【正文】 存檔日期： 存檔編號(hào)： 本科生畢業(yè)設(shè)計(jì)（論文）商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)研究 論 文 題 目：姓 名： 王雪菲 學(xué) 院： 商學(xué)院 專 業(yè)： 金融工程 年 級(jí) 、 學(xué) 號(hào) ： 12級(jí) 12088007 指 導(dǎo) 教 師： 王露 江蘇師范大學(xué)教務(wù)處印制江蘇師范大學(xué)商學(xué)院學(xué)位論文獨(dú)創(chuàng)性聲明本人鄭重聲明：本人所呈交的學(xué)位論文是我在老師的指導(dǎo)下進(jìn)行的研究工作及取得的研究成果。據(jù)我所知，除文中已經(jīng)注明引用的內(nèi)容外，本論文不包含其他個(gè)人已經(jīng)發(fā)表或撰寫(xiě)過(guò)的研究成果。對(duì)本文的研究做出重要貢獻(xiàn)的個(gè)人和集體，均已在文中作了明確說(shuō)明并表示謝意。本人承擔(dān)本聲明的法律責(zé)任。 學(xué)位論文作者簽名：____________日期：__________商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)研究 摘要：信貸風(fēng)險(xiǎn)是金融業(yè)最主要的風(fēng)險(xiǎn)之一，也是商業(yè)銀行經(jīng)營(yíng)中需要面對(duì)的主要風(fēng)險(xiǎn)，因此加強(qiáng)信貸風(fēng)險(xiǎn)管理成為商業(yè)銀行一個(gè)永恒的話題。由美國(guó)次級(jí)房貸危機(jī)所引發(fā)的全球金融危機(jī)，對(duì)我國(guó)金融市場(chǎng)以及房地產(chǎn)業(yè)的發(fā)展具有一定的警示作用。信貸資產(chǎn)是商業(yè)銀行的主要收益來(lái)源，商業(yè)銀行一直把房地產(chǎn)貸款當(dāng)作優(yōu)質(zhì)資產(chǎn)，但近幾年，我國(guó)房地產(chǎn)泡沫越發(fā)凸顯，商業(yè)銀行如果對(duì)房地產(chǎn)信貸風(fēng)險(xiǎn)估計(jì)不足，就有可能遭受巨大的資金損失。因此，對(duì)商業(yè)銀行房地產(chǎn)信貸的風(fēng)險(xiǎn)進(jìn)行研究分析，能夠保障商業(yè)銀行信貸資金安全，防控房地產(chǎn)信貸風(fēng)險(xiǎn)，進(jìn)而維持其穩(wěn)定安全運(yùn)營(yíng)有著顯著的作用及現(xiàn)實(shí)意義。 本文首先闡述商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)的研究背景及意義，在查閱大量文獻(xiàn)資料的基礎(chǔ)上對(duì)國(guó)內(nèi)外研究現(xiàn)狀進(jìn)行分析總結(jié)，并提出借鑒國(guó)外成熟理論及風(fēng)險(xiǎn)評(píng)價(jià)模型對(duì)房地產(chǎn)信貸風(fēng)險(xiǎn)進(jìn)行管理研究具有重要的意義。然后分析商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)含義、特點(diǎn)，對(duì)商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)的形成及傳導(dǎo)過(guò)程進(jìn)行闡述，進(jìn)而對(duì)商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)度量各種方法進(jìn)行分析比較，選擇適合我國(guó)國(guó)情的 Logistic 模型作為本文商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)評(píng)價(jià)模型。針對(duì)于我國(guó)商業(yè)銀行房地產(chǎn)信貸現(xiàn)狀，從信貸風(fēng)險(xiǎn)來(lái)源認(rèn)真分析了商業(yè)銀行房地產(chǎn)信貸存在的問(wèn)題。在目前我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系的基礎(chǔ)上，建立一套商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系，構(gòu)建商業(yè)銀行針對(duì)房地產(chǎn)企業(yè)的 Logistic 信貸風(fēng)險(xiǎn)度量模型，利用 軟件，對(duì)商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)評(píng)價(jià)模型進(jìn)行驗(yàn)證，輸出結(jié)果表明該模型具有較好的判別能力，有助于商業(yè)銀行根據(jù)房地產(chǎn)企業(yè)違約發(fā)生的概率做出正確的判斷、評(píng)估和應(yīng)對(duì)決策，能有效地控制房地產(chǎn)信貸風(fēng)險(xiǎn)發(fā)生，降低風(fēng)險(xiǎn)損失，保證信貸資金的安全和金融系統(tǒng)的穩(wěn)定運(yùn)行。綜合之前的總結(jié)和分析，對(duì)商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)從商業(yè)銀行、政府、房地產(chǎn)企業(yè)三個(gè)不同視角探討了商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)防范的對(duì)策建議。 