长沙工商银行房地产开发贷款的风险管理研究
发布时间：2018-11-16 06:41
【摘要】：房地产是国民经济的重要支柱，而房地产开发的主要资金来源是商业银行。近年来，随着湖南省“两型社会”建设的不断深入，长沙市房地产行业发展迅速，相应的银行房地产开发贷款余额也不断创新高。但房地产行业本身风险较高，且受国家宏观经济政策及市场环境的影响较明显，随着当前国家对房价调控的力度不断加强，未来不排除房地产行业出现系统性风险，从而给银行贷款造成损失的可能性。有鉴于此，当前各大商业银行均对房地产贷款的风险尤为重视，，通过对风险承担进行测度、强化内控机制等手段，对可能存在的风险隐患进行预防和化解。本文以长沙市工商银行为研究对象，通过对其房地产开发贷款的风险状况进行定性和定量的研究，试图找出其风险的主要影响因素和风险管理中存在的问题，从而有针对性的提出一些改善其风险管理的政策建议。 论文以风险管理的三个主要流程——识别、度量、控制——为理论依据，首先从长沙房地产市场的发展现状入手，分析了其发展状况和未来可能的走势，继而通过数据整理和指标分析，分析了长沙市工商银行房地产开发贷款风险管理中，存在的某些问题和不足，从而定性的识别出其存在的风险因子和隐患；在此基础上，文章采用向量自回归（VAR）模型，从定量角度对工商银行房地产开发贷款不良贷款率的影响因素进行了分析，并对相关风险因素进行了度量和评估，评估认为房价波动对银行贷款风险的影响最大，银行应尤为关注；最后，论文基于加强长沙工商银行房地产开发贷款的风险管理水平，提出了一些有针对性和可操作性的控制风险的政策建议，包括建立事前预警机制、创新全程控制体系、拓宽风险事后转移渠道等。
[Abstract]:Real estate is an important pillar of the national economy, and the main source of funds for real estate development is commercial banks. In recent years, with the deepening of the construction of "two-oriented society" in Hunan Province, the real estate industry in Changsha has developed rapidly, and the balance of the bank's real estate development loan has also reached a new high. However, the real estate industry itself has a higher risk and is obviously affected by the national macroeconomic policy and market environment. With the strengthening of the current state's regulation and control of house prices, the real estate industry will not be ruled out of the emergence of systemic risks in the future. The possibility of a loss to a bank loan. In view of this, various commercial banks are paying special attention to the risk of real estate loans, through the risk measurement, strengthen the internal control mechanism, and so on, to prevent and resolve the possible risk hidden danger. This paper takes the Changsha Industrial and Commercial Bank as the research object, through the qualitative and quantitative research on the risk situation of its real estate development loan, tries to find out the main influencing factors of its risk and the problems existing in the risk management. In order to put forward some policy recommendations to improve its risk management. Based on the three main processes of risk management: identification, measurement and control, the paper starts with the present situation of Changsha real estate market and analyzes its development status and possible trend in the future. Then through the data collation and the index analysis, has analyzed the Changsha industrial and commercial bank real estate development loan risk management, the existence certain question and the insufficiency, thus qualitatively identified its existence risk factor and the hidden danger; On this basis, the paper uses the vector autoregressive (VAR) model to analyze the influencing factors of non-performing loan rate of ICBC real estate development loan from the angle of quantitative analysis, and measures and evaluates the related risk factors. The assessment shows that the fluctuation of house price has the greatest influence on the risk of bank loan, and the bank should pay more attention to it. Finally, based on strengthening the risk management level of the real estate development loan of Changsha Industrial and Commercial Bank, the paper puts forward some targeted and operable policy recommendations for risk control, including establishing a pre-warning mechanism and innovating the whole process control system. Broaden the channel of risk transfer after the event.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.45
本文编号：2334754
[Abstract]:Real estate is an important pillar of the national economy, and the main source of funds for real estate development is commercial banks. In recent years, with the deepening of the construction of "two-oriented society" in Hunan Province, the real estate industry in Changsha has developed rapidly, and the balance of the bank's real estate development loan has also reached a new high. However, the real estate industry itself has a higher risk and is obviously affected by the national macroeconomic policy and market environment. With the strengthening of the current state's regulation and control of house prices, the real estate industry will not be ruled out of the emergence of systemic risks in the future. The possibility of a loss to a bank loan. In view of this, various commercial banks are paying special attention to the risk of real estate loans, through the risk measurement, strengthen the internal control mechanism, and so on, to prevent and resolve the possible risk hidden danger. This paper takes the Changsha Industrial and Commercial Bank as the research object, through the qualitative and quantitative research on the risk situation of its real estate development loan, tries to find out the main influencing factors of its risk and the problems existing in the risk management. In order to put forward some policy recommendations to improve its risk management. Based on the three main processes of risk management: identification, measurement and control, the paper starts with the present situation of Changsha real estate market and analyzes its development status and possible trend in the future. Then through the data collation and the index analysis, has analyzed the Changsha industrial and commercial bank real estate development loan risk management, the existence certain question and the insufficiency, thus qualitatively identified its existence risk factor and the hidden danger; On this basis, the paper uses the vector autoregressive (VAR) model to analyze the influencing factors of non-performing loan rate of ICBC real estate development loan from the angle of quantitative analysis, and measures and evaluates the related risk factors. The assessment shows that the fluctuation of house price has the greatest influence on the risk of bank loan, and the bank should pay more attention to it. Finally, based on strengthening the risk management level of the real estate development loan of Changsha Industrial and Commercial Bank, the paper puts forward some targeted and operable policy recommendations for risk control, including establishing a pre-warning mechanism and innovating the whole process control system. Broaden the channel of risk transfer after the event.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.45
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