本文選題：房地產　切入點：房地產信貸業(yè)務　出處：《上海交通大學》2013年碩士論文　論文類型：學位論文

【摘要】：隨著巴塞爾新資本協(xié)議資本監(jiān)管要求在我國商業(yè)銀行的推廣，《商業(yè)銀行資本管理辦法》的正式實施，對我國商業(yè)銀行信用風險管理水平提出了更高要求。為保障監(jiān)管資本充足率計量結果在市場極端情況下的有效性，壓力測試、敏感性分析等方法將成為商業(yè)銀行風險管理措施的重要補充。國際金融危機以來，房地產行業(yè)是我國宏觀調控的重點行業(yè)，宏觀經(jīng)濟形勢下行、政策調控加緊必然會對房地產企業(yè)經(jīng)營產生實質性影響。房地產企業(yè)信用風險加大，是否導致系統(tǒng)性風險的傳染，，繼而影響商業(yè)銀行資產質量，應引起商業(yè)銀行管理層以及銀行業(yè)監(jiān)管部門關注。本文深入分析了中國房地產行業(yè)的風險特征，闡述了商業(yè)銀行開展房地產信貸業(yè)務壓力測試的必要性；進而通過分析中國房地產行業(yè)特征，確定影響房地產企業(yè)經(jīng)營的關鍵因素（施壓變量），針對不同信貸產品特征，通過壓力測試分析施壓變量對房地產企業(yè)經(jīng)營現(xiàn)金流的影響，計量商業(yè)銀行房地產企業(yè)信貸產品以及與房地產行業(yè)有關的個人客戶信貸產品可能面臨的信用風險。在此基礎上，提出房地產信貸業(yè)務管理等方面的建議，細化標準，制定房地產企業(yè)分類指導規(guī)則；加強商業(yè)銀行財務及資本管理要求，提高商業(yè)銀行風險抵御預期損失及非預期損失的能力。
[Abstract]:With the popularization of the capital supervision requirements of the Basel New Capital Accord in China's commercial banks, the measures for Capital Management of Commercial Banks have been formally implemented. In order to ensure the effectiveness of the measurement results of the capital adequacy ratio in the market, the stress test is put forward for the credit risk management level of the commercial banks in our country. Sensitivity analysis and other methods will be an important supplement to the risk management measures of commercial banks. Since the international financial crisis, the real estate industry has been the key industry of macro-control in China, and the macroeconomic situation is declining. The intensification of policy control will inevitably have a substantial impact on the management of real estate enterprises. If the credit risk of real estate enterprises increases, will it lead to the contagion of systemic risks, and then affect the asset quality of commercial banks? This paper analyzes the risk characteristics of China's real estate industry and expounds the necessity for commercial banks to carry out the stress test of real estate credit business. Then by analyzing the characteristics of real estate industry in China, the key factors (pressure variable) affecting the management of real estate enterprises are determined. According to the characteristics of different credit products, the influence of pressure variables on the operating cash flow of real estate enterprises is analyzed by stress test. On the basis of measuring the credit risks that commercial banks and real estate enterprise credit products and personal customer credit products related to the real estate industry may face. On this basis, some suggestions on the management of real estate credit business are put forward and the standards are refined. To establish the guidance rules for the classification of real estate enterprises, to strengthen the financial and capital management requirements of commercial banks, and to improve the ability of commercial banks to withstand the expected and unexpected losses.
【學位授予單位】：上海交通大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.45

【參考文獻】

相關期刊論文 前10條

1 李江;劉麗平;;中國商業(yè)銀行體系信用風險評估——基于宏觀壓力測試的研究[J];當代經(jīng)濟科學;2008年06期

2 郭春松;商業(yè)銀行壓力測試研究[J];福建金融;2005年10期

3 高同裕;陳元富;;宏觀壓力測試及其在我國應用面臨的問題[J];南方金融;2006年07期

4 朱偉一;;銀行壓力測試辨析[J];國際融資;2009年07期

5 巴曙松;朱元倩;;壓力測試在銀行風險管理中的應用[J];經(jīng)濟學家;2010年02期

6 周子元;;商業(yè)銀行信用風險壓力測試的方法和實踐[J];金融理論與實踐;2009年08期

7 李娜;李敏;;壓力測試在風險管理中的應用[J];技術經(jīng)濟與管理研究;2006年04期

8 任宇航;孫孝坤;程功;夏恩君;;信用風險壓力測試方法與應用研究[J];統(tǒng)計與決策;2007年14期

9 王旭;;壓力測試及信用風險管理[J];現(xiàn)代經(jīng)濟信息;2010年20期

10 康利珍;;商業(yè)銀行信用風險壓力測試研究[J];現(xiàn)代商貿工業(yè);2010年15期

本文編號：1642392