低碳经济下商业银行房地产信贷风险研究

发布时间：2018-02-16 00:04

本文关键词： 房地产房地产信贷风险低碳经济　出处：《四川农业大学》2014年硕士论文　论文类型：学位论文

【摘要】：随着金融体制改革的深化,房地产信贷的日趋收紧,做为典型的资金密集型产业的房地产行业势必将受到巨大的冲击。而相对于银行来讲,随着近年来房地产贷款余额的不断上升,其信用风险也在不断聚集,如何防控房地产信贷风险已经成为当前急需研究解决的问题。随着全球气候变暖等环境问题日益突出,发展低碳经济已成为各国经济可持续发展的唯一途径,房地产行业因其开发量大,建筑能耗高而成为低碳经济发展的关键行业。因此,低碳经济的发展影响着房地产经济的发展,也就必然会冲击银行的房地产信贷风险。本文致力于构建低碳因素对银行房地产信贷风险的作用机理,并验证低碳经济对于房地产信贷风险的作用大小,从而提出相应的对策建议,对于促进银行业和房地产业的健康发展意义重大。本文研究了房地产信贷风险的相关理论,分析了当前我国房地产信贷风险的现状,并基于低碳因素下分析了影响房地产信贷风险的机理,构建了Credit Risk+模型对低碳经济下和非低碳经济下的房地产信贷风险进行测度,以确定低碳因素对于房地产信贷风险的大小程度。以X城市商业银行为例,选取的X城市商业银行2011年1月至2013年12月之间房地产信贷数据,并将低碳经济因素考虑进去,划分为了绿色类和非绿色类,基于Credit Risk+模型对两种贷款形式进行度量,主要从预期损失、最大损以及非预期损失三个方面进行度量分析,寻求房地产绿色信贷的预期损失大小及其风险损失分布特征。最后根据对X银行房地产风险的度量,得出：房地产信贷不管是绿色类和非绿色类损失概率都是非对称的；绿色类的房地产信贷的实际违约率要低于非绿色类的房地产贷款；绿色类房地产贷款的风险波动性大于非绿色类贷款,三个结论。并对其产生原因进行了充分分析,提出了在低碳约束下我国银行业防范房地产信贷风险的建议：(1)强化政府宏观调控作用：(2)提高行业准入门槛,加强行业自律；(3)完善银行对绿色房地产信贷的营运体系。
[Abstract]:With the deepening of the reform of the financial system and the tightening of real estate credit, the real estate industry, as a typical capital-intensive industry, is bound to suffer a great impact. With the increasing balance of real estate loan in recent years, the credit risk of real estate loan is also gathering. How to prevent and control the credit risk of real estate has become a problem that needs to be studied and solved urgently. With the global climate warming and other environmental problems becoming increasingly prominent, The development of low-carbon economy has become the only way for the sustainable development of national economy. The real estate industry has become the key industry for the development of low-carbon economy because of its large amount of development and high building energy consumption. The development of low-carbon economy affects the development of real estate economy, which will inevitably impact the real estate credit risk of banks. And verify the effect of low-carbon economy on real estate credit risk, and put forward the corresponding countermeasures and suggestions, which is of great significance to promote the healthy development of banking and real estate. This paper studies the theory of real estate credit risk. This paper analyzes the current situation of real estate credit risk in China, analyzes the mechanism of influencing real estate credit risk based on low-carbon factors, and constructs Credit Risk model to measure the real estate credit risk in low-carbon economy and non-low-carbon economy. Taking X City Commercial Bank as an example, the real estate credit data of X City Commercial Bank between January 2011 and December 2013 are selected, and the low-carbon economic factors are taken into account. Divided into green class and non-green class, based on Credit Risk model to measure the two loan forms, mainly from three aspects of expected loss, maximum loss and unexpected loss measurement analysis. According to the measurement of real estate risk of X Bank, it is concluded that the probability of loss of real estate credit is asymmetric, regardless of whether it is green or non-green; The actual default rate of green real estate credit is lower than that of non-green real estate loan, and the risk volatility of green real estate loan is higher than that of non-green real estate loan. This paper puts forward some suggestions on how to prevent the real estate credit risk in China's banking industry under the low carbon constraint: (1) strengthening the macro-control role of the government: (2) raising the entry threshold of the industry, strengthening the self-discipline of the industry and perfecting the operation system of the bank to the green real estate credit.
【学位授予单位】：四川农业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.45

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