本文關(guān)鍵詞：我國商業(yè)銀行房地產(chǎn)信貸宏觀風險控制研究　出處：《河北大學》2013年碩士論文　論文類型：學位論文

  更多相關(guān)文章： 房地產(chǎn)信貸宏觀風險 CPV模型 信貸不良貸款率 房地產(chǎn)周期 住房貸款證券化

【摘要】：眾所周知，房地產(chǎn)業(yè)是宏觀經(jīng)濟的主要基礎(chǔ)產(chǎn)業(yè)之一，它的迅速發(fā)展可以有效帶動上下游產(chǎn)業(yè)的發(fā)展，對宏觀經(jīng)濟具有有力的拉動作用，，同時,房地產(chǎn)業(yè)又是資金密集型產(chǎn)業(yè)，房地產(chǎn)業(yè)的融資渠道對房地產(chǎn)業(yè)的發(fā)展至關(guān)重要。隨著經(jīng)濟體制的不斷發(fā)展和改革，房地產(chǎn)業(yè)經(jīng)過了2002-2007年的飛速發(fā)展之后，具有一些獨有特征，融資渠道單一，直接融資比例特別少，主要以銀行貸款為主，通過銀行直接貸款和間接融資所得到的資金比重達到房地產(chǎn)融資總額的70%。同時，隨著房地產(chǎn)業(yè)的發(fā)展，商業(yè)銀行房地產(chǎn)信貸也有了飛速的增長，商業(yè)銀行在獲得收益的同時，不可避免的積累了巨大的風險，因此如何防范房地產(chǎn)信貸宏觀風險是一個值得探討的課題。 本文主要研究方向是房地產(chǎn)信貸宏觀風險的防范，首先是對這一課題的研究背景和意義進行闡述，分析了目前國內(nèi)外的主要研究現(xiàn)狀以及本文的研究思路和方法；接著對房地產(chǎn)信貸的概念與分類、房地產(chǎn)信貸宏觀風險的界定與傳導機制進行了分析，了解了目前我國房地產(chǎn)信貸宏觀風險的現(xiàn)狀及成因；在第三章主要闡述了由宏觀調(diào)控政策導致的房地產(chǎn)信貸宏觀風險以及由房地產(chǎn)周期波動所導致的房地產(chǎn)信貸宏觀風險；第四章作為文章的核心章節(jié)，運用CPV模型進行房地產(chǎn)信貸的宏觀風險預(yù)測，說明宏觀經(jīng)濟景氣指數(shù)、企業(yè)景氣指數(shù)、國房景氣指數(shù)和居民消費價格指數(shù)對房地產(chǎn)信貸不良貸款率具有穩(wěn)定的影響作用；第五章作為本文的落腳點，通過三、四章的分析，對有效的防范房地產(chǎn)信貸宏觀風險提出切實可行的措施，包括政府視角的繼續(xù)加強對房地產(chǎn)業(yè)和土地制度的調(diào)控和監(jiān)管；房地產(chǎn)企業(yè)角度要切實拓寬房地產(chǎn)融資渠道；消費者角度要引入專門機構(gòu)為房地產(chǎn)信貸進行擔保和保險；銀行視角包括銀行內(nèi)部設(shè)立專門的房地產(chǎn)信貸宏觀風險管理部門，切實提高房地產(chǎn)信貸宏觀風險管理人員的職業(yè)素養(yǎng)，有效推進住房貸款證券化等建議，以期對防范與化解房地產(chǎn)信貸宏觀風險具有一定的借鑒意義。
[Abstract]:As we all know, the real estate industry is one of the main basic industries of the macro-economy, its rapid development can effectively promote the development of upstream and downstream industries, and has a strong pull on the macro-economy at the same time. The real estate industry is also a capital-intensive industry. The financing channel of the real estate industry is very important to the development of the real estate industry. After the rapid development of the real estate industry from 2002 to 2007, it has some unique characteristics, the financing channel is single, the proportion of direct financing is especially small, mainly with bank loans. With the development of the real estate industry, the commercial bank real estate credit also has a rapid growth in the proportion of funds obtained through direct loans and indirect financing of banks to 70% of the total amount of real estate financing. At the same time, commercial banks inevitably accumulate huge risks, so how to prevent the macro risks of real estate credit is a topic worth discussing. The main research direction of this paper is the prevention of macro risk of real estate credit, first of all, the research background and significance of this topic are expounded. The main research situation at home and abroad and the research ideas and methods of this paper are analyzed. Then the concept and classification of real estate credit, the definition and transmission mechanism of macro risk of real estate credit are analyzed, and the present situation and causes of macro risk of real estate credit in China are understood. In the third chapter, the macro-risk of real estate credit caused by macro-control policy and the macro-risk of real estate credit caused by periodic fluctuations of real estate are discussed. Chapter 4th as the core chapter of the article, using the CPV model to predict the macro risk of real estate credit, to explain the macroeconomic boom index, enterprise boom index. The national housing boom index and consumer price index have a stable effect on the non-performing loan rate of real estate credit. Chapter 5th as the foothold of this article, through the analysis of three and four chapters, effective prevention of real estate credit macro risks put forward practical measures. Including the government perspective to continue to strengthen the real estate industry and land system regulation and supervision; From the angle of real estate enterprise, we should expand the financing channel of real estate; Consumers should introduce special institutions to guarantee and insure real estate credit; The banking perspective includes the establishment of a special real estate credit macro risk management department within the bank to effectively improve the professional literacy of real estate credit macro risk managers and effectively promote the securitization of housing loans. In order to prevent and resolve real estate credit macro-risk has certain reference significance.
【學位授予單位】：河北大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.45

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