我国商业银行个人住房按揭贷款的流动性风险分析

发布时间：2018-01-03 03:23

本文关键词：我国商业银行个人住房按揭贷款的流动性风险分析　出处：《吉林大学》2014年硕士论文　论文类型：学位论文

【摘要】：随着我国经济的不断发展，，国民收入的不断提高，房地产业也迅速发展起来，住房不仅仅是居民的生活必需品，更是一种投资手段，大量的资金涌入房地产市场，个人住房贷款需求也不断高涨。伴随着金融自由化和经济全球化的不断深入，银行间的竞争日益激烈，由于个人住房按揭贷款有房产作为抵押担保，风险相对较小，成为各家商业银行竞相发展的业务。在个人住房按揭贷款总量不断增加的同时，风险也逐渐暴露。流动性风险是一种复合风险，隐蔽性较高，一旦形成，便会危及到整个金融系统甚至整个国民经济的稳定和发展。在此背景下，本文选选择对我国商业银行个人住房按揭贷款的流动性风险进行研究，本文共分为五个部分。第一章分析了选题的背景及意义，回顾了国内外学者对于商业银行个人住房按揭贷款的流动性风险问题的研究成果，同时指出本文的主要研究方法、创新之处和不足。第二章介绍了个人住房按揭贷款流动性风险的相关概念和特征，并揭示了个人住房按揭贷款的流动性风险与其他风险的联系。第三章主要介绍了目前对商业银行流动性风险的主要衡量方法，包括流动性指标法、久期分析法、现金流分析法、流动性指数法，并根据数据的可得性选择流动性指标法作为个人住房按揭贷款流动性风险的衡量方法。第四章首先运用流动性指标法分析了我国个人住房按揭贷款流动性风险的现状，其次从经济环境、商业银行内部环境、房地产企业等方面分析了其产生的原因，最后以北岩银行为案例分析了其导致的后果。第五章提出建立个人住房按揭贷款流动性风险的预警指标体系，包括其涵义、步骤、基本内容和国际银行流动性风险预警机制带来的启示，并从商业银行自身、房地产企业和外部环境三个角度对商业银行个人住房按揭贷款的流动性风险进行防范。
[Abstract]:With the continuous development of our economy and the continuous improvement of national income, the real estate industry has also developed rapidly. Housing is not only the necessities of life, but also a means of investment. With the financial liberalization and the deepening of economic globalization, the competition between banks is becoming increasingly fierce. Because the personal housing mortgage loan has the real estate as the mortgage guarantee, the risk is relatively small, so it becomes the business that each commercial bank develops in competition, while the total amount of the individual housing mortgage loan is increasing continuously at the same time. Liquidity risk is a kind of compound risk. Once it is formed, it will endanger the stability and development of the whole financial system and even the whole national economy. This paper chooses to study the liquidity risk of personal housing mortgage loan of commercial banks in China, which is divided into five parts. The first chapter analyzes the background and significance of the topic, reviews the domestic and foreign scholars' research results on the liquidity risk of individual housing mortgage loans of commercial banks, and points out the main research methods of this paper. Innovations and shortcomings. The second chapter introduces the related concepts and characteristics of liquidity risk of personal housing mortgage loan, and reveals the relationship between liquidity risk and other risks of individual housing mortgage loan. The third chapter mainly introduces the main methods to measure the liquidity risk of commercial banks, including liquidity index method, duration analysis method, cash flow analysis method, liquidity index method. According to the availability of the data, the liquidity index method is chosen as the measure method of the liquidity risk of individual housing mortgage loan. Chapter 4th firstly analyzes the current situation of liquidity risk of individual housing mortgage loan in China by using liquidity index method, and then analyzes the internal environment of commercial banks from the economic environment. Real estate enterprises and other aspects of the analysis of its causes, and finally the north rock bank for the case analysis of the consequences. Chapter 5th puts forward the establishment of individual housing mortgage loan liquidity risk early warning index system, including its meaning, steps, basic content and international bank liquidity risk warning mechanism. And from the commercial banks themselves, real estate enterprises and the external environment to guard against the liquidity risk of individual housing mortgage loans of commercial banks.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.45

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