商业银行房地产信贷风险研究.doc

商业银行房地产信贷风险研究

分类号: 密级:U D C: 编号:学位论文
商业银行房地产信贷风险研究李鹏
指导教师姓名:陈立文教授河北工业大学
学科、专业名称:
申请学位级别:硕士技术经济及管理
论文答辩日期:
论文提交日期:2011年 11 月 2011 年12 月
学位授予单位:河北工业大学
答辩委员会主席:评阅人:
2011 年 12 月
Dissertation Submitted to
Hebei University of Technology
for
The Master Degree of
Technology Economy and Management
RESEARCH ON REAL ESTATE CREDIT RISK OF
COMMERCIAL BANKS
by
Li Peng
Supervisor:Prof. Chen LiwenDecember 2011 河北工业大学硕士学位论文
商业银行房地产信贷风险研究摘要
目前,我国房地产业正处于发展的关键时期,未来房地产市场的走向对我国国民经济
产生深远的影响。房地产信贷作为房地产行业资金的主要来源之一,起到了至关重要的作
用。但部分城市过高的房价已经导致了房地产泡沫的出现,这对于信贷资金风险的防范是
相当不利的。因此,国家在近期不断出台调控政策,收紧银行信贷资金,减少由于房地产
业过热而导致的房地产信贷风险。同时银行要进一步加强对房地产信贷风险的识别、评估
和防范,降低不良违约率,确保房地产信贷风险降低到可接受的低水平。
本文首先阐述了房地产信贷的研究背景和意义,指出该课题的研究对于我国房地产
业、银行业稳定持续的向前发展具有较强的理论价值和实践意义。其次,介绍了房地产信
贷及其风险相关的概念、特点、种类和房地产信贷的业务流程,系统论述了房地产业和银
行业之间的关系。第三,从商业银行房地产信贷的信用风险、市场风险、流动性风险和操
作风险四个不同角度进行定性分析,以房地产泡沫为依托采用指标评价和计量模型相结合
的方法对我国房地产信贷风险进行定量分析。昀后,针对上述四种不同的房地产信贷风险
提出了相应的防范措施,对我国商业银行具有一定的指导意义。
关键词:房地产信贷;信贷风险;房地产泡沫;指标评价法;计量模型 I商业银行房地产信贷风险研究
RESEARCH ON REAL ESTATE CREDIT RISK OF
COMMERCIAL BANKS
ABSTRACT
At present,China's real estate is at a critical period of development. The trend of the real
estate market in the future has a profound impact on our national economy. As a major source of
funds in real estate industry,real estate credit has played a crucial role. However,high price in
,
some cities has led to the emergence of the real estate bubble which is quite negative to prevent
the risk of credit funds. Therefore,the national regulatory policies e out recently,in
order to tighten bank credit funds and reduce real estate credit risk caused by the overheated real
estate. At the same time,banks should further strengthen identification,assessment and
prevention of the real estate credit risk and reduce bad default rates to an acceptable levelThis paper begins by describing the background and significance of real estate credit,
pointed out that research on the subject for the stability