本文關(guān)鍵詞：我國商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)的識別與預(yù)測　出處：《陜西師范大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 房地產(chǎn)信貸 商業(yè)銀行 信貸風(fēng)險(xiǎn) 風(fēng)險(xiǎn)識別 風(fēng)險(xiǎn)預(yù)測

【摘要】：房地產(chǎn)信貸是商業(yè)銀行以房地產(chǎn)為服務(wù)對象,圍繞房地產(chǎn)再生產(chǎn)各環(huán)節(jié)發(fā)放貸款的活動(dòng)。作為經(jīng)濟(jì)發(fā)展拉動(dòng)之一的房地產(chǎn)業(yè),是一項(xiàng)高風(fēng)險(xiǎn)與高收益并存的經(jīng)濟(jì)活動(dòng),具有周期長、投資額大、影響因素多的行業(yè)特點(diǎn)。伴隨著房地產(chǎn)行業(yè)的發(fā)展,房地產(chǎn)開發(fā)企業(yè)資金來源于商業(yè)銀行的信貸支持、對商業(yè)銀行形成較大依賴性。因而使得商業(yè)銀行面臨一定的信貸風(fēng)險(xiǎn),一旦出現(xiàn)房地產(chǎn)開發(fā)企業(yè)與個(gè)人住房按揭貸款者違約,無法償還銀行信貸,那么商業(yè)銀行所面臨的信貸風(fēng)險(xiǎn)是巨大的。因此,本文有必要針對目前商業(yè)銀行房地產(chǎn)信貸問題作以預(yù)測研究,降低商業(yè)銀行面臨的房地產(chǎn)信貸的風(fēng)險(xiǎn)性。 本論文基于房地產(chǎn)信貸風(fēng)險(xiǎn)產(chǎn)生的理論基礎(chǔ),分析了房地產(chǎn)信貸風(fēng)險(xiǎn)的影響因素,并對房地產(chǎn)信貸風(fēng)險(xiǎn)因素進(jìn)行了識別研究,從而在根源上降低信貸風(fēng)險(xiǎn)發(fā)生的概率。在對商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)的預(yù)測上,隨機(jī)選取了20家房地產(chǎn)上市企業(yè)的五大類指標(biāo)因素,采用灰色預(yù)測法,通過Matlab軟件實(shí)現(xiàn)灰色算法,對2005-2010年的20個(gè)房地產(chǎn)上市企業(yè)的23個(gè)指標(biāo)進(jìn)行數(shù)據(jù)處理,得到了2011-2012年對應(yīng)的指標(biāo)預(yù)測數(shù)據(jù)。在房地產(chǎn)信貸風(fēng)險(xiǎn)預(yù)測中也對2005-2010年數(shù)據(jù)進(jìn)行了擬合性分析,得出計(jì)算殘差圖,表明該預(yù)測方法有較好的擬合性,能夠較準(zhǔn)確的預(yù)測各指標(biāo)。最后根據(jù)預(yù)測到的2011-2012年的房地產(chǎn)上市企業(yè)指標(biāo)數(shù)據(jù),得出23個(gè)指標(biāo)變化趨勢圖,說明房地產(chǎn)上市企業(yè)未來的成長能力、經(jīng)營能力、償債能力、盈利能力和現(xiàn)金流的狀況,得出房地產(chǎn)企業(yè)對于商業(yè)銀行所產(chǎn)生的信貸風(fēng)險(xiǎn)在2011-2012年間會(huì)有所降低,其在國家宏觀調(diào)控的影響下和商業(yè)銀行對信貸風(fēng)險(xiǎn)意識加強(qiáng)的基礎(chǔ)上,房地產(chǎn)信貸將出現(xiàn)不同程度收縮的結(jié)論。 論文分為四個(gè)部分組成。第一部分為緒論部分,主要內(nèi)容為本研究的選題背景和研究意義、國內(nèi)外房地產(chǎn)信貸風(fēng)險(xiǎn)預(yù)測的現(xiàn)狀、本文的研究內(nèi)容和思路。第二部分介紹了房地產(chǎn)信貸風(fēng)險(xiǎn)與風(fēng)險(xiǎn)識別的相關(guān)理論,為論文的進(jìn)一步研究做了理論的鋪墊。第三部分本文的實(shí)證部分,著重以影響房地產(chǎn)上市企業(yè)信貸風(fēng)險(xiǎn)的指標(biāo)因素為切入點(diǎn),運(yùn)用灰色預(yù)測實(shí)證方法對房地產(chǎn)信貸風(fēng)險(xiǎn)進(jìn)行預(yù)測研究。第四部分為主要結(jié)論及構(gòu)建房地產(chǎn)信貸風(fēng)險(xiǎn)的防范體系。
[Abstract]:The real estate credit of commercial banks to the real estate as the service object, on various aspects of the real estate lending activities. As the reproduction of stimulating the development of economy the real estate industry is a high risk and high return coexist in economic activity, with a long cycle, large amount of investment, many influencing factors with the characteristics of the industry. With the development of the real estate industry, real estate development enterprise funds from the commercial bank credit support, the formation of large dependence on commercial banks. The commercial banks face certain credit risk, once the real estate development enterprises and the personal housing mortgage loan default, unable to repay the bank credit, the credit risk faced by commercial banks is huge. Therefore, it is necessary to predict the research aiming at the problems of commercial bank real estate credit, reduce the risks faced by commercial banks real estate credit.
The theoretical basis of real estate credit risk based on the analysis of the factors affecting the real estate credit risk, and credit risk of real estate factors were analyzed and identified, so as to reduce the occurrence probability of credit risk at the root. In the prediction of commercial bank real estate credit risk, randomly selected five categories the 20 index of listed real estate companies, using grey prediction method, gray algorithm was implemented by Matlab, on the 23 index 2005-2010 years of 20 real estate listed companies for data processing, obtained the corresponding forecast data. 2011-2012 index in the real estate credit risk prediction of 2005-2010 data fitting analysis, calculation of residual plot shows that the prediction method has better fitting, can accurately predict the parameters. Finally, according to the forecast to 2011-2012 years of real estate listed The enterprise index data, draw 23 index change trend chart shows that the real estate listed enterprise future growth ability, operation ability, solvency, profitability and cash flow situation, the real estate business for commercial banks from credit risk will be reduced in the period of 2011-2012, based on the national macro-control under the influence of and Commercial Banks to strengthen credit risk consciousness, real estate credit will appear different degree of contraction of the conclusion.
This paper is divided into four parts. The first part is the introduction, the main contents of the research background and research significance, status of domestic and foreign real estate credit risk prediction, research content and ideas of this paper. The second part introduces the related theories of real estate credit risk and risk identification, for further research of the thesis the theory. The empirical part of the third part of this paper, focuses on the influence factors of credit risk of listed real estate enterprises as the starting point, using the grey prediction method of empirical prediction of credit risk of real estate. The fourth part is the main conclusions and the construction of the real estate credit risk prevention system.

