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1、商业银行房地产信贷风险研究毕业论文本科生毕业设计（论文）论文题目：商业银行房地产信贷风险研究江苏师范大学商学院学位论文独创性声明本人郑重声明：本人所呈交的学位论文是我在老师的指导下进行的研究工作及取得的研究成果。据我所知，除文中已经注明引用的内容外，本论文不包含其他个人已经发表或撰写过的研究成果。对本文的研究做出重要贡献的个人和集体，均已在文中作了明确说明并表示谢意。本人承担本声明的法律责任。学位论文作者签名：_日期：_商业银行房地产信贷风险研究摘要：信贷风险是金融业最主要的风险之一，也是商业银行经营中需要面对的主要风险，因此加强信贷风险管理成为商业银行一个永恒的话题。由美国次级房贷危机所引发
2、的全球金融危机，对我国金融市场以及房地产业的发展具有一定的警示作用。信贷资产是商业银行的主要收益来源，商业银行一直把房地产贷款当作优质资产，但近几年，我国房地产泡沫越发凸显，商业银行如果对房地产信贷风险估计不足，就有可能遭受巨大的资金损失。因此，对商业银行房地产信贷的风险进行研究分析，能够保障商业银行信贷资金安全，防控房地产信贷风险，进而维持其稳定安全运营有着显著的作用及现实意义。本文首先阐述商业银行房地产信贷风险的研究背景及意义，在查阅大量文献资料的基础上对国内外研究现状进行分析总结，并提出借鉴国外成熟理论及风险评价模型对房地产信贷风险进行管理研究具有重要的意义。然后分析商业银行房地产信贷风
3、险含义、特点，对商业银行房地产信贷风险的形成及传导过程进行阐述，进而对商业银行房地产信贷风险度量各种方法进行分析比较，选择适合我国国情的Logistic 模型作为本文商业银行房地产信贷风险评价模型。针对于我国商业银行房地产信贷现状，从信贷风险来源认真分析了商业银行房地产信贷存在的问题。在目前我国商业银行信用风险评价指标体系的基础上，建立一套商业银行房地产信贷风险评价指标体系，构建商业银行针对房地产企业的Logistic 信贷风险度量模型，利用SPSS17.0 软件，对商业银行房地产信贷风险评价模型进行验证，输出结果表明该模型具有较好的判别能力，有助于商业银行根据房地产企业违约发生的概率做出正确
4、的判断、评估和应对决策，能有效地控制房地产信贷风险发生，降低风险损失，保证信贷资金的安全和金融系统的稳定运行。综合之前的总结和分析，对商业银行房地产信贷风险从商业银行、政府、房地产企业三个不同视角探讨了商业银行房地产信贷风险防范的对策建议。关键词：商业银行，房地产信贷风险，风险度量，Logistic 模型The Commercial Bank Real Estate Credit RiskResearchAbstract：Credit risk is one of the main risks of the financial industry, which also is the major
5、 risk that commercial banks need to face.Therefore strengthen credit risk management has become an eternal topic of commercial banks.The global financial crisis that triggered by the U.S.subprime mortgage crisis has a certain warning on Chinas financial markets and real estate development. Credit as
6、sets are major source of revenuefor commercial banks, and commercial banks have taken the real estate loans as high quality assets. But in recent years, for bubble of Chinas real estate bank real estate credit risk more and more prominent, if commercial banks underestimated the real estate credit ri
7、sk, it is possible to suffer the huge financial losses. So, making the study and analysis on the commercial bank real estate credit risk has a significant role and practical significance for protection the safety of commercial bank credit funds, the prevention and control of real estate credit risk,
8、 and thus maintaining the stable and secure operation of banks.Firstly, the background and significance of the real estate credit risk of commercial banks were introduced briefly in the paper. On the basis of consulting the large number of documents, domestic and foreign research present situation w
9、ere analyzed and summarized, and important significance of learning from the foreign mature theory and risk assessment model of real estate credit risk management research was proposed. And then, the meaning and features of the real estate credit risk of commercial banks were analyzed. The formation
10、 and conduction process of real estate credit risk of commercial banks were described, and through analysis and comparison a variety of methods of commercial bank real estate credit risk measure, the Logistic model was chose as this commercial assessment model for Chinas national conditions. For the
11、 real estate credit status quo of Chinas commercial bank then s, a careful analysis of the problems of the commercial bank real estate credit from credit risk sources was given. On the basis of Chinas commercial banks credit risk evaluation index system, a set of commercial bank real estate credit r
12、isk evaluation index system was created, which was used to build commercial banks Logistic credit risk measurement model for the real estate business. The real estate credit risk assessment model of commercial banks was verified by SPSS17.0 software. The output shows that the model has good discrimi
13、nation ability, and it helps to commercial banks make the right judgments, assess and decision-making to response according to the real estate corporate default probability of occurrence. The model can effectively control the real estate credit risk, reduce therisk of loss, and ensure the safety of
14、credit funds and the stable operation of the financial system. Finally, synthesize the previous summary and analysis, the counter measures were explored from three different perspectives of the commercial banks, government, real estate companies.Keywords: commercial bank, real estate credit risk, ri
15、sk measurement, Logistic model目录1 绪论 (1)1.1 研究背景和意义 (1)1.2 国内外研究文献综述 (3)1.3 研究内容 (10)1.4 研究方法 (11)1.5 技术路线 (12)2 商业银行房地产信贷风险理论概述 (14)2.1 商业银行房地产信贷风险含义 (14)2.2 商业银行房地产信贷风险特点 (15)2.3 商业银行房地产信贷风险形成及传导过程 (16)2.4 商业银行房地产信贷风险度量方法 (18)3 商业银行房地产信贷现状及问题 (24)3.1 商业银行房地产信贷现状分析 (24)3.2 商业银行房地产信贷存在问题 (27)4 基于Log
16、istic 模型商业银行房地产信贷风险分析 (33)4.1 商业银行信用风险评价指标体系及缺陷 (33)4.2 构建商业银行房地产信贷风险评价指标体系 (36)4.3 模型构建及实证分析 (47)5 商业银行房地产信贷风险防范对策建议 (59)5.1 商业银行视角 (59)5.2 政府视角 (62)5.3 房地产企业视角 (64)6 总结及展望 (65)6.1 总结 (65)6.2 展望 (66)参考文献 (1)I11 绪论1.1 研究背景和意义1.1.1 研究背景商业银行作为我国主要的存贷款金融机构，信贷风险是商业银行所面临的主要风险，它是金融市场中最古老的风险形式之一。信贷风险伴随借贷关系的建立而产生，只要存在信贷业务，就存在信贷风险和风险管理，而商业银行又是以贷款业务为主，并且房地产贷款是商业银行主要的业务。我国房地产市场的蓬勃发
