本文關(guān)鍵詞：房地產(chǎn)信貸風(fēng)險對我國銀行體系脆弱性的影響研究　出處：《西南政法大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 銀行體系脆弱性 房地產(chǎn)信貸風(fēng)險 房地產(chǎn)價格 信貸集中

【摘要】：自1998年我國實行住房貨幣化改革以來，我國房地產(chǎn)行業(yè)逐漸進入蓬勃發(fā)展時期。尤其近些年來，我國房地產(chǎn)價格大幅攀升，但居民對房地產(chǎn)的需求卻不見減弱，銀行在巨大盈利的驅(qū)使和良好預(yù)期下，不斷對房地產(chǎn)行業(yè)投放貸款。這反過來又進一步促進了我國房價的升高。其次，我國商業(yè)銀行貸款投放存在行業(yè)信貸集中現(xiàn)象。一方面，每年約有20%的銀行信貸資金都投向了房地產(chǎn)行業(yè)，這個比例僅次于銀行信貸對制造業(yè)的投放量。另一方面，，我國房地產(chǎn)開發(fā)企業(yè)的資金來源高度依賴于銀行的信貸資金支持，根據(jù)數(shù)據(jù)顯示，當(dāng)前我國房地產(chǎn)開發(fā)企業(yè)的資產(chǎn)負(fù)債率在70%以上。可以說，我國商業(yè)銀行的信貸資金已被房地產(chǎn)行業(yè)所綁架。由于房地產(chǎn)的特殊性，其同時具有實物資產(chǎn)和虛擬資產(chǎn)的特點，因此其價格波動要高于一般的實物資產(chǎn)，其資金鏈也非常的脆弱。尤其在房地產(chǎn)價格高企的情況下，我國房地產(chǎn)市場存在高度的泡沫現(xiàn)象，而銀行又將大量資金過度投放于房地產(chǎn)行業(yè)，因此我國銀行體系正不斷積聚著風(fēng)險。一旦房地產(chǎn)價格下跌，銀行將面臨嚴(yán)重的流動性風(fēng)險而致償付能力不足，加重整個銀行體系的脆弱性，甚至引發(fā)銀行危機。 本文的研究對象是房地產(chǎn)信貸風(fēng)險對我國銀行體系脆弱性的影響，即房地產(chǎn)信貸風(fēng)險是否會加劇我國銀行體系的脆弱性或危及銀行的穩(wěn)健經(jīng)營。本文于理論部分論證了房地產(chǎn)價格和房地產(chǎn)信貸集中對銀行體系脆弱性的影響機制。在實證研究方面，選取了1998-2011年間的時間序列數(shù)據(jù)，運用單位根檢驗、格蘭杰因果關(guān)系檢驗、協(xié)整分析等方法進行了實證檢驗。最后，結(jié)合理論分析和實證分析的結(jié)果提出了關(guān)于我國銀行信貸風(fēng)險管理等相關(guān)的對策建議。 通過定性分析和實證分析結(jié)果來看，房地產(chǎn)貸款占國內(nèi)信貸比重和房價收入比對我國銀行體系脆弱性的影響成正相關(guān)關(guān)系。這表明銀行必須嚴(yán)格控制房地產(chǎn)信貸規(guī)模，防止房地產(chǎn)信貸集中度風(fēng)險并警惕個人住房貸款風(fēng)險，才能防止房地產(chǎn)信貸對銀行體系脆弱性的風(fēng)險進一步擴大。
[Abstract]:Since 1998, China's implementation of the housing reform, China's real estate industry has gradually entered a period of vigorous development. Especially in recent years, China's real estate prices rose sharply, but the demand for real estate has not weakened, the bank in the huge profits and good expectations, continue lending to the real estate industry this in turn promotes the rise of house prices in China. Secondly, the existence of industry credit concentration phenomenon in our country commercial bank loans. On the one hand, every year there are about 20% of the bank credit funds into the real estate industry, the proportion of the amount after the bank credit to the manufacturing industry. On the other hand, China the real estate development enterprise funds is highly dependent on bank credit funds, according to statistics, China's current real estate development enterprise asset liability ratio in more than 70%. It can be said that China's commercial bank Bank credit funds have been kidnapped by the real estate industry. Due to the particularity of real estate, it also has the characteristics of physical assets and virtual assets, real assets so the price volatility is higher than the average, the capital chain is also very fragile. Especially in the condition of high real estate prices, the height of the bubble phenomenon the existence of the real estate market in China, while the bank will be a lot of money over invested in the real estate industry, so China's banking system is an accumulation of risk. Once the real estate prices, banks will face liquidity risk caused serious solvency problems, increase the vulnerability of the entire banking system, and even lead to the bank crisis.
The object of this study is the impact of the real estate credit risk on the vulnerability of the banking system in our country, whether the real estate credit risk in China will aggravate the vulnerability of the banking system or endanger the soundness of the banking business. This paper demonstrates the influence mechanism of real estate prices and real estate credit set on the vulnerability of the banking system in the theoretical part in the empirical research, choose time series data during 1998-2011, using unit root test, Grainger Granger causality test, cointegration analysis and other methods to make empirical analysis. Finally, combining with the results of theoretical analysis and empirical analysis put forward the corresponding countermeasures and suggestions on China's banking credit risk management.
Through the qualitative analysis and empirical analysis results, real estate loans accounted for the proportion of domestic credit and the real income effect on the vulnerability of the banking system in China is positively related. This indicates that the bank must strictly control the scale of real estate credit risk alert and prevent the risk of personal housing loan on real estate credit, in order to prevent the real estate credit risk about the fragility of the banking system to further expand.

【學(xué)位授予單位】：西南政法大學(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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