文档介绍：上海交通大学
硕士学位论文
交行上海分行个人住房抵押贷款的风险管理的研究
姓名:许骏隽
申请学位级别:硕士
专业:工商管理
指导教师:傅亚平
20090111
交行上海分行个人住房抵押贷款的风险管理的研究

摘要

交行自提出向零售业务转型的发展战略后,一直把个人住房抵押贷
款作为零售业务发展的重点业务之一。2002 年交通银行上海分行的个人
住房抵押贷款业务年增量仅为 43 亿元,而到了 2007 年年增量达到了 126
亿元,接近于 2002 年增量的三倍。随着个人住房抵押贷款在银行中的地
位日益抬升,对交通银行上海分行的个人住房抵押贷款的风险管理又提
出了更高的要求。此时,美国的次贷危机又再次给银行的个人房贷敲响
了警钟。因此,如何规避和防范个人住房抵押贷款业务的风险以保障个
人住房抵押贷款业务的健康发展成了急需解决的课题。
笔者作为在交通银行上海分行多年从事个人住房抵押贷款业务的员
工,对如何在实际个人住房抵押贷款业务的办理过程中改进交通银行上
海分行现有的风险管理措施,加强风险管理以保证贷款安全这一课题,
在结合自身工作经验进行了深入研究的基础上撰写了本论文,以期对交
通银行上海分行个人住房抵押贷款业务的健康发展能有所助益。
本文以交通银行上海分行个人住房抵押贷款的风险管理为研究对
象,以美国次贷危机的发生和我国商业银行住房按揭贷款领域正在出现
的风险为背景,全面系统地研究分析了个人住房抵押贷款的风险来源以
及交通银行上海分行对这些风险来源的风险管理措施,并指出了这些措
施中的不足之处。最后,从实际业务操作的层面提出了对交通银行上海
分行个人住房抵押贷款风险管理的改进建议。
本文主要采取的是实证研究方法。本文通过将理论和实践紧密结合,
运用了大量案例对个人住房抵押贷款的风险成因进行分析,并且参考了
目前个人住房抵押贷款的实际市场情况以及国外银行先进的风险管理经
验,使得所提出的改进交通银行上海分行个人住房抵押贷款的风险管理
的建议具有更强的实际应用性。

关键词:风险管理,个人住房抵押贷款,主观风险来源,客观风险来源
STUDY ON BANK MUNICATIONS SHANGHAI
BRANCH’S RISK MANAGEMENT OF INDIVIDUAL
RESIDENTIAL MORTGAGE

ABSTRACT

After Bank munications (M) changed her strategy to
individual business, individual residential mortgage became one of most
important business in M. In 2002, the incremental quantity of
residential mortgage in M Shanghai Branch was only 4,300 million
RMB. But in 2007, the number rose to billion RMB, almost triple of it
in 2002. But with the role of individual mortgage loan is more and more
important in M, more efficient risk control measures of individual
mortgage loan is required by M Shanghai Branch. Meanwhile, the
subprime mortgage crisis in American is an alarm alert. So how to do risk
control of residential mortgage while ensuring no bad effect on residential
mortgage business development is a key question to resolve.
As an employee being engaged in residential mortgage business for
many years in M Shanghai Branch, after I did many deep research
work I write this dissertation focuses on