本文關(guān)鍵詞： 商業(yè)銀行 房地產(chǎn)企業(yè) 信貸風(fēng)險(xiǎn) 風(fēng)險(xiǎn)管理　出處：《湖南大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：近些年來,我國房地產(chǎn)業(yè)發(fā)展十分迅速,盡管我國宏觀調(diào)控部門連續(xù)出臺(tái)相關(guān)政策抑制房價(jià)過快上漲,但是房地產(chǎn)價(jià)格仍然在一片質(zhì)疑聲和調(diào)控聲中不斷上漲。房地產(chǎn)業(yè)屬于資金密集型行業(yè),對(duì)于資金的需求比較大,而我國房地產(chǎn)企業(yè)的融資渠道相對(duì)受限,房地產(chǎn)投資信托基金又剛剛起步,房地產(chǎn)抵押貸款資產(chǎn)證券化尚未成熟,使得房地產(chǎn)企業(yè)過度依賴銀行的信貸資金,導(dǎo)致銀行的房地產(chǎn)信貸過于集中,房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)日益凸顯。因此,本文將對(duì)我國商業(yè)銀行房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)的評(píng)價(jià)體系進(jìn)行研究,為銀行規(guī)避房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)提出建議。 主要內(nèi)容如下：（1）近幾年我國房地產(chǎn)信貸業(yè)務(wù)呈現(xiàn)迅速擴(kuò)張的趨勢,房地產(chǎn)企業(yè)開發(fā)貸款占比較大,房地產(chǎn)企業(yè)信貸業(yè)務(wù)增速明顯。（2）目前我國房地產(chǎn)信貸市場存在房地產(chǎn)信貸非理性增長、房地產(chǎn)開發(fā)貸款的還款來源不確定、房地產(chǎn)企業(yè)融資渠道單一和市場信息不對(duì)稱等問題。（3）本文從宏觀、中觀、微觀三個(gè)視角來對(duì)房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)的影響因素進(jìn)行深入分析。從宏觀角度來看,貸款利率、信貸規(guī)模、經(jīng)濟(jì)增長、房地產(chǎn)價(jià)格是房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)形成的重要原因。從中觀角度來看,商業(yè)銀行房地產(chǎn)貸款過度集中、房地產(chǎn)信貸市場的信息不對(duì)稱是引起房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)的主要原因。從微觀角度來看,房地產(chǎn)企業(yè)的償債能力、盈利能力、成長能力關(guān)系到未來的還款能力,是影響商業(yè)銀行房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)的直接原因。（4）本文選取32家上市房地產(chǎn)企業(yè)2012年底的12項(xiàng)財(cái)務(wù)指標(biāo),通過對(duì)數(shù)據(jù)進(jìn)行主成份分析發(fā)現(xiàn),商業(yè)銀行在給房地產(chǎn)企業(yè)發(fā)放貸款前,要按以下先后順序?qū)ζ髽I(yè)的資產(chǎn)規(guī)模和質(zhì)量盈利能力成長能力償債能力長短期負(fù)債結(jié)構(gòu)5個(gè)因素進(jìn)行綜合考慮,以決定是否發(fā)放貸款。通過對(duì)上述5個(gè)主成份因子進(jìn)行Logistic回歸,資產(chǎn)規(guī)模和質(zhì)量、盈利能力、成長能力、償債能力、長短期負(fù)債結(jié)構(gòu)與房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)呈負(fù)相關(guān),與實(shí)際情況基本相符。（5）文章最后從全文角度出發(fā),提出相應(yīng)的房地產(chǎn)企業(yè)信貸風(fēng)險(xiǎn)管理措施。具體包括拓寬房地產(chǎn)融資渠道,繼續(xù)完善我國社會(huì)信用體系,加強(qiáng)對(duì)抵押物品的管理,加強(qiáng)對(duì)房地產(chǎn)企業(yè)財(cái)務(wù)狀況的審查,強(qiáng)化銀行內(nèi)部激勵(lì)機(jī)制,完善貸后監(jiān)管程序。
[Abstract]:In recent years, China's real estate industry has developed very rapidly, although China's macroeconomic regulation and control departments continue to introduce relevant policies to curb the rapid rise of house prices. But real estate prices are still rising in a voice of doubt and regulation. The real estate industry is a capital-intensive industry, the demand for funds is relatively large, and the financing channels of real estate enterprises in China are relatively limited. The real estate investment trust fund has just started, the real estate mortgage asset securitization is not mature, make the real estate enterprise to rely on the bank's credit fund excessively, cause the bank's real estate credit to be too centralized. Therefore, this paper will study the evaluation system of the credit risk of real estate enterprises in commercial banks of our country, and put forward some suggestions for banks to avoid the credit risks of real estate enterprises. The main contents are as follows: 1) in recent years, China's real estate credit business shows a rapid expansion trend, real estate enterprise development loans account for a large proportion. At present, there exists irrational growth of real estate credit in China's real estate credit market, and the repayment sources of real estate development loans are uncertain. Real estate enterprise financing channel single and market information asymmetry and other problems.) this paper from the macro, meso. From the macro point of view, the loan interest rate, credit scale, economic growth. The real estate price is an important reason for the formation of the credit risk of the real estate enterprises. From the view of the middle point of view, commercial banks' real estate loans are excessively concentrated. The asymmetric information in the real estate credit market is the main reason for the credit risk of the real estate enterprises. From the microscopic point of view, the solvency, profitability and growth ability of the real estate enterprises are related to the repayment ability in the future. This paper selects 12 financial indexes of 32 listed real estate enterprises in end of 2012, and finds out by principal component analysis of the data. Before granting loans to real estate enterprises, commercial banks should comprehensively consider five factors in the following order: the scale and quality of assets, profitability, ability to repay debt, long-term and short-term debt structure. In order to decide whether to grant loans. Through the above five principal components of the Logistic regression, asset size and quality, profitability, growth capacity, solvency. The structure of long-term and short-term debt is negatively correlated with the credit risk of real estate enterprises, and is basically in line with the actual situation.) finally, the article starts from the point of view of the full text. Put forward the corresponding real estate enterprise credit risk management measures, including widening the real estate financing channels, continue to improve our social credit system, strengthen the management of mortgage goods. Strengthen the examination of the financial situation of the real estate enterprise, strengthen the internal incentive mechanism of the bank, perfect the supervision procedure after loan.
【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F832.45