關(guān)鍵詞：商業(yè)銀行，房地產(chǎn)信貸風(fēng)險(xiǎn)，風(fēng)險(xiǎn)度量，Logistic 模型 The Commercial Bank Real Estate Credit Risk Research Abstract：Credit risk is one of the main risks of the financial industry, which also is the major risk that mercial banks need to strengthen credit risk management has bee an eternal topic of mercial global financial crisis that triggered by the mortgage crisis has a certain warning on China39。s financial markets and real estate development. Credit assets are major source of revenue for mercial banks, and mercial banks have taken the real estate loans as high quality assets. But in recent years, for bubble of China39。s real estate bank real estate credit risk more and more prominent, if mercial banks underestimated the real estate credit risk, it is possible to suffer the huge financial losses. So, making the study and analysis on the mercial bank real estate credit risk has a significant role and practical significance for protection the safety of mercial bank credit funds, the prevention and control of real estate credit risk, and thus maintaining the stable and secure operation of banks. Firstly, the background and significance of the real estate credit risk of mercial banks were introduced briefly in the paper. On the basis of consulting the large number of documents, domestic and foreign research present situation were 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 mercial banks were analyzed. The formation and conduction process of real estate credit risk of mercial banks were described, and through analysis and parison a variety of methods of mercial bank real estate credit risk measure, the Logistic model was chose as this mercial assessment model for China39。s national conditions. For the real estate credit status quo of China39。s mercial bank then s, a careful analysis of the problems of the mercial bank real estate credit from credit risk sources was given. On the basis of China39。s mercial banks credit risk evaluation index system, a set of mercial bank real estate credit risk evaluation index system was created, which was used to build mercial banks Logistic credit risk measurement model for the real estate business. The real estate credit risk assessment model of mercial banks was verified by software. The output shows that the model has good discrimination ability, and it helps to mercial banks make the right judgments, assess and decisionmaking to response according to the real estate corporate default probability of occurrence. The model can effectively control the real estate credit risk, reduce the risk of loss, and ensure the safety of 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 mercial banks, government, real