本文選題：個人住房貸款 + 違約風險��； 參考：《青島科技大學》2017年碩士論文

【摘要】：當前,我國房地產(chǎn)市場日益繁榮,特別是近兩年來,房地產(chǎn)行業(yè)又迎來了新一輪的熱潮,樓市的火爆帶來了商業(yè)銀行個人住房貸款巨大的增量。個人住房貸款總量高速積累,房價飛漲、投機炒房等現(xiàn)象層出不窮,未來的房地產(chǎn)市場價格中蘊藏的諸多不確定因素,都使商業(yè)銀行個人住房貸款業(yè)務風險形成更大可能。本文通過研究大量的文獻,以HH銀行個人住房貸款業(yè)務風險管理為題進行研究,以理性違約與被動違約理論、信息不對稱理論、全面風險管理理論等理論為基礎(chǔ),運用了文獻分析法、案例分析法和實證分析等方法,重點對HH銀行個人住房貸款業(yè)務風險管理的現(xiàn)狀及其存在的風險和問題進行剖析。在實證分析部分,從借款人特征、貸款特征、房產(chǎn)特征和外部經(jīng)濟特征四個維度構(gòu)架了分析框架,結(jié)合HH銀行的個人住房貸款業(yè)務的相關(guān)數(shù)據(jù)情況,選取借款人性別、年齡、戶籍所在地、婚姻狀況、職業(yè)、學歷、家庭月收入、月還款額、月還款收入比、貸款金額、貸款期限、貸款價值比、還款方式、房產(chǎn)價值、住房面積、單位面積房價和房價指數(shù)等17個影響因素作為變量,在對變量進行量化和描述性分析的基礎(chǔ)上,運用因子分析法對各個變量進行“降維”處理,最終提取出了7個公共因子,采用二分類Logistic回歸分析法,構(gòu)建回歸模型,并給予模型進行了回歸分析,從而發(fā)現(xiàn)家庭財務負擔因子、貸款因子、職業(yè)學歷和房價指數(shù)因子對于貸款風險影響顯著,戶籍因子、婚姻年齡和性別因子對貸款風險也有一定程度影響,但是,影響程度較前幾個因子小一些,通過分析各個變量因子對個人住房貸款業(yè)務風險的影響程度和作用方向,發(fā)現(xiàn)各個因子之間既相互區(qū)別,但之間也存在著關(guān)聯(lián),但是風險的產(chǎn)生都不是單一因素造成的,而是多個因子的共同影響,最終導致風險發(fā)生的可能性。因此,銀行在個人貸款業(yè)務方面應該充分綜合考慮多方面的影響因素,重點關(guān)注家庭財務負擔、貸款金額期限等重要影響因素的動態(tài)變化,更加準確、充分的考慮各個影響因素,從而提高信貸的質(zhì)量,改善不良貸款的情況,在此基礎(chǔ)上提出對策和建議。
[Abstract]:At present, the real estate market of our country is booming day by day, especially in the past two years, the real estate industry has ushered in a new round of upsurge, the boom of the real estate market has brought the huge increment of the commercial bank personal housing loan. The rapid accumulation of personal housing loans, the soaring house prices, speculation and other phenomena emerge in endlessly. Many uncertain factors in the future real estate market price, make commercial banks personal housing loan business risk formation more likely. This paper studies the risk management of personal housing loan business in HH bank, based on the theories of rational default and passive default, information asymmetry theory, comprehensive risk management theory and so on. By using the methods of literature analysis, case analysis and empirical analysis, this paper analyzes the present situation, risks and problems of HH bank's personal housing loan business risk management. In the empirical analysis part, from the borrower characteristics, loan characteristics, real estate characteristics and external economic characteristics of the four dimensions of the analysis framework, combined with the HH bank personal housing loan business related data, select the borrower gender, age, Place of domicile, marital status, occupation, education, monthly family income, monthly repayment amount, monthly repayment income ratio, loan amount, loan term, loan value ratio, repayment method, real estate value, housing area, On the basis of quantitative and descriptive analysis of the variables, 17 influencing factors, such as unit area house price and house price index, are used to reduce the dimension of each variable, and 7 common factors are extracted. By using two-classification Logistic regression analysis method, the regression model is constructed, and the regression analysis is carried out to find that the factors of family financial burden, loan, professional education and house price index have significant influence on loan risk, household registration factor, and household registration factor. The age of marriage and gender also have some influence on the risk of loan, but the degree of influence is smaller than that of the previous factors. By analyzing the influence degree and direction of each variable factor on the risk of individual housing loan business, It is found that each factor is different from each other, but there is also a correlation between them. However, the risk is not caused by a single factor, but by the co-influence of multiple factors, which leads to the possibility of risk occurring. Therefore, banks should fully and synthetically consider various influencing factors in their personal loan business, focusing on the dynamic changes of important influencing factors, such as family financial burden, loan period, etc., and be more accurate. In order to improve the quality of credit and improve the situation of non-performing loans, the countermeasures and suggestions are put forward.
【學位授予單位】：青島科技大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.479

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