本文關(guān)鍵詞：我國(guó)商業(yè)銀行個(gè)人住房按揭貸款的流動(dòng)性風(fēng)險(xiǎn)分析　出處：《吉林大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 個(gè)人住房按揭貸款 流動(dòng)性風(fēng)險(xiǎn) 預(yù)警機(jī)制 防范措施

【摘要】：隨著我國(guó)經(jīng)濟(jì)的不斷發(fā)展，，國(guó)民收入的不斷提高，房地產(chǎn)業(yè)也迅速發(fā)展起來(lái)，住房不僅僅是居民的生活必需品，更是一種投資手段，大量的資金涌入房地產(chǎn)市場(chǎng)，個(gè)人住房貸款需求也不斷高漲。伴隨著金融自由化和經(jīng)濟(jì)全球化的不斷深入，銀行間的競(jìng)爭(zhēng)日益激烈，由于個(gè)人住房按揭貸款有房產(chǎn)作為抵押擔(dān)保，風(fēng)險(xiǎn)相對(duì)較小，成為各家商業(yè)銀行競(jìng)相發(fā)展的業(yè)務(wù)。在個(gè)人住房按揭貸款總量不斷增加的同時(shí)，風(fēng)險(xiǎn)也逐漸暴露。流動(dòng)性風(fēng)險(xiǎn)是一種復(fù)合風(fēng)險(xiǎn)，隱蔽性較高，一旦形成，便會(huì)危及到整個(gè)金融系統(tǒng)甚至整個(gè)國(guó)民經(jīng)濟(jì)的穩(wěn)定和發(fā)展。在此背景下，本文選選擇對(duì)我國(guó)商業(yè)銀行個(gè)人住房按揭貸款的流動(dòng)性風(fēng)險(xiǎn)進(jìn)行研究，本文共分為五個(gè)部分。 第一章分析了選題的背景及意義，回顧了國(guó)內(nèi)外學(xué)者對(duì)于商業(yè)銀行個(gè)人住房按揭貸款的流動(dòng)性風(fēng)險(xiǎn)問(wèn)題的研究成果，同時(shí)指出本文的主要研究方法、創(chuàng)新之處和不足。 第二章介紹了個(gè)人住房按揭貸款流動(dòng)性風(fēng)險(xiǎn)的相關(guān)概念和特征，并揭示了個(gè)人住房按揭貸款的流動(dòng)性風(fēng)險(xiǎn)與其他風(fēng)險(xiǎn)的聯(lián)系。 第三章主要介紹了目前對(duì)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)的主要衡量方法，包括流動(dòng)性指標(biāo)法、久期分析法、現(xiàn)金流分析法、流動(dòng)性指數(shù)法，并根據(jù)數(shù)據(jù)的可得性選擇流動(dòng)性指標(biāo)法作為個(gè)人住房按揭貸款流動(dòng)性風(fēng)險(xiǎn)的衡量方法。 第四章首先運(yùn)用流動(dòng)性指標(biāo)法分析了我國(guó)個(gè)人住房按揭貸款流動(dòng)性風(fēng)險(xiǎn)的現(xiàn)狀，其次從經(jīng)濟(jì)環(huán)境、商業(yè)銀行內(nèi)部環(huán)境、房地產(chǎn)企業(yè)等方面分析了其產(chǎn)生的原因，最后以北巖銀行為案例分析了其導(dǎo)致的后果。 第五章提出建立個(gè)人住房按揭貸款流動(dòng)性風(fēng)險(xiǎn)的預(yù)警指標(biāo)體系，包括其涵義、步驟、基本內(nèi)容和國(guó)際銀行流動(dòng)性風(fēng)險(xiǎn)預(yù)警機(jī)制帶來(lái)的啟示，并從商業(yè)銀行自身、房地產(chǎn)企業(yè)和外部環(huán)境三個(gè)角度對(duì)商業(yè)銀行個(gè)人住房按揭貸款的流動(dòng)性風(fēng)險(xiǎn)進(jìn)行防范。
[Abstract]:With the continuous development of our economy and the continuous improvement of national income, the real estate industry has also developed rapidly. Housing is not only the necessities of life, but also a means of investment. With the financial liberalization and the deepening of economic globalization, the competition between banks is becoming increasingly fierce. Because the personal housing mortgage loan has the real estate as the mortgage guarantee, the risk is relatively small, so it becomes the business that each commercial bank develops in competition, while the total amount of the individual housing mortgage loan is increasing continuously at the same time. Liquidity risk is a kind of compound risk. Once it is formed, it will endanger the stability and development of the whole financial system and even the whole national economy. This paper chooses to study the liquidity risk of personal housing mortgage loan of commercial banks in China, which is divided into five parts. The first chapter analyzes the background and significance of the topic, reviews the domestic and foreign scholars' research results on the liquidity risk of individual housing mortgage loans of commercial banks, and points out the main research methods of this paper. Innovations and shortcomings. The second chapter introduces the related concepts and characteristics of liquidity risk of personal housing mortgage loan, and reveals the relationship between liquidity risk and other risks of individual housing mortgage loan. The third chapter mainly introduces the main methods to measure the liquidity risk of commercial banks, including liquidity index method, duration analysis method, cash flow analysis method, liquidity index method. According to the availability of the data, the liquidity index method is chosen as the measure method of the liquidity risk of individual housing mortgage loan. Chapter 4th firstly analyzes the current situation of liquidity risk of individual housing mortgage loan in China by using liquidity index method, and then analyzes the internal environment of commercial banks from the economic environment. Real estate enterprises and other aspects of the analysis of its causes, and finally the north rock bank for the case analysis of the consequences. Chapter 5th puts forward the establishment of individual housing mortgage loan liquidity risk early warning index system, including its meaning, steps, basic content and international bank liquidity risk warning mechanism. And from the commercial banks themselves, real estate enterprises and the external environment to guard against the liquidity risk of individual housing mortgage loans of commercial banks.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.45

