本文關(guān)鍵詞： 商業(yè)銀行 房地產(chǎn) 授信風(fēng)險(xiǎn) 授信風(fēng)險(xiǎn)管理 授信風(fēng)險(xiǎn)管控模型　出處：《天津大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：本文以B銀行為切入點(diǎn),以事實(shí)為依據(jù),全面梳理分析了商業(yè)銀行房地產(chǎn)行業(yè)授信風(fēng)險(xiǎn)管理在新形勢(shì)下存在的問(wèn)題,并對(duì)產(chǎn)生問(wèn)題的原因進(jìn)行了深入剖析。在此基礎(chǔ)上,作者通過(guò)理論分析和實(shí)證研究,挖掘數(shù)據(jù),反復(fù)測(cè)算,嘗試通過(guò)建構(gòu)量化評(píng)估模型對(duì)授信風(fēng)險(xiǎn)及風(fēng)險(xiǎn)與收益的匹配度進(jìn)行定量分析,以準(zhǔn)確判斷授信風(fēng)險(xiǎn)大小,從而為行業(yè)授信政策制定及具體項(xiàng)目的準(zhǔn)入和風(fēng)險(xiǎn)把控提供決策依據(jù)。本文的研究成果主要是分別構(gòu)建了三個(gè)模型,一是風(fēng)險(xiǎn)收益匹配度模型,用于制定行業(yè)授信政策,通過(guò)模型測(cè)算結(jié)果對(duì)應(yīng)相應(yīng)的行業(yè)授信政策;二是房地產(chǎn)開發(fā)貸款模型,用于判斷具體房地產(chǎn)開發(fā)項(xiàng)目授信的風(fēng)險(xiǎn),以確定新增項(xiàng)目是否可以準(zhǔn)入、存量項(xiàng)目的授信風(fēng)險(xiǎn)程度以及制定相應(yīng)的貸后管理措施;三是按揭貸款模型,用于評(píng)估具體按揭貸款的授信風(fēng)險(xiǎn),用于新增業(yè)務(wù)準(zhǔn)入、存量業(yè)務(wù)評(píng)估以及制定相應(yīng)的貸后管理策略。本文的作者希望通過(guò)上述的研究能夠提高商業(yè)銀行在新形勢(shì)下對(duì)房地產(chǎn)行業(yè)授信風(fēng)險(xiǎn)判斷的準(zhǔn)確性和展業(yè)政策的科學(xué)性,從而平衡收益與風(fēng)險(xiǎn),提高房地產(chǎn)授信風(fēng)險(xiǎn)管理的質(zhì)量和效果,促進(jìn)業(yè)務(wù)持續(xù)健康發(fā)展。同時(shí)本文仍存在一些局限性,在以下幾個(gè)方面后續(xù)還可以進(jìn)行進(jìn)一步的研究,一是將擴(kuò)充模型應(yīng)用范圍,將評(píng)估模型擴(kuò)充至其他的授信品種;二是進(jìn)一步豐富研究樣本,通過(guò)更多銀行的實(shí)證數(shù)據(jù)進(jìn)一步完善評(píng)估模型;三是對(duì)模型應(yīng)用進(jìn)行進(jìn)一步的研究,提高模型在實(shí)踐中的應(yīng)用效益。
[Abstract]:In this paper, taking B bank as the starting point, based on the facts, comprehensively analyzes the existing commercial bank real estate credit risk management under the new situation, and the causes of the problems are analyzed. On this basis, the author through theoretical analysis and empirical research, data mining, repeated calculation, try through the construction of quantitative evaluation model of credit risk and the risks and benefits of the matching degree of quantitative analysis, to accurately determine the size of credit risk, and to develop specific projects for the industry access to credit policy and risk control to provide decision-making basis. The main achievements of this study are three models were constructed, one is the risk return matching model for the development of industry credit policy, through the model calculation results corresponding industry credit policies; two is the real estate development loan model, used to determine the specific real estate development The project credit risk, to determine whether the new project can access, credit risk degree of the stock of the project and make the corresponding loan management measures; three is the mortgage loan model for the evaluation of specific mortgage credit risk, for new business access, stock business evaluation and make corresponding loan management strategies. The author hopes through the above research can improve the commercial banks under the new situation of the real estate industry credit risk judgment scientific policy and the accuracy of the exhibition industry, so as to balance the benefits and risks, improve the quality and effect of the real estate credit risk management, promote the sustainable and healthy development of the business. At the same time, there are still some limitations in the following the following aspects can also make further research, one is the expansion of the scope of application of the model, the evaluation model is extended to the other two is a type of credit; Step by step, enrich the research samples, and further improve the evaluation model through more bank's empirical data. Three, we further study the application of the model to improve the application benefit of the model in practice.

【學(xué)位授予單位】：天津大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.4;F299.23

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本文編號(hào)：1506288