建设银行A分行房地产开发客户信用评级模型研究
发布时间：2018-09-17 20:17
【摘要】：建设银行在黑龙江省的房地产行业的融资过程中起到重要作用。房地产行业资金密集型的行业特点使其在发展过程中大量的依靠银行贷款，与国有四大银行相比，建设银行的房地产贷款余额列居首位。黑龙江省各地市的房地产市场发展不平衡，市场信息发布渠道不够完善，而黑龙江省区域内房地产客户存在企业规模整体偏小，，实力一般，所以对A分行预测房地产企业信用风险的要求较高，研究建设银行A分行的信用评级模型有其特殊意义。 论文阐述了房地产信贷风险来源和度量研究现状研究情况，介绍了建设银行A分行房地产开发客户信贷业务现状，重点介绍了建设银行房地产开发客户贷款信用评级模型和指标体系，并从财务风险和业务风险两个方面分析了该体系的特点和不足。根据信用风险模型存在的不足，论文提出房地产开发客户信用评级模型的设计原则，并分别构建了财务和业务指标体系。在财务指标体系中，通过指标收集和筛选确定财务指标，之后采用Logistic回归的方法，对房地产开发客户的财务风险进行评价。在业务风险体系方面，在原有指标的基础上，增加政府政策和开发资质指标，并细化区域市场变量指标。在确定权重方面，论文采用专家打分法，根据评分指导，确定业务风险的权重及分值。 论文通过房地产开发客户贷款案例进行实例分析。通过房地产开发客户的相关资料，本文综合考虑其财务风险和业务风险评分，最后得出综合评价结果，得出该房地产开发客户违约率较小的结论。
[Abstract]:Construction Bank plays an important role in the financing process of real estate industry in Heilongjiang Province. The capital-intensive characteristics of the real estate industry make it rely heavily on bank loans in the process of development. Compared with the four state-owned banks, the real estate loan balance of China Construction Bank ranks first. The development of the real estate market in various cities in Heilongjiang Province is not balanced, and the channels for releasing market information are not perfect. However, in Heilongjiang Province, the real estate customers in the region have the overall small scale of enterprises and the average strength. So it is very important to forecast the credit risk of real estate enterprises by branch A, so it is of special significance to study the credit rating model of A branch of China Construction Bank. This paper describes the current situation of research on the origin and measurement of real estate credit risk, and introduces the current situation of real estate development customer credit business in Branch A of China Construction Bank. This paper mainly introduces the credit rating model and index system of real estate development customer loan in China Construction Bank, and analyzes the characteristics and shortcomings of the system from two aspects: financial risk and business risk. According to the deficiency of the credit risk model, the paper puts forward the design principle of the credit rating model of the real estate development customer, and constructs the financial and business index system respectively. In the financial index system, the financial index is determined through the collection and screening of indicators, and then the financial risk of real estate development clients is evaluated by using Logistic regression method. In the aspect of business risk system, on the basis of the original index, the government policy and development qualification index are added, and the regional market variable index is refined. In determining the weight, the paper uses the expert scoring method, according to the guidance of scoring, determine the business risk weight and score. The paper through the real estate development customer loan case to carry on the example analysis. Based on the relevant data of the clients of real estate development, this paper synthetically considers the financial risk and business risk score, finally obtains the comprehensive evaluation result, and draws the conclusion that the default rate of the real estate development customer is small.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.45
[Abstract]:Construction Bank plays an important role in the financing process of real estate industry in Heilongjiang Province. The capital-intensive characteristics of the real estate industry make it rely heavily on bank loans in the process of development. Compared with the four state-owned banks, the real estate loan balance of China Construction Bank ranks first. The development of the real estate market in various cities in Heilongjiang Province is not balanced, and the channels for releasing market information are not perfect. However, in Heilongjiang Province, the real estate customers in the region have the overall small scale of enterprises and the average strength. So it is very important to forecast the credit risk of real estate enterprises by branch A, so it is of special significance to study the credit rating model of A branch of China Construction Bank. This paper describes the current situation of research on the origin and measurement of real estate credit risk, and introduces the current situation of real estate development customer credit business in Branch A of China Construction Bank. This paper mainly introduces the credit rating model and index system of real estate development customer loan in China Construction Bank, and analyzes the characteristics and shortcomings of the system from two aspects: financial risk and business risk. According to the deficiency of the credit risk model, the paper puts forward the design principle of the credit rating model of the real estate development customer, and constructs the financial and business index system respectively. In the financial index system, the financial index is determined through the collection and screening of indicators, and then the financial risk of real estate development clients is evaluated by using Logistic regression method. In the aspect of business risk system, on the basis of the original index, the government policy and development qualification index are added, and the regional market variable index is refined. In determining the weight, the paper uses the expert scoring method, according to the guidance of scoring, determine the business risk weight and score. The paper through the real estate development customer loan case to carry on the example analysis. Based on the relevant data of the clients of real estate development, this paper synthetically considers the financial risk and business risk score, finally obtains the comprehensive evaluation result, and draws the conclusion that the default rate of the real estate development customer is small.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.45
【参考文献】
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