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 龐加蘭;;論商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)的創(chuàng)新管理[J];財(cái)會(huì)月刊;2009年08期

2 賀曉波,張宇紅;商業(yè)銀行風(fēng)險(xiǎn)預(yù)警系統(tǒng)的建立及其實(shí)證分析[J];金融論壇;2001年10期

3 陳曉音;賀刻奮;;流動(dòng)性均衡的成本最小化——商業(yè)銀行流動(dòng)性管理的一種新框架[J];金融論壇;2008年03期

4 王都富;;當(dāng)前中國(guó)商業(yè)銀行流動(dòng)性過(guò)剩的成因及政策建議[J];金融論壇;2008年05期

5 陸克今;郁洪良;;房地產(chǎn)貸款中的信息不充分及其風(fēng)險(xiǎn)[J];金融論壇;2008年09期

6 王曉雯;張妍;昃偉;;商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)評(píng)估與管理[J];當(dāng)代經(jīng)濟(jì);2010年17期

7 丹尼斯·黃;美國(guó)商業(yè)銀行的流動(dòng)性風(fēng)險(xiǎn)及其管理(一)[J];國(guó)際金融研究;1998年04期

8 沈沛龍;閆照軒;;商業(yè)銀行流動(dòng)性缺口管理的改進(jìn)方法及實(shí)證分析[J];金融論壇;2011年03期

9 姚長(zhǎng)輝;商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)的影響因素分析[J];經(jīng)濟(jì)科學(xué);1997年04期

10 李玉婷;;中國(guó)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理的現(xiàn)狀與對(duì)策[J];經(jīng)濟(jì)研究導(dǎo)刊;2010年16期

相關(guān)博士學(xué)位論文 前1條

1 李研妮;商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)形成機(jī)理研究[D];重慶大學(xué);2011年

本文編號(hào)：1372162