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1、国 内 图 书 分 类 号 ：F832.479国 际 图 书 分 类 号 ： 226.717.5学 校 代 码 ：10213密级：公开经济学硕士学位论文我国个人住房抵押贷款违约影响因素实证研究硕 士 研 究 生 ：陈 昊 洁导师 ：姜 明 辉 教 授申学所答请在辩学单日位 ：经 济 学 硕 士科 ：国 际 贸 易 学位 ：管 理 学 院期 ：2010 年 6 月授 予 学 位 单 位 ：哈 尔 滨 工 业 大 学Classified Index: F832.479U.D.C: 226.717.5Dissertation for the Master Degree in EconomicsIND
2、IVIDUAL RESIDENTIAL MORTGAGE LOANIN CHINA DEFAULTS IMPACT FACTORSSTUDYCandidate：Supervisor：Academic Degree Applied for：Speciality：Affiliation：Date of Defence：Chen HaojieProf. Jiang MinghuiMaster of EconomicsInternational TradeSchool of ManagementJune, 2010Degree-Conferring-Institution： Harbin Instit
3、ute of Technology哈尔滨工业大学经济学硕士论文摘 要自 1992 年中国建设银行发放第一笔个人住房抵押贷款以来，个人住房抵押贷款逐渐被广大居民所接受。到 2009 年底，我国商业银行发放的个人住房抵押贷款余额已超过 4973.3 亿元，而且仍在以年增长率 4050%的速度快速增长。与此同时，个人住房抵押贷款的不良率也开始攀升，目前平均不良率在 1.58%左右，潜在风险己逐渐显现。当前，金融界已普遍意识到加强违约风险管理的必要性和紧迫性，学术界也对这一问题给予了一定重视，但对个人住房抵押贷款违约影响因素进行系统性理论研究和实证研究仍然比较少。基于上述背景，本文以个人住房抵押贷款违
4、约风险影响因素为研究对象，试图识别现阶段影响我国个人住房抵押贷款违约风险的主要因素，进而为银行在贷款发放之初就能有效管理违约风险奠定理论和技术基础。本文在分析国内外个人住房抵押贷款违约风险影响因素发展历史及其方法应用现状的基础上，针对国内对于个人住房抵押贷款违约因素的研究较少考虑各因素关联关系的问题，总结国外学者对个人住房抵押贷款违约风险实证研究变量选择的研究成果，提出从借款人特征因素、贷款特征因素、家庭财务负担因素三个方面进行变量选择的思路。采用结构方程模型，建立路径分析图，探讨显变量与潜变量之间的路径关系，分析其间的相互影响。通过构建适合中国国情的个人住房抵押贷款违约影响因素的结构模型，采
5、用商业银行业务系统中所获取的实际数据，确定所使用的指标并建立模型，进行实证研究。研究结果表明：在借款特征因素中，借款价值比能够最大程度的影响借款特征因素，并最终导致借款人选择违约；在借款人特征因素中，价款人受教育程度因素对于借款人是否会选择违约的影响最大。家庭财务负担部分，贷款金额的多少会很大程度上影响借款人最终是否违约。根据上述实证结果，从商业银行控制个人住房抵押贷款违约影响因素的角度控制信贷风险，提出了加强和改善我国个人住房抵押贷款违约风险管理措施。关键词：个人住房抵押贷款；违约；结构方程模型I哈尔滨工业大学经济学硕士论文AbstractSince the Construction Ban
6、k of China lent the first loan of residential mortgagein 1992, it has been accepted by the masses of residents gradually. By the end of2009, banks loan balance of residential mortgage already exceeded 497 billion Yuanin China. It still increases fast at the speed of 40-50% per year. Meanwhile, defau
7、ltrisk rate of residential mortgage begins to soar constantly too. Average default riskrate of residential mortgage was about 1.58%, and potential risk has alreadyappeared gradually. Now, financial circles in China have generally realized thenecessity and urgency of strengthening residential mortgag
8、e default riskmanagement, and academic in China has also paid attention to it. However, systemictheoretical researches and empirical researches are still blank in this field. Based onsuch backgrounds, the dissertation regards the determinants of residential mortgagedefault risk as research object, a
9、nd attempts to identify the major determinants, andcarries on risk clustering. This research will help banks build theoretic andtechnological foundation to reduce default risk at the beginning of residentialmortgages lending.The issue, individual residential mortgage loan default risk factors has be
10、enstudied in a long period. However, up to now, researches on cases of the projectdetain on classification analysis, as well as lack systematic and relevance studies.Moreover, positive method is singleness. After making effort on individualresidential mortgage loan default risk factors positive rese
11、arch, the problem, variablequantity choice, is solved by figuring three variable quantities, including borrowercharacteristics, the financial burden on households, mortgage features. Discussionson interactions of variable quantity are blank. Therefore, structural equation model isused to model path
12、plot, the relationship between manifest variable and latentvariable is analyzed, as well as the relevance between one manifest variable andother manifest variable, in order to explore the interaction between them.Studies are put forward to get the conclusions. Among all borrowercharacteristics, Loan
13、 to value factor affects borrower most on choosing default or not.Meanwhile, age nature is vital in certain extend for borrower to obey the rules. Inmortgage features, loan amount is a huge influence factor for borrower. Above allpositive analysis, two suggestions are put forward to meet the problem
14、. On one hand,commercial bank operation manage should be improved, on the other hand, riskII哈尔滨工业大学经济学硕士论文controlling management should be strengthened. In that case, it will reinforcemanagement on the individual residential mortgage loan default risk controlling.Keywords: individual residential mortgage, loan default, structural equation modelIII哈尔滨工业大学经济学硕士论文目 录摘 要 .
