新形势下B商业银行房地产行业授信风险管理研究

发布时间：2018-02-12 18:36

本文关键词： 商业银行房地产授信风险授信风险管理授信风险管控模型　出处：《天津大学》2014年硕士论文　论文类型：学位论文

【摘要】：本文以B银行为切入点,以事实为依据,全面梳理分析了商业银行房地产行业授信风险管理在新形势下存在的问题,并对产生问题的原因进行了深入剖析。在此基础上,作者通过理论分析和实证研究,挖掘数据,反复测算,尝试通过建构量化评估模型对授信风险及风险与收益的匹配度进行定量分析,以准确判断授信风险大小,从而为行业授信政策制定及具体项目的准入和风险把控提供决策依据。本文的研究成果主要是分别构建了三个模型,一是风险收益匹配度模型,用于制定行业授信政策,通过模型测算结果对应相应的行业授信政策;二是房地产开发贷款模型,用于判断具体房地产开发项目授信的风险,以确定新增项目是否可以准入、存量项目的授信风险程度以及制定相应的贷后管理措施;三是按揭贷款模型,用于评估具体按揭贷款的授信风险,用于新增业务准入、存量业务评估以及制定相应的贷后管理策略。本文的作者希望通过上述的研究能够提高商业银行在新形势下对房地产行业授信风险判断的准确性和展业政策的科学性,从而平衡收益与风险,提高房地产授信风险管理的质量和效果,促进业务持续健康发展。同时本文仍存在一些局限性,在以下几个方面后续还可以进行进一步的研究,一是将扩充模型应用范围,将评估模型扩充至其他的授信品种;二是进一步丰富研究样本,通过更多银行的实证数据进一步完善评估模型;三是对模型应用进行进一步的研究,提高模型在实践中的应用效益。
[Abstract]:In this paper, taking B bank as the starting point, based on the facts, comprehensively analyzes the existing commercial bank real estate credit risk management under the new situation, and the causes of the problems are analyzed. On this basis, the author through theoretical analysis and empirical research, data mining, repeated calculation, try through the construction of quantitative evaluation model of credit risk and the risks and benefits of the matching degree of quantitative analysis, to accurately determine the size of credit risk, and to develop specific projects for the industry access to credit policy and risk control to provide decision-making basis. The main achievements of this study are three models were constructed, one is the risk return matching model for the development of industry credit policy, through the model calculation results corresponding industry credit policies; two is the real estate development loan model, used to determine the specific real estate development The project credit risk, to determine whether the new project can access, credit risk degree of the stock of the project and make the corresponding loan management measures; three is the mortgage loan model for the evaluation of specific mortgage credit risk, for new business access, stock business evaluation and make corresponding loan management strategies. The author hopes through the above research can improve the commercial banks under the new situation of the real estate industry credit risk judgment scientific policy and the accuracy of the exhibition industry, so as to balance the benefits and risks, improve the quality and effect of the real estate credit risk management, promote the sustainable and healthy development of the business. At the same time, there are still some limitations in the following the following aspects can also make further research, one is the expansion of the scope of application of the model, the evaluation model is extended to the other two is a type of credit; Step by step, enrich the research samples, and further improve the evaluation model through more bank's empirical data. Three, we further study the application of the model to improve the application benefit of the model in practice.

【学位授予单位】：天津大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4;F299.23

【参考文献】