not only effective for commercial banks to prevent and control risks, but also for the healthy development of commercial banks and the stable operation of the national economy. First of all, this paper analyzes the real estate credit risk of commercial banks in China by studying the present situation of the real estate market in China, and studies the factors affecting the real estate credit risk of commercial banks in China from the perspective of norms. Furthermore, this paper uses principal component analysis to find out the main factors that affect the credit risk of commercial banks in China. The influencing factors of real estate credit risk of commercial banks are profitability, cash flow ability, solvency and growth ability in order of importance. Finally, the Logistic regression model is established based on principal component analysis. The probability of breach of contract and compliance of real estate enterprises are calculated, and taking Vanke and St Pearl River as examples, the probability of keeping contracts is analyzed. It can provide quantitative reference basis for commercial bank real estate credit risk prevention. The innovation of this paper is to use the micro financial data and industry data of real estate enterprises to dig into the influencing factors of real estate credit risk of commercial banks in our country, and to introduce the industry index to make the evaluation index system more comprehensive.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.45

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