HH银行个人住房贷款业务风险管理研究

发布时间：2018-06-02 09:23

本文选题：个人住房贷款 + 违约风险　；参考：《青岛科技大学》2017年硕士论文

【摘要】：当前,我国房地产市场日益繁荣,特别是近两年来,房地产行业又迎来了新一轮的热潮,楼市的火爆带来了商业银行个人住房贷款巨大的增量。个人住房贷款总量高速积累,房价飞涨、投机炒房等现象层出不穷,未来的房地产市场价格中蕴藏的诸多不确定因素,都使商业银行个人住房贷款业务风险形成更大可能。本文通过研究大量的文献,以HH银行个人住房贷款业务风险管理为题进行研究,以理性违约与被动违约理论、信息不对称理论、全面风险管理理论等理论为基础,运用了文献分析法、案例分析法和实证分析等方法,重点对HH银行个人住房贷款业务风险管理的现状及其存在的风险和问题进行剖析。在实证分析部分,从借款人特征、贷款特征、房产特征和外部经济特征四个维度构架了分析框架,结合HH银行的个人住房贷款业务的相关数据情况,选取借款人性别、年龄、户籍所在地、婚姻状况、职业、学历、家庭月收入、月还款额、月还款收入比、贷款金额、贷款期限、贷款价值比、还款方式、房产价值、住房面积、单位面积房价和房价指数等17个影响因素作为变量,在对变量进行量化和描述性分析的基础上,运用因子分析法对各个变量进行“降维”处理,最终提取出了7个公共因子,采用二分类Logistic回归分析法,构建回归模型,并给予模型进行了回归分析,从而发现家庭财务负担因子、贷款因子、职业学历和房价指数因子对于贷款风险影响显著,户籍因子、婚姻年龄和性别因子对贷款风险也有一定程度影响,但是,影响程度较前几个因子小一些,通过分析各个变量因子对个人住房贷款业务风险的影响程度和作用方向,发现各个因子之间既相互区别,但之间也存在着关联,但是风险的产生都不是单一因素造成的,而是多个因子的共同影响,最终导致风险发生的可能性。因此,银行在个人贷款业务方面应该充分综合考虑多方面的影响因素,重点关注家庭财务负担、贷款金额期限等重要影响因素的动态变化,更加准确、充分的考虑各个影响因素,从而提高信贷的质量,改善不良贷款的情况,在此基础上提出对策和建议。
[Abstract]:At present, the real estate market of our country is booming day by day, especially in the past two years, the real estate industry has ushered in a new round of upsurge, the boom of the real estate market has brought the huge increment of the commercial bank personal housing loan. The rapid accumulation of personal housing loans, the soaring house prices, speculation and other phenomena emerge in endlessly. Many uncertain factors in the future real estate market price, make commercial banks personal housing loan business risk formation more likely. This paper studies the risk management of personal housing loan business in HH bank, based on the theories of rational default and passive default, information asymmetry theory, comprehensive risk management theory and so on. By using the methods of literature analysis, case analysis and empirical analysis, this paper analyzes the present situation, risks and problems of HH bank's personal housing loan business risk management. In the empirical analysis part, from the borrower characteristics, loan characteristics, real estate characteristics and external economic characteristics of the four dimensions of the analysis framework, combined with the HH bank personal housing loan business related data, select the borrower gender, age, Place of domicile, marital status, occupation, education, monthly family income, monthly repayment amount, monthly repayment income ratio, loan amount, loan term, loan value ratio, repayment method, real estate value, housing area, On the basis of quantitative and descriptive analysis of the variables, 17 influencing factors, such as unit area house price and house price index, are used to reduce the dimension of each variable, and 7 common factors are extracted. By using two-classification Logistic regression analysis method, the regression model is constructed, and the regression analysis is carried out to find that the factors of family financial burden, loan, professional education and house price index have significant influence on loan risk, household registration factor, and household registration factor. The age of marriage and gender also have some influence on the risk of loan, but the degree of influence is smaller than that of the previous factors. By analyzing the influence degree and direction of each variable factor on the risk of individual housing loan business, It is found that each factor is different from each other, but there is also a correlation between them. However, the risk is not caused by a single factor, but by the co-influence of multiple factors, which leads to the possibility of risk occurring. Therefore, banks should fully and synthetically consider various influencing factors in their personal loan business, focusing on the dynamic changes of important influencing factors, such as family financial burden, loan period, etc., and be more accurate. In order to improve the quality of credit and improve the situation of non-performing loans, the countermeasures and suggestions are put forward.
【学位授予单位】：青岛科技大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.479

【参考文献】