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 匡小平;蘇南宏;;商業(yè)銀行房地產(chǎn)信貸業(yè)務(wù)的風(fēng)險(xiǎn)與控制[J];金融論壇;2010年09期

2 王義平;應(yīng)密切關(guān)注房地產(chǎn)貸款的風(fēng)險(xiǎn)[J];南方金融;2004年02期

3 毛作文;利率市場化改革推動(dòng)房地產(chǎn)金融業(yè)健康發(fā)展[J];中國房地產(chǎn);2005年01期

4 李寶偉;郭金興;;房地產(chǎn)投資過熱與商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)治理[J];中國房地產(chǎn);2007年10期

5 李宏瑾;房地產(chǎn)市場、銀行信貸與經(jīng)濟(jì)增長——基于面板數(shù)據(jù)的經(jīng)驗(yàn)研究[J];國際金融研究;2005年07期

6 韓繼云;房地產(chǎn)信貸風(fēng)險(xiǎn)剖析及防范策略[J];宏觀經(jīng)濟(jì)管理;2003年08期

7 王坤;王澤森;;銀行業(yè)房地產(chǎn)信貸風(fēng)險(xiǎn)成因及對(duì)策[J];金融理論與實(shí)踐;2007年05期

8 柳燕;商業(yè)銀行房地產(chǎn)貸款風(fēng)險(xiǎn)成因及其防范對(duì)策分析[J];特區(qū)經(jīng)濟(jì);2005年06期

9 汪國清;;房地產(chǎn)開發(fā)貸款封閉運(yùn)行管理模式分析[J];新金融;2008年09期

10 祝琳;;我國房地產(chǎn)信貸現(xiàn)狀探討[J];時(shí)代金融;2009年04期

，

本文編號(hào)：1472133