本文關(guān)鍵詞：商業(yè)銀行房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)的影響因素研究　出處：《福建農(nóng)林大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 信貸風(fēng)險(xiǎn) 不良貸款率 影響因素

【摘要】：房地產(chǎn)市場的巨大容量和發(fā)展?jié)摿σ约敖陙淼呐畈l(fā)展，為商業(yè)銀行拓展房地產(chǎn)開發(fā)信貸業(yè)務(wù)提供了巨大的商機(jī)。但也隱藏著巨大的信貸風(fēng)險(xiǎn)，不僅可能對銀行業(yè)的穩(wěn)定發(fā)展產(chǎn)生致命的打擊，也可能對整個(gè)國家經(jīng)濟(jì)產(chǎn)生巨大的損傷。本研究根據(jù)目前商業(yè)銀行房地產(chǎn)開發(fā)信貸發(fā)展的實(shí)際情況，對商業(yè)銀行房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)的影響因素進(jìn)行研究，以識別影響信貸風(fēng)險(xiǎn)的關(guān)鍵影響因素，并對未來的風(fēng)險(xiǎn)進(jìn)行預(yù)測，具有重要的理論意義與實(shí)踐意義。 本研究以識別商業(yè)銀行房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)的關(guān)鍵影響因素為研究目的，通過文獻(xiàn)綜述和數(shù)據(jù)收集，首先確定以“房地產(chǎn)業(yè)不良貸款率”來測度商業(yè)銀行的房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)，并從宏觀環(huán)境因素、中觀環(huán)境因素和微觀環(huán)境因素設(shè)計(jì)商業(yè)銀行房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)潛在影響因素；然后利用Eviews5.1軟件中的多元線性回歸分析功能，識別商業(yè)銀行房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)的關(guān)鍵影響因素，研究結(jié)果表明：建筑業(yè)景氣指數(shù)、房地產(chǎn)企業(yè)償債能力、房地產(chǎn)企業(yè)的營運(yùn)能力與房地產(chǎn)開發(fā)不良貸款率成反比例關(guān)系，而房地產(chǎn)銷售價(jià)格指數(shù)和房地產(chǎn)企業(yè)增長能力與房地產(chǎn)開發(fā)不良貸款率成正比例關(guān)系；綜合領(lǐng)先指數(shù)、宏觀經(jīng)濟(jì)景氣指數(shù)、國房景氣指數(shù)、盈利能力評價(jià)值與房地產(chǎn)開發(fā)不良貸款率不具有顯著的相關(guān)關(guān)系。 本研究從宏觀角度、中觀角度和微觀角度設(shè)計(jì)一套完整的商業(yè)銀行房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)影響因素體系，在一定程度上克服以往學(xué)者在房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)影響因素設(shè)計(jì)的缺陷；而且用整個(gè)房地產(chǎn)行業(yè)的財(cái)務(wù)數(shù)據(jù)，，來替代先前學(xué)者研究所用的已上市房地產(chǎn)公司的財(cái)務(wù)數(shù)據(jù)，更能反映房地產(chǎn)開發(fā)信貸風(fēng)險(xiǎn)的實(shí)際情況，具有一定的理論創(chuàng)新意義。
[Abstract]:The huge capacity and development potential of the real estate market and the booming development in recent years provide huge business opportunities for commercial banks to expand the real estate development credit business, but also hide a huge credit risk. It may not only have a fatal impact on the stable development of the banking industry, but also cause great damage to the entire national economy. This study is based on the actual situation of the development of commercial banks' real estate development credit. It is of great theoretical and practical significance to study the influencing factors of commercial banks' real estate development credit risk in order to identify the key influencing factors and predict the future risks. The purpose of this study is to identify the key influencing factors of commercial bank real estate development credit risk through literature review and data collection. First, determine the "real estate non-performing loan ratio" to measure the commercial banks real estate development credit risk, and from the macro environmental factors. Middle environmental factors and micro environmental factors design commercial banks real estate development credit risk potential factors; Then using the function of multiple linear regression analysis in Eviews5.1 software to identify the key factors of commercial bank real estate development credit risk research results show that: construction boom index. The real estate enterprise's solvency, the real estate enterprise's operation ability and the real estate development non-performing loan ratio are inversely proportional. But the real estate sale price index and the real estate enterprise growth ability and the real estate development non-performing loan rate has the direct proportion; Comprehensive leading index macroeconomic boom index national housing boom index profitability evaluation value and real estate development non-performing loan rate has no significant correlation. This study designs a complete set of commercial bank real estate development credit risk impact factors system from the macro, meso and micro angles. To a certain extent, to overcome the former scholars in the real estate development credit risk factors design defects; And using the financial data of the whole real estate industry to replace the financial data of listed real estate companies used by previous scholars can reflect the actual situation of real estate development credit risk. Has certain theoretical innovation significance.
【學(xué)位授予單位】：福建農(nóng)林大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.45

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