农村商业银行房地产贷款的压力测试研究

发布时间：2018-01-14 09:23

本文关键词：农村商业银行房地产贷款的压力测试研究　出处：《福建农林大学》2013年硕士论文　论文类型：学位论文

【摘要】：2009年下半年以来,随着国民经济的复苏和房地产市场的回升,全国各大中城市出现房价过快上涨问题,特别是在2010年3月份之后,房价呈现量价齐涨的局面,房地产泡沫逐渐放大。随后,国家连续出台多项房地产组合调控政策。房地产作为我国的支柱产业,涉及上下游行业众多,对银行信贷资产质量和经营效益影响重大。本笔者运用实证分析的方式,根据影响个人住房贷款质量状况的潜在风险因素,设定房地产市场价格波动以及利率变化情况下的压力情景,对某农村商业银行个人住房贷款和公司客户贷款分别制定测试方案,从违约、损失、影响程度分析测试执行结果,提出实行差异化房贷政策、控制贷款节奏、上收业务审批权限、提高风险拨备等风险应对措施,以及加强房地产政策研究、积极调整房地产授信准入政策、优化存量结构等管理建议,进而评估该行个人住房贷款在不利环境下的风险承受能力和可能发生的损失情况,以期做好房地产贷款风险控制与缓释工作,推进商业银行保障个人和公司住房贷款的持续、健康发展。
[Abstract]:Since the second half of 2009, with the recovery of the national economy and the recovery of the real estate market, housing prices in large and medium-sized cities across the country have been rising too fast, especially after March 2010. The real estate bubble gradually magnified. Subsequently, the state successively issued a number of real estate portfolio control policies. As a pillar industry of our country, real estate involves many upstream and downstream industries. The author uses the method of empirical analysis, according to the potential risk factors that affect the quality of personal housing loans. Set the real estate market price fluctuations and changes in interest rates under the pressure scenario, a rural commercial bank personal housing loans and corporate customer loans separately developed test plans, from default, loss. Impact degree analysis of the implementation of the test results, proposed the implementation of differentiated housing loan policy, control the pace of loans, receive business approval authority, improve risk provisions and other risk response measures, and strengthen real estate policy research. Actively adjust the real estate credit access policy, optimize the stock structure and other management recommendations, and then assess the bank's personal housing loans in the adverse environment risk tolerance and possible losses. In order to do a good job of real estate loan risk control and release, promote commercial banks to ensure the sustainable and healthy development of personal and corporate housing loans.
【学位授予单位】：福建农林大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.35;F832.45

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