【學(xué)位授予單位】：陜西師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.4;F293.3;F224

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 耿德祥;孫惠合;汪順勤;;灰色線性回歸在冬小麥產(chǎn)量長期預(yù)測中的應(yīng)用[J];安徽農(nóng)業(yè)科學(xué);2009年24期

2 王劍偉;;滬深A(yù)股房地產(chǎn)行業(yè)上市公司的Z分?jǐn)?shù)模型[J];北方經(jīng)濟(jì);2007年02期

3 吳建環(huán);趙君麗;;中國房地產(chǎn)信貸風(fēng)險(xiǎn)及其防范對策[J];商業(yè)研究;2006年24期

4 張合金;賀瀟潁;;試論新形勢下商業(yè)銀行的信貸風(fēng)險(xiǎn)防范——基于企業(yè)融資結(jié)構(gòu)和企業(yè)稅負(fù)的視角[J];金融論壇;2010年01期

5 周瑋,楊兵兵;試論現(xiàn)代商業(yè)銀行信用風(fēng)險(xiǎn)管理的基本要素[J];國際金融研究;2003年01期

6 惠曉峰,孫嘉鵬;商業(yè)銀行信用風(fēng)險(xiǎn)識別:信用矩陣的實(shí)證應(yīng)用研究[J];國際金融研究;2004年03期

7 任輝;;論Markov鏈在預(yù)測個(gè)人住房貸款風(fēng)險(xiǎn)中的作用[J];廣西財(cái)經(jīng)學(xué)院學(xué)報(bào);2007年06期

8 易傳和;薛珊;;我國房地產(chǎn)上市公司預(yù)期違約率的I~2模型度量[J];求索;2010年08期

9 竇英浩;吳曉俊;;商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)及其防范[J];商業(yè)時(shí)代;2008年01期

10 曹明霞;黨耀國;張蓉;陸建峰;;對灰色關(guān)聯(lián)度計(jì)算方法的改進(jìn)[J];統(tǒng)計(jì)與決策;2007年07期

相關(guān)博士學(xué)位論文 前1條

1 謝乃明;灰色系統(tǒng)建模技術(shù)研究[D];南京航空航天大學(xué);2008年

相關(guān)碩士學(xué)位論文 前9條

1 謝乃明;序列算子與灰色預(yù)測模型研究[D];南京航空航天大學(xué);2005年

2 郭子春;商業(yè)銀行貸款風(fēng)險(xiǎn)的識別研究[D];西南交通大學(xué);2005年

3 易佳欣;房地產(chǎn)信貸信用風(fēng)險(xiǎn)的度量與預(yù)測研究[D];西安理工大學(xué);2007年

4 王忠桃;灰色預(yù)測模型相關(guān)技術(shù)研究[D];西南交通大學(xué);2008年

5 龔科;基于BP神經(jīng)網(wǎng)絡(luò)的銀行房地產(chǎn)信貸風(fēng)險(xiǎn)研究[D];華中科技大學(xué);2007年

6 王艷;我國商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)度量研究[D];南京航空航天大學(xué);2008年

7 劉莎莎;我國商業(yè)銀行信貸風(fēng)險(xiǎn)識別和預(yù)警研究[D];大連海事大學(xué);2009年

8 陳崢嶸;我國房地產(chǎn)信貸個(gè)人信用風(fēng)險(xiǎn)評估研究[D];中國海洋大學(xué);2009年

9 孫廣偉;建筑工程施工成本動(dòng)態(tài)灰色預(yù)測方法[D];華北電力大學(xué)（河北）;2010年

，

本文編號：1383355