我国商业银行房地产信贷宏观风险控制研究

发布时间：2018-01-16 00:34

本文关键词：我国商业银行房地产信贷宏观风险控制研究　出处：《河北大学》2013年硕士论文　论文类型：学位论文

【摘要】：众所周知，房地产业是宏观经济的主要基础产业之一，它的迅速发展可以有效带动上下游产业的发展，对宏观经济具有有力的拉动作用，，同时,房地产业又是资金密集型产业，房地产业的融资渠道对房地产业的发展至关重要。随着经济体制的不断发展和改革，房地产业经过了2002-2007年的飞速发展之后，具有一些独有特征，融资渠道单一，直接融资比例特别少，主要以银行贷款为主，通过银行直接贷款和间接融资所得到的资金比重达到房地产融资总额的70%。同时，随着房地产业的发展，商业银行房地产信贷也有了飞速的增长，商业银行在获得收益的同时，不可避免的积累了巨大的风险，因此如何防范房地产信贷宏观风险是一个值得探讨的课题。本文主要研究方向是房地产信贷宏观风险的防范，首先是对这一课题的研究背景和意义进行阐述，分析了目前国内外的主要研究现状以及本文的研究思路和方法；接着对房地产信贷的概念与分类、房地产信贷宏观风险的界定与传导机制进行了分析，了解了目前我国房地产信贷宏观风险的现状及成因；在第三章主要阐述了由宏观调控政策导致的房地产信贷宏观风险以及由房地产周期波动所导致的房地产信贷宏观风险；第四章作为文章的核心章节，运用CPV模型进行房地产信贷的宏观风险预测，说明宏观经济景气指数、企业景气指数、国房景气指数和居民消费价格指数对房地产信贷不良贷款率具有稳定的影响作用；第五章作为本文的落脚点，通过三、四章的分析，对有效的防范房地产信贷宏观风险提出切实可行的措施，包括政府视角的继续加强对房地产业和土地制度的调控和监管；房地产企业角度要切实拓宽房地产融资渠道；消费者角度要引入专门机构为房地产信贷进行担保和保险；银行视角包括银行内部设立专门的房地产信贷宏观风险管理部门，切实提高房地产信贷宏观风险管理人员的职业素养，有效推进住房贷款证券化等建议，以期对防范与化解房地产信贷宏观风险具有一定的借鉴意义。
[Abstract]:As we all know, the real estate industry is one of the main basic industries of the macro-economy, its rapid development can effectively promote the development of upstream and downstream industries, and has a strong pull on the macro-economy at the same time. The real estate industry is also a capital-intensive industry. The financing channel of the real estate industry is very important to the development of the real estate industry. After the rapid development of the real estate industry from 2002 to 2007, it has some unique characteristics, the financing channel is single, the proportion of direct financing is especially small, mainly with bank loans. With the development of the real estate industry, the commercial bank real estate credit also has a rapid growth in the proportion of funds obtained through direct loans and indirect financing of banks to 70% of the total amount of real estate financing. At the same time, commercial banks inevitably accumulate huge risks, so how to prevent the macro risks of real estate credit is a topic worth discussing. The main research direction of this paper is the prevention of macro risk of real estate credit, first of all, the research background and significance of this topic are expounded. The main research situation at home and abroad and the research ideas and methods of this paper are analyzed. Then the concept and classification of real estate credit, the definition and transmission mechanism of macro risk of real estate credit are analyzed, and the present situation and causes of macro risk of real estate credit in China are understood. In the third chapter, the macro-risk of real estate credit caused by macro-control policy and the macro-risk of real estate credit caused by periodic fluctuations of real estate are discussed. Chapter 4th as the core chapter of the article, using the CPV model to predict the macro risk of real estate credit, to explain the macroeconomic boom index, enterprise boom index. The national housing boom index and consumer price index have a stable effect on the non-performing loan rate of real estate credit. Chapter 5th as the foothold of this article, through the analysis of three and four chapters, effective prevention of real estate credit macro risks put forward practical measures. Including the government perspective to continue to strengthen the real estate industry and land system regulation and supervision; From the angle of real estate enterprise, we should expand the financing channel of real estate; Consumers should introduce special institutions to guarantee and insure real estate credit; The banking perspective includes the establishment of a special real estate credit macro risk management department within the bank to effectively improve the professional literacy of real estate credit macro risk managers and effectively promote the securitization of housing loans. In order to prevent and resolve real estate credit macro-risk has certain reference significance.
【学位授予单位】：河北大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.45

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