H银行山东省分行个人住房贷款业务风险管理研究

发布时间：2017-12-27 07:35

本文关键词：H银行山东省分行个人住房贷款业务风险管理研究　出处：《山东大学》2017年硕士论文　论文类型：学位论文

【摘要】：近几年以来,随着国民经济不断发展,房地产市场发展火爆,房屋贷款需求也随之不断增加。1997年-2014年,仅仅七年时间我国主要金融机构个人住房贷款余额增加了 105.8万亿元,但与此同时,住房贷款风险暴露水平也在与日俱增。面对不断扩大的风险,我国商业银行防范风险和化解不良贷款的经验和能力不足,多地银行只能暂时通过停办业务而慢慢化解,很多银行虽然掌握着抵押物但不知如何降低不良贷款的数量,从原先的贷款人变成了"房东"。本文通过对H银行山东省分行个人住房贷款业务的风险分析,对个人住房贷款业务的风险识别、评估、管理和控制进行了分析研究,并对该业务风险管理的防控提出有效建议。全文共分为七章:第一章主要介绍了本文的研究背景,研究意义和研究过程,对国内外研究现状及研究成果进行了阐述;第二章对个人住房贷款业务、风险分类和风险管理等基本概念、方法进行介绍;第三章介绍了H银行山东省分行个人住房贷款业务风险管理现状,包括目前该银行风险暴露情况以及针对风险采取的相关措施和仍存在的不足之处;第四章介绍了 H银行山东省分行个人住房贷款业务风险成因与识别,从合作机构、借款人、抵押物和银行管理等四个方面分析了风险产生的原因,提出现行识别风险的五个指标;第五章对H银行山东省分行个人住房贷款业务风险的评估进行了研究,分别使用压力测试模型和Logit模型对个人住房贷款内外部风险因素进行评估,并对模型结果进行了应用;第六章对H银行山东省分行个人住房贷款业务的风险管理提出了改进措施,包括对借款人、合作机构、银行内部等各方面进行探讨;第七章对全文进行了总结。本文的主要结论有:H银行山东省分行依托自身的业务优势、资金规模优势占据了山东省个人住房贷款业务市场的半壁江山,业务规模增长迅速,但与其对应的风险管理有待加强。H银行山东省分行个人住房贷款业务面临多因素的风险影响,一方面是外部风险因素的影响,包括合作机构、借款人自身、抵押物等方面风险突出,影响着业务健康发展;另一方面银行内部制度的不完善和人员素质参差不齐,也使该业务风险频发。为了促进个人住房贷款业务的持续健康发展,H银行山东省分行应完善风险管理的防范措施,首先是从借款人资料真实性、信用状况、优化系统评价等方面加强对借款人的风险管理;其次是加强对合作机构的管理,包括中介机构准入和房地产开发商的监管;第三要加强银行内部管理,通过强化信贷人员业务能力和素质、优化岗位设置、完善监测系统开发、强化贷后管理等多途径完善风险防控体系。
[Abstract]:In recent years, with the continuous development of the national economy, the development of the real estate market is booming, and the demand for housing loans is increasing. In 1997 -2014, in just seven years, the balance of personal housing loans increased by 105 trillion and 800 billion yuan, but at the same time, the risk exposure level of housing loans is also increasing. In the face of increasing risk, China's commercial banks to resolve non-performing loans and risk prevention experience and ability is insufficient, many banks only temporarily closed by business and gradually, although many banks hold mortgages but I do not know how to reduce the number of non-performing loans from the original lender, has become a "landlord". Based on the risk analysis of personal housing loan business of H bank Shandong branch, this paper analyzes the risk identification, evaluation, management and control of personal housing loan business, and puts forward effective suggestions for the prevention and control of the business risk management. This paper is divided into seven chapters: the first chapter mainly introduces the research background, research significance and research process of domestic and foreign research results and research status are expounded; the second chapter introduces the individual housing loan business, risk classification and risk management concepts and methods; the third chapter introduces the current situation of individual housing loans business risk management of H Bank branch in Shandong Province, including the bank risk exposures and related measures for risk taking and there are still deficiencies; the fourth chapter introduces the origin and identification of individual housing loan business risk H Bank branch in Shandong Province, analyzes the causes of risk from the four aspects of cooperation mechanism, the borrower and mortgage and the bank management, five indexes of the existing risk identification; the fifth chapter assessment of Shandong branch of H Bank of individual housing loan business risk The study, were used to pressure test and Logit model to evaluate the internal and external risk factors of individual housing loans, and the results of the model application; the sixth chapter on the risk management of H bank Shandong branch of individual housing loan business improvement measures are put forward, including the discussion of all aspects of the borrower, cooperation mechanism, internal bank etc.; the seventh chapter summarizes the whole dissertation. The main conclusions of this paper are as follows: H bank Shandong branch has occupied half of Shandong's housing loan business market relying on its own business advantages and capital scale advantages. Its business scale is growing rapidly, but its corresponding risk management needs to be strengthened. H Shandong branch of the Bank of individual housing loan business risk factors. One is the influence of external factors, including the cooperation mechanism, the borrower, mortgage and other aspects the outstanding risk affects the healthy development of the business; on the other hand, uneven internal bank system is not perfect and the quality of personnel, but also to the business risk frequent. In order to promote the individual housing loan business of the sustained and healthy development of the Shandong branch of H bank should improve the risk management measures, the first is to strengthen the risk management of the borrower from the borrower information authenticity, credit status, optimization system of evaluation; second is to strengthen the cooperation mechanism of management, including real estate developers and intermediaries access regulation; third must strengthen the internal management of the bank, by strengthening the credit personnel ability and quality, optimize the post setting, improve the monitoring system development, strengthen Daihouguanli and other ways to improve the risk prevention and control system.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F299.23;F832.479

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