本文選題：房貸　切入點：信用風險評估　出處：《哈爾濱理工大學》2012年碩士論文　論文類型：學位論文

【摘要】：2008年美國次貸危機的爆發(fā),使房貸信用風險引起全世界的關注。根據(jù)巴塞爾委員會提出的《新巴塞爾資本協(xié)議》的要求,金融市場風險或信用風險等單一風險已經(jīng)不再是影響銀行業(yè)經(jīng)營困難的主要因素,而是多種因素(如：金融市場風險、信用風險、操作風險等)共同作用的結果。然而我國銀行風險評估尚處于初級階段,尤其對個人信用風險評估、管理方面的經(jīng)驗和方法都較為缺乏�；诖爽F(xiàn)狀,本文以銀行客戶數(shù)據(jù)為依據(jù)對個人信用風險進行評估,為完善銀行監(jiān)管體系具有現(xiàn)實意義。 本文開篇論述了國內(nèi)外信用風險評估的研究現(xiàn)狀以及研究成果,簡單介紹了決策樹算法和房貸信用風險,在分析房貸信用風險評估現(xiàn)狀的基礎上,進一步分析了房貸信用風險評估中存在的問題。對影響房貸信用風險評估的因素進行了分析,并設計出相應的評估指標,給出評估指標篩選的具體步驟,最終確定影響比較大的十個指標。緊接著通過對房貸信用風險評估方法的比較分析,選擇了決策樹算法來對房貸的信用風險進行評估,闡述了決策樹算法所依托的原理和評估模型。根據(jù)以上對評估指標的設計以及評估方法的選擇,選取了A銀行為研究對象,對其房貸信用風險進行了評估,并根據(jù)評估結果提出了降低A銀行房貸信用風險的策略。 本文所采用的決策樹算法能夠準確的評估出房貸客戶的信用等級,既適用于銀行對老客戶信用的跟蹤評估,也適用于對新客戶信用等級的預測,其評估結果可以成為銀行為客戶提供貸款的決策依據(jù),能夠為降低銀行的房貸信用風險發(fā)揮巨大作用,保障銀行業(yè)健康平穩(wěn)的發(fā)展。
[Abstract]:In 2008, with the outbreak of the subprime mortgage crisis in the United States, the mortgage credit risk attracted worldwide attention. According to the request of the Basel Committee of the New Basel Capital Accord, The single risk, such as financial market risk or credit risk, is no longer the main factor that affects the banking management difficulty, but a variety of factors (such as: financial market risk, credit risk, etc.). However, the bank risk assessment in China is still in the initial stage, especially for the personal credit risk assessment, management experience and methods are relatively lacking. Based on bank customer data, this paper evaluates personal credit risk, which has practical significance for perfecting bank supervision system. At the beginning of this paper, the research status and achievements of credit risk assessment at home and abroad are discussed, and the decision tree algorithm and mortgage credit risk are briefly introduced. On the basis of analyzing the present situation of mortgage credit risk assessment, This paper further analyzes the problems existing in the assessment of mortgage credit risk, analyzes the factors that affect the assessment of mortgage credit risk, designs the corresponding evaluation index, and gives the concrete steps for the screening of the evaluation index. Then, through the comparative analysis of the methods of assessing the credit risk of housing loans, the decision tree algorithm is chosen to evaluate the credit risk of housing loans. This paper expounds the principle and evaluation model of decision tree algorithm. According to the design of evaluation index and the selection of evaluation method, Bank A is selected as the research object, and the credit risk of housing loan is evaluated. According to the evaluation results, the paper puts forward some strategies to reduce the credit risk of A bank. The decision tree algorithm used in this paper can accurately evaluate the credit rating of mortgage customers, which is not only suitable for the bank to track and evaluate the credit of the old customers, but also for the prediction of the credit rating of the new customers. The evaluation results can be used as the basis for banks to provide loans to customers, and can play a great role in reducing the risk of mortgage credit of banks, and ensure the healthy and stable development of banks.
【學位授予單位】：哈爾濱理工大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.45;F224

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