商业银行个人住房贷款信用风险管理研究

********毕业论文

商业银行个人住房贷款信用风险管理研究

学生姓名

指导教师

专业

学院会计学院

2011年6月10日

Commerce

Graduation Thesis

Research on the Credit Risk Management on Loans for Individual in Commercial Bank

Student

Supervisor

Specialty

School Accounting School

2011-06-10

毕业论文任务书

毕业论文审阅评语

毕业论文审阅评语

毕业论文答辩评语及成绩

摘要

自个人住房贷款开始实行，个人住房贷款以房产作为抵押，而且房价处于快速上升期，个人住房贷款的不良贷款率相对较低，个贷成为各银行竞相争夺的优质业务，银行放松了对个人住房贷款信用风险的管理。美国次贷危机起源于银行对个人住房贷款信用风险防范的疏忽，其严重后果提醒我们必须注意加强对商业银行个人住房贷款业务信用风险的管理，提升银行信用风险管理水平。因此，研究个人住房贷款信用风险问题具有很强的现实意义和应用性。

商业银行个人住房抵押贷款风险影响因素研究为主线，在借鉴国内外已有研究成果的基础上，从个人住房抵押贷款风险成因的主体因素和环境因素两个层面切入，从商业银行风险管理的视角剖析了影响商业银行个人住房抵押贷款风险的关键因素以及这些因素导致违约风险的作用机理。借鉴国外个人住房贷款的先进经验，结合实际情况，对商业银行个人住房抵押贷款的风险进行了研究，并且运用相关分析、比较分析等技术手段对样本数据进行实证分析。并为商业银行完善自身风险管理机制、建立个人信用体系提出了构想和可行的建议与对策。

关键词：商业银行；个人住房贷款；信用风险

Abstract

Since the introduction of individual housing on behalf of paragaph.Personal housing loan has became mortgaged, at the same time due to skyrocketing of housing price and booming period of real estate’s industry, individual home non-performance lending are comparatively low, many banks have put home loans as high quality assets which means low risk, high revenue for banks, consequently, banks loosed management of personal lending by using kinds of means. American subprime mortgage crisis in 2007 stem from some borrowers’credit lacking in housing credit market. Serious result of the crisis remands us that we must enhance credit risk’s management on individual housi ng mortgage; improve China’s bank credit management level. Therefore, research on credit risk’s management of individual loan become the realistic meaning and applicable.

As the study on factors influencing the risk control of residential mortgage loan of commercial banks for main line on the basis of the research results and abroad this article starts with subject factors and environment factors of causing the risk of residential mortgage loan analyzes the key factors influencing the risk control of residential mortgage loan and the mechanism about the default risk resulted by these factors. With advanced foreign experiences in accordance with the actual conditions the author makes a research into the risk of residential mortgage loan of commercial banks and gives empirical studies on sample data by means of correlation analysis and comparative analysis. Furthermore, the author puts forward practicable countermeasures and suggestions on improving risk control system and setting up the individual credit rating system for commercial banks.

Keywords ：Commercial banks; Individual housing loan; Credit risk