我国商业银行房地产企业信贷风险评价

发布时间：2018-01-29 01:35

本文关键词： 商业银行房地产企业信贷风险风险管理　出处：《湖南大学》2013年硕士论文　论文类型：学位论文

【摘要】：近些年来,我国房地产业发展十分迅速,尽管我国宏观调控部门连续出台相关政策抑制房价过快上涨,但是房地产价格仍然在一片质疑声和调控声中不断上涨。房地产业属于资金密集型行业,对于资金的需求比较大,而我国房地产企业的融资渠道相对受限,房地产投资信托基金又刚刚起步,房地产抵押贷款资产证券化尚未成熟,使得房地产企业过度依赖银行的信贷资金,导致银行的房地产信贷过于集中,房地产企业信贷风险日益凸显。因此,本文将对我国商业银行房地产企业信贷风险的评价体系进行研究,为银行规避房地产企业信贷风险提出建议。主要内容如下：（1）近几年我国房地产信贷业务呈现迅速扩张的趋势,房地产企业开发贷款占比较大,房地产企业信贷业务增速明显。（2）目前我国房地产信贷市场存在房地产信贷非理性增长、房地产开发贷款的还款来源不确定、房地产企业融资渠道单一和市场信息不对称等问题。（3）本文从宏观、中观、微观三个视角来对房地产企业信贷风险的影响因素进行深入分析。从宏观角度来看,贷款利率、信贷规模、经济增长、房地产价格是房地产企业信贷风险形成的重要原因。从中观角度来看,商业银行房地产贷款过度集中、房地产信贷市场的信息不对称是引起房地产企业信贷风险的主要原因。从微观角度来看,房地产企业的偿债能力、盈利能力、成长能力关系到未来的还款能力,是影响商业银行房地产企业信贷风险的直接原因。（4）本文选取32家上市房地产企业2012年底的12项财务指标,通过对数据进行主成份分析发现,商业银行在给房地产企业发放贷款前,要按以下先后顺序对企业的资产规模和质量盈利能力成长能力偿债能力长短期负债结构5个因素进行综合考虑,以决定是否发放贷款。通过对上述5个主成份因子进行Logistic回归,资产规模和质量、盈利能力、成长能力、偿债能力、长短期负债结构与房地产企业信贷风险呈负相关,与实际情况基本相符。（5）文章最后从全文角度出发,提出相应的房地产企业信贷风险管理措施。具体包括拓宽房地产融资渠道,继续完善我国社会信用体系,加强对抵押物品的管理,加强对房地产企业财务状况的审查,强化银行内部激励机制,完善贷后监管程序。
[Abstract]:In recent years, China's real estate industry has developed very rapidly, although China's macroeconomic regulation and control departments continue to introduce relevant policies to curb the rapid rise of house prices. But real estate prices are still rising in a voice of doubt and regulation. The real estate industry is a capital-intensive industry, the demand for funds is relatively large, and the financing channels of real estate enterprises in China are relatively limited. The real estate investment trust fund has just started, the real estate mortgage asset securitization is not mature, make the real estate enterprise to rely on the bank's credit fund excessively, cause the bank's real estate credit to be too centralized. Therefore, this paper will study the evaluation system of the credit risk of real estate enterprises in commercial banks of our country, and put forward some suggestions for banks to avoid the credit risks of real estate enterprises. The main contents are as follows: 1) in recent years, China's real estate credit business shows a rapid expansion trend, real estate enterprise development loans account for a large proportion. At present, there exists irrational growth of real estate credit in China's real estate credit market, and the repayment sources of real estate development loans are uncertain. Real estate enterprise financing channel single and market information asymmetry and other problems.) this paper from the macro, meso. From the macro point of view, the loan interest rate, credit scale, economic growth. The real estate price is an important reason for the formation of the credit risk of the real estate enterprises. From the view of the middle point of view, commercial banks' real estate loans are excessively concentrated. The asymmetric information in the real estate credit market is the main reason for the credit risk of the real estate enterprises. From the microscopic point of view, the solvency, profitability and growth ability of the real estate enterprises are related to the repayment ability in the future. This paper selects 12 financial indexes of 32 listed real estate enterprises in end of 2012, and finds out by principal component analysis of the data. Before granting loans to real estate enterprises, commercial banks should comprehensively consider five factors in the following order: the scale and quality of assets, profitability, ability to repay debt, long-term and short-term debt structure. In order to decide whether to grant loans. Through the above five principal components of the Logistic regression, asset size and quality, profitability, growth capacity, solvency. The structure of long-term and short-term debt is negatively correlated with the credit risk of real estate enterprises, and is basically in line with the actual situation.) finally, the article starts from the point of view of the full text. Put forward the corresponding real estate enterprise credit risk management measures, including widening the real estate financing channels, continue to improve our social credit system, strengthen the management of mortgage goods. Strengthen the examination of the financial situation of the real estate enterprise, strengthen the internal incentive mechanism of the bank, perfect the supervision procedure after loan.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F832.45

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