estate panies. Keywords: mercial bank, real estate credit risk, risk measurement, Logistic model 目錄1 緒論 1 研究背景和意義 1 國(guó)內(nèi)外研究文獻(xiàn)綜述 3 研究?jī)?nèi)容 10 研究方法 11 技術(shù)路線 122 商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)理論概述 14 商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)含義 14 商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)特點(diǎn) 15 商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)形成及傳導(dǎo)過(guò)程 16 商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)度量方法 183 商業(yè)銀行房地產(chǎn)信貸現(xiàn)狀及問(wèn)題 24 商業(yè)銀行房地產(chǎn)信貸現(xiàn)狀分析 24 商業(yè)銀行房地產(chǎn)信貸存在問(wèn)題 274 基于 Logistic 模型商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)分析 33 商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系及缺陷 33 構(gòu)建商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系 36 模型構(gòu)建及實(shí)證分析 475 商業(yè)銀行房地產(chǎn)信貸風(fēng)險(xiǎn)防范對(duì)策建議 59 商業(yè)銀行視角 59 政府視角 62 房地產(chǎn)企業(yè)視角 646 總結(jié)及展望 65 總結(jié) 65 展望 66參考文獻(xiàn) 1I江蘇師范大學(xué)商學(xué)院2012級(jí)學(xué)生論文1 緒論 研究背景和意義 研究背景 商業(yè)銀行作為我國(guó)主要的存貸款金融機(jī)構(gòu)，信貸風(fēng)險(xiǎn)是商業(yè)銀行所面臨的主要風(fēng)險(xiǎn)，它是金融市場(chǎng)中最古老的風(fēng)險(xiǎn)形式之一。信貸風(fēng)險(xiǎn)伴隨借貸關(guān)系的建立而產(chǎn)生，只要存在信貸業(yè)務(wù)，就存在信貸風(fēng)險(xiǎn)和風(fēng)險(xiǎn)管理，而商業(yè)銀行又是以貸款業(yè)務(wù)為主，并且房地產(chǎn)貸款是商業(yè)銀行主要的業(yè)務(wù)。我國(guó)房地產(chǎn)市場(chǎng)的蓬勃發(fā)展，為商業(yè)銀行拓展房地產(chǎn)信貸業(yè)務(wù)提供了商機(jī)。 表 主要上市銀行房貸在其各項(xiàng)貸款中的占比（%） 數(shù)據(jù)來(lái)源：相關(guān)上市銀行年報(bào) ，大多數(shù)上市銀行房地產(chǎn)貸款在其各項(xiàng)貸款中的占比大多保持在20%以上，但房地產(chǎn)業(yè)是比較典型的資金密集型行業(yè)，其發(fā)展需要龐大的資金作為支撐。我國(guó)房地產(chǎn)開(kāi)發(fā)資金主要來(lái)源于國(guó)內(nèi)貸款、利用外資、房地產(chǎn)企業(yè)自籌資金和其他資金（定金及預(yù)收款），根據(jù)中國(guó)人民銀行對(duì)我國(guó)房地產(chǎn)投資資金來(lái)源分析來(lái)看，房地產(chǎn)開(kāi)發(fā)中直接或間接使用的銀行貸款的比重在55%以上。尤其近幾年，我國(guó)房地產(chǎn)業(yè)發(fā)展過(guò)快，國(guó)家相繼出臺(tái)了一系列調(diào)控措施來(lái)抑制房?jī)r(jià)和維護(hù)房地產(chǎn)市場(chǎng)的健康發(fā)展，隨著宏觀調(diào)控力度增強(qiáng)，房地產(chǎn)融資難度提高，市場(chǎng)不確定性加大，一旦房地產(chǎn)資金鏈斷裂，就會(huì)導(dǎo)致商業(yè)銀行不良貸款率聚增，使得原本隱藏其中的信貸風(fēng)險(xiǎn)全部顯現(xiàn)出來(lái)。因此，作為信貸源的商業(yè)銀行如何防范和化解由此而產(chǎn)生房地產(chǎn)信貸風(fēng)險(xiǎn)勢(shì)在必行。 研究意義 為平抑房?jī)r(jià)和維護(hù)房地產(chǎn)市場(chǎng)的健康發(fā)展，國(guó)家出臺(tái)的對(duì)房地產(chǎn)業(yè)調(diào)控的一系列政策已初見(jiàn)成效，房地產(chǎn)業(yè)資金鏈開(kāi)始吃緊，各地居高不下的房?jī)r(jià)也開(kāi)始出現(xiàn)松動(dòng)的跡象，這也意味著中國(guó)銀行業(yè)的房地產(chǎn)信貸資金面臨的風(fēng)險(xiǎn)正在增加，如果不能及時(shí)監(jiān)管和控制房地產(chǎn)信貸風(fēng)險(xiǎn)，將會(huì)影響到我國(guó)銀行業(yè)的整體穩(wěn)定性和金融安全。 鑒于此本文立足于我國(guó)商業(yè)銀行房地產(chǎn)信貸現(xiàn)狀，從信貸風(fēng)險(xiǎn)的來(lái)源對(duì)我國(guó)商業(yè)銀行房地產(chǎn)信貸存在的問(wèn)題進(jìn)行了深入的分析，在目前我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系以及存在缺陷的基礎(chǔ)上，