我国房地产开发贷款信用风险评价研究

发布时间：2018-01-22 04:35

本文关键词： 全面风险管理商业银行房地产开发贷款信用风险评价　出处：《哈尔滨工业大学》2014年硕士论文　论文类型：学位论文

【摘要】：自2000年以来，我国房地产行业发展势头迅猛，对资金的需求越来越迫切。而我国直接融资发展缓慢，房地产开发资金过多依赖商业银行贷款，大约60%—70%的房地产开发资金是从银行获得的贷款支持。当前我国经济发展放缓，宏观调控政策严苛，房地产行业贷款的违约率严重高于平均违约率。国内商业银行尚未形成针对房地产信贷的全面评价体系，已经开始使用的风险模型预测能力和拟合程度普遍偏低。20世纪后世界风险管理进入全面风险管理阶段，适合我国实际国情的评价方法和评价体系呼之欲出。本文首先在阐述研究背景和研究意义的基础上提出了本文的研究问题和研究对象，，梳理了国内外研究现状并进行了评析。其次对信用风险理论和评价方法及Logistic模型的适用性进行了分析。然后以银行为评价主体，对我国房地产开发贷款信用风险进行识别和评价。按照全面风险管理理论，不仅对外部环境、贷款企业等外部因素进行评价，而且从银行自身出发，对银行内控进行评价。最后运用Logistic模型对房地产开发贷款信用风险进行了实证分析。实证结果发现Logistic模型对我国房地产开发贷款信用风险拟合程度和预测能力良好，总体预测准确率高达87.0%，且该模型对违约企业预测能力较强，达到83.3%，克服了以往研究该问题时对违约企业预测能力偏低的问题。同时实证结果显示外部环境层面因素对房地产开发贷款信用风险的影响最大，其次为企业的偿债能力和现金流量指标，第三为银行内控因素。故我们应从这三方面出发，建立全面的信用风险评价体系。最后本文站在商业银行角度，提出了把握国家政策和经济周期变化、优化信用风险评价指标体系、完善商业银行内控制度的建议。
[Abstract]:Since 2000, the real estate industry of our country has developed rapidly, and the demand for funds is more and more urgent. However, the development of direct financing in our country is slow, and the real estate development funds rely too much on commercial bank loans. About 60-70% of the real estate development funds are loans from banks. At present, China's economic development is slowing down, and macroeconomic control policies are strict. The default rate of real estate loans is higher than the average default rate. Domestic commercial banks have not yet formed a comprehensive evaluation system for real estate credit. The prediction ability and fitting degree of the risk models that have been used are generally low. After the 20th century, risk management in the world has entered the stage of comprehensive risk management. The evaluation method and evaluation system suitable for the actual situation of our country are ready to emerge. First of all, based on the background and significance of the research, this paper puts forward the research issues and research objects. Combing the domestic and foreign research status and evaluation. Secondly, the credit risk theory and evaluation methods and the applicability of the Logistic model are analyzed. Then the bank as the main body of evaluation. According to the comprehensive risk management theory, not only the external environment, loan enterprises and other external factors are evaluated, but also the banks themselves. Finally, Logistic model is used to analyze the credit risk of real estate development loan. The empirical results show that the Logistic model can fit the credit risk and predict the credit risk of real estate development loan well in China, and the overall accuracy of forecasting is as high as 87.0%. And the model has a strong ability to predict default enterprises, reaching 83.3%. It overcomes the problem that the forecasting ability of defaulting enterprises is low when studying this problem in the past. At the same time, the empirical results show that the external environmental factors have the greatest impact on the credit risk of real estate development loans. Secondly is the enterprise's solvency and the cash flow index, the third is the bank internal control factor. Therefore, we should set up the comprehensive credit risk appraisal system from these three aspects. Finally, this article stands in the commercial bank angle. The suggestions of grasping the changes of national policies and economic cycles, optimizing the index system of credit risk evaluation and perfecting the internal control system of commercial banks are put forward.
【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

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