本文關(guān)鍵詞： 房地產(chǎn)信貸 信貸風(fēng)險 風(fēng)險識別 風(fēng)險評估　出處：《鄭州大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：20世紀(jì)90年代,日本房地產(chǎn)泡沫崩盤。2007年,美國發(fā)生次級房貸危機(jī),并由此引發(fā)了全球性的金融危機(jī)。房地產(chǎn)泡沫所引發(fā)的危機(jī)則會給一個國家經(jīng)濟(jì)帶來極大沖擊,而房地產(chǎn)信貸所引發(fā)的金融危機(jī)總是危機(jī)的導(dǎo)火索。對比近幾年來我們國家的房地產(chǎn)市場,房價在調(diào)控中不斷地上漲,房地產(chǎn)信貸增長較快,在國家調(diào)控下房地產(chǎn)行業(yè)發(fā)展的不確定性增加了房地產(chǎn)信貸的風(fēng)險。所以,本文致力于對我國房地產(chǎn)信貸風(fēng)險評估進(jìn)行研究,對其規(guī)避風(fēng)險、保持良好發(fā)展具有一定的現(xiàn)實意義。 本文首先回顧相關(guān)文獻(xiàn),并對文獻(xiàn)進(jìn)行梳理和總結(jié)。然后通過對我們國家房地產(chǎn)信貸的現(xiàn)狀及形成原因進(jìn)行分析之后,根據(jù)風(fēng)險管理一般程序風(fēng)險識別、風(fēng)險評估和風(fēng)險處理依次進(jìn)行研究。在風(fēng)險識別階段,主要從房地產(chǎn)貸款企業(yè)、商業(yè)銀行及外部環(huán)境三方面識別房地產(chǎn)信貸風(fēng)險。在風(fēng)險評估階段,主要用判別分析法與二元Logistic回歸模型對同一套指標(biāo)體系的不同方面進(jìn)行評估,相互驗證。結(jié)果發(fā)現(xiàn)模型的預(yù)測準(zhǔn)確性都在90%以上,說明定量分析還是不能完全準(zhǔn)確地識別風(fēng)險,必須將定量分析和定性分析相結(jié)合,方能準(zhǔn)確的識別、預(yù)防風(fēng)險的發(fā)生。 最后,本文結(jié)合上述研究,從房地產(chǎn)開發(fā)貸款和住房抵押貸款相分離、提供多元化的住房抵押貸款利率、房地產(chǎn)開發(fā)貸款實行封閉運(yùn)作管理、提取足夠的房地產(chǎn)信貸準(zhǔn)備金幾個方面提出了防范房地產(chǎn)信貸風(fēng)險的措施。有助于中國房地產(chǎn)企業(yè)的融資以及銀行等機(jī)構(gòu)對于風(fēng)險資金的管理。
[Abstract]:In 1990s, the Japanese real estate bubble collapsed. In 2007, the United States had a subprime mortgage crisis, which triggered a global financial crisis. The crisis caused by the real estate bubble would have a huge impact on a country's economy. And the financial crisis caused by real estate credit is always the trigger of the crisis. Compared with the real estate market in our country in recent years, housing prices are constantly rising in the process of regulation and control, and real estate credit is growing faster. The uncertainty of the development of real estate industry under the control of the state increases the risk of real estate credit. It is of practical significance to maintain good development. This article first reviews the related literature, and combs and summarizes the literature. Then through the analysis of the present situation and the formation reason of our country real estate credit, according to the risk management general procedure risk identification, Risk assessment and risk processing are studied in turn. In the stage of risk identification, real estate loan enterprises, commercial banks and external environment are mainly used to identify real estate credit risks. This paper mainly uses discriminant analysis method and binary Logistic regression model to evaluate different aspects of the same index system and verify each other. The results show that the prediction accuracy of the model is more than 90%, which indicates that the quantitative analysis can not identify the risk completely and accurately. Quantitative analysis and qualitative analysis must be combined in order to accurately identify and prevent the occurrence of risk. Finally, this article combines the above research, from the real estate development loan and the housing mortgage loan separate, provides the multiplex housing mortgage loan interest rate, the real estate development loan implements the closed operation management, This paper puts forward some measures to prevent the risk of real estate credit, which is helpful to the financing of Chinese real estate enterprises and the management of venture capital by banks and other institutions.
【學(xué)位授予單位】：鄭州大學(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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