【摘要】：房地產是國民經濟的重要支柱，而房地產開發(fā)的主要資金來源是商業(yè)銀行。近年來，隨著湖南省“兩型社會”建設的不斷深入，長沙市房地產行業(yè)發(fā)展迅速，相應的銀行房地產開發(fā)貸款余額也不斷創(chuàng)新高。但房地產行業(yè)本身風險較高，且受國家宏觀經濟政策及市場環(huán)境的影響較明顯，隨著當前國家對房價調控的力度不斷加強，未來不排除房地產行業(yè)出現(xiàn)系統(tǒng)性風險，從而給銀行貸款造成損失的可能性。有鑒于此，當前各大商業(yè)銀行均對房地產貸款的風險尤為重視，，通過對風險承擔進行測度、強化內控機制等手段，對可能存在的風險隱患進行預防和化解。本文以長沙市工商銀行為研究對象，通過對其房地產開發(fā)貸款的風險狀況進行定性和定量的研究，試圖找出其風險的主要影響因素和風險管理中存在的問題，從而有針對性的提出一些改善其風險管理的政策建議。 論文以風險管理的三個主要流程——識別、度量、控制——為理論依據(jù)，首先從長沙房地產市場的發(fā)展現(xiàn)狀入手，分析了其發(fā)展狀況和未來可能的走勢，繼而通過數(shù)據(jù)整理和指標分析，分析了長沙市工商銀行房地產開發(fā)貸款風險管理中，存在的某些問題和不足，從而定性的識別出其存在的風險因子和隱患；在此基礎上，文章采用向量自回歸（VAR）模型，從定量角度對工商銀行房地產開發(fā)貸款不良貸款率的影響因素進行了分析，并對相關風險因素進行了度量和評估，評估認為房價波動對銀行貸款風險的影響最大，銀行應尤為關注；最后，論文基于加強長沙工商銀行房地產開發(fā)貸款的風險管理水平，提出了一些有針對性和可操作性的控制風險的政策建議，包括建立事前預警機制、創(chuàng)新全程控制體系、拓寬風險事后轉移渠道等。
[Abstract]:Real estate is an important pillar of the national economy, and the main source of funds for real estate development is commercial banks. In recent years, with the deepening of the construction of "two-oriented society" in Hunan Province, the real estate industry in Changsha has developed rapidly, and the balance of the bank's real estate development loan has also reached a new high. However, the real estate industry itself has a higher risk and is obviously affected by the national macroeconomic policy and market environment. With the strengthening of the current state's regulation and control of house prices, the real estate industry will not be ruled out of the emergence of systemic risks in the future. The possibility of a loss to a bank loan. In view of this, various commercial banks are paying special attention to the risk of real estate loans, through the risk measurement, strengthen the internal control mechanism, and so on, to prevent and resolve the possible risk hidden danger. This paper takes the Changsha Industrial and Commercial Bank as the research object, through the qualitative and quantitative research on the risk situation of its real estate development loan, tries to find out the main influencing factors of its risk and the problems existing in the risk management. In order to put forward some policy recommendations to improve its risk management. Based on the three main processes of risk management: identification, measurement and control, the paper starts with the present situation of Changsha real estate market and analyzes its development status and possible trend in the future. Then through the data collation and the index analysis, has analyzed the Changsha industrial and commercial bank real estate development loan risk management, the existence certain question and the insufficiency, thus qualitatively identified its existence risk factor and the hidden danger; On this basis, the paper uses the vector autoregressive (VAR) model to analyze the influencing factors of non-performing loan rate of ICBC real estate development loan from the angle of quantitative analysis, and measures and evaluates the related risk factors. The assessment shows that the fluctuation of house price has the greatest influence on the risk of bank loan, and the bank should pay more attention to it. Finally, based on strengthening the risk management level of the real estate development loan of Changsha Industrial and Commercial Bank, the paper puts forward some targeted and operable policy recommendations for risk control, including establishing a pre-warning mechanism and innovating the whole process control system. Broaden the channel of risk transfer after the event.
【學位授予單位】：湖南大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.45

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