文档介绍：河北大学
硕士学位论文
商业银行个人住房贷款信用风险计量评价模型研究
姓名:王慧琳
申请学位级别:硕士
专业:管理科学与工程
指导教师:罗勇
20100501
摘要
摘要
个人住房贷款的信用风险受多方面因素的制约,既有借款人的微观环境因素如借款
人的收入、学历、职业类型、子女状况、个人财产状况、共同申请人情况、贷款金额、
贷款期限等等;又有从银行和借款人所处的外界环境方面来考虑的宏观影响因素主要包
括开发商风险、房价变动风险、泡沫风险、当地经济状况、利率风险等等。影响因素众
多,本文就在于分析各因素如何影响个人住房贷款的信用风险,以及这种风险的计量。
对于商业银行来说,分析影响个人住房贷款信用风险的因素是为银行计提贷款损失
做准备的。将个人住房贷款贷出后,由于不同借款人所选择的还款方式不同,因此,不
同的还款方式下将其进行折现,所得到的现值也是不同的。本文将从个人住房贷款的微
观与宏观影响因素、还款方式及未来现金流量现值角度出发,构建个人住房贷款损失准
备计提模型。全方位、多角度观察个人住房贷款的动向,尽可能全面的计提贷款损失准
备,为降低因信用风险给银行带来的损失,提出了自己独到的见解。
计提贷款损失准备只是银行操作过程中的一个重要步骤,银行要做的不仅仅是根据
影响个人住房贷款的微观与宏观环境因素计算应计提多少贷款损失准备,更重要的是通
过计提贷款损失准备要对个人住房贷款的信用风险防范提供可操作的依据。本文提出了
用计提准备与贷款余额之比这一系数,作为个人住房贷款信用风险大小的衡量系数,由
此来判断全行或全国个人住房贷款信用风险的大小,将发挥风险信号的作用。
关键词商业银行次贷危机个人住房贷款贷款损失准备风险评价
I
Abstract
Abstract
The credit risk of individual housing loans is subject to many factors. The borrower's
micro-environmental factors such as the borrower's e, education, occupation type, status
of children, individuals property status, co-applicant, loan amount, loan term, etc. The
macro-environment factors in which to consider from banks and borrowers have the external
environment include the risk of developers, the risk of price changes, the bubble risk, the local
economic conditions, interest rate risk and so on. So many factors that can affect the credit
risk of individual housing loans. This article is to analyze how various factors affect the credit
risk of individual housing loans and the measurement of risk.
The analysis of the credit risk factor that impact individual housing loans is the provision
for loan losses for mercial banks to prepare. Different borrowers have different
choices of repayment when individual housing loans will be lent. Therefore, a different
manner of its repayment by discounting the present value obtained is different. This paper will
build individual housing loan loss provisioning model from the micro and macro factors,
repayment methods and the present