商业银行房地产开发信贷风险的影响因素研究

发布时间：2018-01-18 10:32

本文关键词：商业银行房地产开发信贷风险的影响因素研究　出处：《福建农林大学》2013年硕士论文　论文类型：学位论文

【摘要】：房地产市场的巨大容量和发展潜力以及近年来的蓬勃发展，为商业银行拓展房地产开发信贷业务提供了巨大的商机。但也隐藏着巨大的信贷风险，不仅可能对银行业的稳定发展产生致命的打击，也可能对整个国家经济产生巨大的损伤。本研究根据目前商业银行房地产开发信贷发展的实际情况，对商业银行房地产开发信贷风险的影响因素进行研究，以识别影响信贷风险的关键影响因素，并对未来的风险进行预测，具有重要的理论意义与实践意义。本研究以识别商业银行房地产开发信贷风险的关键影响因素为研究目的，通过文献综述和数据收集，首先确定以“房地产业不良贷款率”来测度商业银行的房地产开发信贷风险，并从宏观环境因素、中观环境因素和微观环境因素设计商业银行房地产开发信贷风险潜在影响因素；然后利用Eviews5.1软件中的多元线性回归分析功能，识别商业银行房地产开发信贷风险的关键影响因素，研究结果表明：建筑业景气指数、房地产企业偿债能力、房地产企业的营运能力与房地产开发不良贷款率成反比例关系，而房地产销售价格指数和房地产企业增长能力与房地产开发不良贷款率成正比例关系；综合领先指数、宏观经济景气指数、国房景气指数、盈利能力评价值与房地产开发不良贷款率不具有显著的相关关系。本研究从宏观角度、中观角度和微观角度设计一套完整的商业银行房地产开发信贷风险影响因素体系，在一定程度上克服以往学者在房地产开发信贷风险影响因素设计的缺陷；而且用整个房地产行业的财务数据，，来替代先前学者研究所用的已上市房地产公司的财务数据，更能反映房地产开发信贷风险的实际情况，具有一定的理论创新意义。
[Abstract]:The huge capacity and development potential of the real estate market and the booming development in recent years provide huge business opportunities for commercial banks to expand the real estate development credit business, but also hide a huge credit risk. It may not only have a fatal impact on the stable development of the banking industry, but also cause great damage to the entire national economy. This study is based on the actual situation of the development of commercial banks' real estate development credit. It is of great theoretical and practical significance to study the influencing factors of commercial banks' real estate development credit risk in order to identify the key influencing factors and predict the future risks. The purpose of this study is to identify the key influencing factors of commercial bank real estate development credit risk through literature review and data collection. First, determine the "real estate non-performing loan ratio" to measure the commercial banks real estate development credit risk, and from the macro environmental factors. Middle environmental factors and micro environmental factors design commercial banks real estate development credit risk potential factors; Then using the function of multiple linear regression analysis in Eviews5.1 software to identify the key factors of commercial bank real estate development credit risk research results show that: construction boom index. The real estate enterprise's solvency, the real estate enterprise's operation ability and the real estate development non-performing loan ratio are inversely proportional. But the real estate sale price index and the real estate enterprise growth ability and the real estate development non-performing loan rate has the direct proportion; Comprehensive leading index macroeconomic boom index national housing boom index profitability evaluation value and real estate development non-performing loan rate has no significant correlation. This study designs a complete set of commercial bank real estate development credit risk impact factors system from the macro, meso and micro angles. To a certain extent, to overcome the former scholars in the real estate development credit risk factors design defects; And using the financial data of the whole real estate industry to replace the financial data of listed real estate companies used by previous scholars can reflect the actual situation of real estate development credit risk. Has certain theoretical innovation significance.
【学位授予单位】：福建农林大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.45

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