商业银行个人住房按揭贷款的风险控制系统分析和架构设计

发布时间：2018-04-25 20:50

本文选题：按揭贷款 + 风险控制　；参考：《天津大学》2012年硕士论文

【摘要】：近年来，商业银行的个人住房贷款业务突飞猛进，但快速发展的背后风险度开始提高。有效地认识商业银行按揭贷款的各种风险以及风险成因，，有更利于控制按揭贷款的风险，并且使这项业务有利于购房者和市场供给者的需求关系，使个人按揭贷款有利于买房者需求，也有利于房市和国家经济的健康发展。有效地识别、控制个人住房贷款面临的潜在风险，对于商业银行的健康快速发展和保持金融系统的稳定具有十分重大的意义。本文介绍了个人按揭贷款的概念、按揭贷款的形式、流程和相关规定以及商业银行按揭贷款的风险种类及控制方法。根据近几年来政策，学术研究者的经验理论以及银行的数据统计、测试模型等，深入浅出地描述了按揭贷款的风险种类和有效控制方法。文章从控制按揭贷款风险出发，引入了个体评估模型和风险预警模型的概念，并给出了优化和修正此模型的方法，同时引入了动作及动作因子的概念，并试着用动作及因子对来控制操作性风险，最后又加入一个风险预警的构架控制，达到初始的设计要求；整个软件架构从个案出发，经个体评估后进入个体评估库，供日后查询，其评估结果作为动作因子，匹配动作因子库中相应的动作；流程设计模块负责设计业务处理流程，并作为流程控制模块使用，流程控制模块在每一操作过程中根据评估结果和操作匹配动作因子库中的动作因子对，选择下一步的流程；个体库中的案例经预警模块的分析整理，如触发预警事件则发出警告信号给决策模块，由决策模块根据决策库中的相应处置方案处置；最后经过案例分析，佐证了此软件架构及模型的合理性。
[Abstract]:In recent years, the commercial bank's personal housing loan business has developed by leaps and bounds, but the risk degree behind the rapid development has begun to increase. Effectively understand the various risks and risk causes of commercial banks' mortgage loans, have more conducive to control the risks of mortgage loans, and make this business conducive to the demand relationship between home buyers and market providers. Personal mortgage loans are conducive to the demand of buyers and the healthy development of the housing market and the national economy. It is of great significance to identify and control the potential risks faced by individual housing loans for the healthy and rapid development of commercial banks and to maintain the stability of the financial system. This paper introduces the concept of personal mortgage loan, the form of mortgage loan, the flow and related regulations, and the risk types and control methods of commercial bank mortgage loan. According to the policies of recent years, the empirical theory of academic researchers, the statistics of banks and the test models, this paper describes the types of risks and effective control methods of mortgage loans. In this paper, the concepts of individual assessment model and risk warning model are introduced in order to control the risk of mortgage loan, and the methods of optimizing and modifying the model are given, and the concepts of action and action factor are also introduced. And try to use action and factor pairs to control the operational risk, and finally add a risk early warning framework control to meet the initial design requirements; the entire software architecture from individual cases, after individual assessment into the individual assessment database, The evaluation results are used as action factors, matching the corresponding actions in the action factor database, and the process design module is responsible for designing the business process and using it as the process control module. Process control module in each operation process according to the evaluation results and operation matching action factor database action factor pairs, select the next step of the process; individual database cases through the early warning module analysis, If a warning event is triggered, a warning signal is sent to the decision-making module, which is disposed by the decision module according to the corresponding disposal scheme in the decision base. Finally, the rationality of the software architecture and model is proved by the case study.
【学位授予单位】：天津大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：O211.67;F832.4

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