本文關鍵詞： 全面風險管理 商業(yè)銀行 房地產(chǎn)開發(fā)貸款 信用風險評價　出處：《哈爾濱工業(yè)大學》2014年碩士論文　論文類型：學位論文

【摘要】：自2000年以來，我國房地產(chǎn)行業(yè)發(fā)展勢頭迅猛，對資金的需求越來越迫切。而我國直接融資發(fā)展緩慢，房地產(chǎn)開發(fā)資金過多依賴商業(yè)銀行貸款，大約60%—70%的房地產(chǎn)開發(fā)資金是從銀行獲得的貸款支持。當前我國經(jīng)濟發(fā)展放緩，宏觀調(diào)控政策嚴苛，房地產(chǎn)行業(yè)貸款的違約率嚴重高于平均違約率。國內(nèi)商業(yè)銀行尚未形成針對房地產(chǎn)信貸的全面評價體系，已經(jīng)開始使用的風險模型預測能力和擬合程度普遍偏低。20世紀后世界風險管理進入全面風險管理階段，適合我國實際國情的評價方法和評價體系呼之欲出。 本文首先在闡述研究背景和研究意義的基礎上提出了本文的研究問題和研究對象，，梳理了國內(nèi)外研究現(xiàn)狀并進行了評析。其次對信用風險理論和評價方法及Logistic模型的適用性進行了分析。然后以銀行為評價主體，對我國房地產(chǎn)開發(fā)貸款信用風險進行識別和評價。按照全面風險管理理論，不僅對外部環(huán)境、貸款企業(yè)等外部因素進行評價，而且從銀行自身出發(fā)，對銀行內(nèi)控進行評價。最后運用Logistic模型對房地產(chǎn)開發(fā)貸款信用風險進行了實證分析。 實證結果發(fā)現(xiàn)Logistic模型對我國房地產(chǎn)開發(fā)貸款信用風險擬合程度和預測能力良好，總體預測準確率高達87.0%，且該模型對違約企業(yè)預測能力較強，達到83.3%，克服了以往研究該問題時對違約企業(yè)預測能力偏低的問題。同時實證結果顯示外部環(huán)境層面因素對房地產(chǎn)開發(fā)貸款信用風險的影響最大，其次為企業(yè)的償債能力和現(xiàn)金流量指標，第三為銀行內(nèi)控因素。故我們應從這三方面出發(fā)，建立全面的信用風險評價體系。最后本文站在商業(yè)銀行角度，提出了把握國家政策和經(jīng)濟周期變化、優(yōu)化信用風險評價指標體系、完善商業(yè)銀行內(nèi)控制度的建議。
[Abstract]:Since 2000, the real estate industry of our country has developed rapidly, and the demand for funds is more and more urgent. However, the development of direct financing in our country is slow, and the real estate development funds rely too much on commercial bank loans. About 60-70% of the real estate development funds are loans from banks. At present, China's economic development is slowing down, and macroeconomic control policies are strict. The default rate of real estate loans is higher than the average default rate. Domestic commercial banks have not yet formed a comprehensive evaluation system for real estate credit. The prediction ability and fitting degree of the risk models that have been used are generally low. After the 20th century, risk management in the world has entered the stage of comprehensive risk management. The evaluation method and evaluation system suitable for the actual situation of our country are ready to emerge. First of all, based on the background and significance of the research, this paper puts forward the research issues and research objects. Combing the domestic and foreign research status and evaluation. Secondly, the credit risk theory and evaluation methods and the applicability of the Logistic model are analyzed. Then the bank as the main body of evaluation. According to the comprehensive risk management theory, not only the external environment, loan enterprises and other external factors are evaluated, but also the banks themselves. Finally, Logistic model is used to analyze the credit risk of real estate development loan. The empirical results show that the Logistic model can fit the credit risk and predict the credit risk of real estate development loan well in China, and the overall accuracy of forecasting is as high as 87.0%. And the model has a strong ability to predict default enterprises, reaching 83.3%. It overcomes the problem that the forecasting ability of defaulting enterprises is low when studying this problem in the past. At the same time, the empirical results show that the external environmental factors have the greatest impact on the credit risk of real estate development loans. Secondly is the enterprise's solvency and the cash flow index, the third is the bank internal control factor. Therefore, we should set up the comprehensive credit risk appraisal system from these three aspects. Finally, this article stands in the commercial bank angle. The suggestions of grasping the changes of national policies and economic cycles, optimizing the index system of credit risk evaluation and perfecting the internal control system of commercial banks are put forward.
【學位授予單位】：哈爾濱工業(yè)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.45

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