文档介绍：密级: 学校代码:10075
分类号: 学号:20091458

工商管理硕士学位论文

我国商业银行个人住房贷款信用风险管
理研究

学位申请人:任丽娜
指导教师:罗勇教授
学位类别:工商管理硕士
学科专业:工商管理
授予单位:河北大学
答辩日期:二○一一年十二月
Classified Index CODE:10075
NO: 20091458

A Dissertation for the Degree of MBA

Research on Credit Risk Management of
Residential Loan in Chinese
Commercial Banks

Candidate: Lina Ren
Supervisor: Prof. Yong Luo
Academic Degree Applied for: MBA
Specialty: Bussiness Administration
University: Hebei University
Date of Oral Examination: December, 2011
摘要
摘要
我国商业银行个人住房贷款业务发展迅速,已成为各银行重要的业务品种。然而,
个人住房贷款业务存在和蓄积的风险开始逐步显现,已对银行效益构成较大威胁。信用
风险是商业银行个贷风险的主要表现形式。对信用风险进行有效的管理有利于银行个贷
业务的安全稳健运行,也有利于经济与金融的稳定。本论文针对商业银行个人住房贷款
的信用风险管理展开了研究。
2008年的金融危机是商业银行贷款风险的集中体现。本论文首先讨论了金融危机的
产生原因、发展过程和对世界经济的影响,为我国商业银行金融风险防范提供了重要参
考。
在现有的各类信用风险管理方案基础上,本论文通过分析其各自的优点和不足,提
出了适合我国国情的信用风险管理方法,建立了完整的信用风险管理模型。
运用某商业银行的实际案例,对所建立的风险管理模型进行了实证分析,结果表明
该模型能够明显降低风险水平。

关键词: 个人住房贷款信用风险风险管理
I
Abstract
Abstract
In recent years, residential loan mercial banks in China has increased rapidly, and
it has e an important business. However, the risk of residential loan business, which has
been existing and developing, es more and more serious, and already affects the bank
benefit. Credit risk is a main kind of residential loan risks. An effective management to credit
risk is beneficial to the stability of both operation of bank and economy of the country. In this
paper, the credit risk management of residential loan has been researched.
The financial crisis in 2008 is the classical embodiment of loan risk mercial
bank .This paper first discusses the causes of the crisis as well as its development and impact
to the world economy. The analysis can help China'mercial banks guard against
financial risks. Based on the existing credit risk management schemes, this paper proposes
many modified methods which fits the conditions of China through anal