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1、 学校代号：10532 学号：M06018080 密级： 湖南大学工商管理硕士学位论文湖南大学工商管理硕士学位论文 中国银行天津市分行个人住房贷款的风险分析 学位申请人姓名： 王爱明 导师姓名及职称： 喻旭兰 副教授 培养单位： 金融学院 专业名称： MBA 论文提交日期： 2009 年 11 月 论文答辩日期： 2009 年 11 月 答辩委员会主席： 曾令华 教授 Risk Analysis of Individual Housing Loans of Bank of China TianJin Branch by WANG AiMing B.E (Hunan College of Fin
2、ance The risk of collateral projects mainly include the project risk and the disposal of collateral risk; Banks internal management risk mainly include the risk of pre-loan review , post-lending management risk and staff moral hazard. The risk of different types have different risk characteristics,
3、credit risk has the following five major features: the inevitability of a passive nature, compleity, and the lag; the risk of collateral has the following three main features: the policy factor, objectivity and difficult to measure; commercial banks internal management risk mainly include the follow
4、ing three features: hidden, can be found of and can put an end to it; interest rate risk, economic risk, liquidity risk and other risks also have three main characteristics: the impact of large scale , the impact and the consequences could be serious. The risk of individual housing loans formation m
5、echanism, the passive default risk is due to macroeconomic changes, the change of the borrowers family, living and working conditions, it has an objective character; Subjective risk of default, default risk of malicious and prepayment risk is the borrowers personal lower credit, it has non-objectivi
6、ty. The risk of collateral formation was mainly due to a certain moment the balance of the mortgage loan and the value of collateral caused by the difference between the tow, the occurrence of the risk is mainly due to the borrowers lack of credit. The risk of the internal management of commercial b
7、anks was mainly due to the imperfections of the internal management system led to the deterioration of the risk management structure, thereby creating opportunities for personal profit, in the oversight mechanisms and risk measurement under the condition of backward technology, the chance can be rea
8、lized by the internal or eternal staff. IIIIn risk prevention, the developer of the commercial banks should carry out credit rating, improve credit rating of individuals in order to eliminate or reduce the risk of malicious breach of contract, the introduction of the insurance mechanism, such as col
9、lateral security market, and improve relevant systems to promote individual housing loans of securities to prevent personal collateral risk housing loans. Strengthen internal supervision, set up risk control center to improve the risk management system and improve the methods of risk measures to gua
10、rd against the risk of internal management. Strengthen the research of macro-economic, political, and legal to guard against interest rate risk, liquidity risk and economic risks and other risks. Key Words: credit risk; collateral risk; risk management; interest rate risk; liquidity risk; economic r
11、isks 目 录 摘 要 . I Abstract. II 第 1 章 绪 论 .1 1.1 选题背景及意义 .1 1.2 国内外研究现状 .2 1.3 本文的研究思路 .7 1.4 本文的研究方法 .7 1.5 本文的创新点.7 第 2 章 商业银行个人住房贷款的相关理论.8 2.1 消费信贷理论.8 2.2 个人住房贷款风险管理理论 .9 2.3 有限理性、交易费用与不完全契约理论 .11 第 3 章 个人住房贷款的风险分类及生成机制 .14 3.1 个人住房贷款风险的含义.14 3.2 个人住房贷款的信用风险及特征 .14 3.2.1 个人住房贷款信用风险的含义及种类.14 3.2.2 个人住房贷款信用风险的特征 .16 3.3 个人住房贷款的抵押物风险及特征.16 3.3.1 个人住房贷款的抵押物风险的含义及种类 .16 3.3.2 个人住房贷款的抵押物风险的特征.17
