新常态下商业银行个人住房贷款风险预警研究

发布时间：2018-07-14 21:04

【摘要】：2014年5月,习总书记第一次以“新常态”来描述当前我国经济增速,中国正式进入中高速增长的新常态发展时期。新常态下,中国楼市也呈现出阶段性调整的态势,楼市调控政策日益复杂、房价前景莫测,与之密切相关的银行个人住房贷款(简称个房贷)业务也表现出新的特征。新常态下,虽然个房贷一直属于银行的优质资产,但伴随个房贷占比的迅速增加,其风险在逐渐暴露,个房贷违约风险源呈现出新的特点,而且当前我国存在与美国次贷危机前期相似的症状,因此,对商业银行个房贷进行风险预警研究显得尤为重要。另外,通过构建个房贷风险压力测试模型,进一步说明对银行进行个房贷风险预警研究的必要性。最后,针对上述分析,提出有关加强我国商业银行个房贷风险预警的启示。本文主要分五章:第一章:引言。主要介绍本文写作背景和研究意义,对国内外相关文献进行评价,阐明论文的研究内容及和主要创新点。第二章:商业银行个房贷风险预警研究的理论基础。主要介绍了经济新常态理论、信息不对称理论、金融脆弱性理论、凯恩斯的消费理论和压力测试基本理论,为下文的相关论证提供理论支撑。第三章:新常态时期商业银行个房贷违约风险预期的现实分析。本章首先对个房贷违约风险源进行理论分析,介绍新常态时期个房贷主要违约风险源的特点,发现当前我国存在与美国次贷危机前期的相似症状,进一步探究个房贷与商业银行贷款质量间的关系,从而说明当前对银行个房贷进行风险预警研究的重要性。第四章:商业银行个房贷风险压力测试及其结果预期。通过对我国银行不良贷款构建宏观压力测试模型,从模型上说明当前商业银行贷款损失准备不足,银行抵御风险能力有待提高。第五章:关于加强我国商业银行个房贷风险预警的启示。针对上文有关个房贷风险的研究结果,从关注贷款增量和存量、深化宏观经济周期研究、分析房价长期走势、构建压力测试模型及与保险公司合作等方面提出相关建议。
[Abstract]:In May 2014, General Secretary Xi used the "new normal" for the first time to describe the current economic growth in China. Under the new normal, the Chinese property market also presents the stage adjustment situation, the real estate market regulation policy is increasingly complex, the housing price prospect is unpredictable, the bank personal housing loan (referred to as the housing loan) business which is closely related to it also displays the new characteristic. Under the new normal, although a mortgage has always been a good asset of a bank, but with the rapid increase of the proportion of individual mortgage loans, its risk is gradually exposed, and the risk source of individual mortgage default presents new characteristics. At present, there are similar symptoms in our country to the American sub-prime mortgage crisis. Therefore, it is very important to study the risk early warning of commercial banks' individual mortgage. In addition, through the construction of a mortgage risk stress test model, it further explains the necessity of a mortgage risk early warning study on banks. Finally, based on the above analysis, this paper puts forward the enlightenment of strengthening the risk early warning of commercial banks. This paper is divided into five chapters: chapter one: introduction. This paper mainly introduces the writing background and significance of this paper, evaluates the relevant literature at home and abroad, and clarifies the research content and main innovation points of the paper. Chapter two: the theoretical basis of the research of commercial bank's mortgage risk warning. This paper mainly introduces the new normal theory of economy, information asymmetry theory, financial fragility theory, Keynes' consumption theory and the basic theory of stress test, which provides theoretical support for the related argument below. Chapter three: the realistic analysis of commercial bank's default risk expectation in the new normal period. This chapter firstly analyzes the risk sources of individual mortgage default, introduces the characteristics of main default risk sources of individual mortgage in the new normal period, and finds that there are similar symptoms in our country in the early stage of the subprime mortgage crisis in the United States. The relationship between individual mortgage loan and commercial bank loan quality is further explored, so as to explain the importance of risk early warning research on individual housing loan. Chapter 4: commercial bank individual mortgage risk stress test and its result expectation. By constructing a macro stress test model for non-performing loans in Chinese banks, it is shown from the model that the current commercial banks are not prepared enough for loan losses, and the banks' ability to resist risks needs to be improved. Chapter five: the enlightenment of strengthening the early warning of individual mortgage risk of commercial banks in our country. In view of the research results above, the paper puts forward some suggestions from the following aspects: paying attention to loan increment and stock, deepening the study of macroeconomic cycle, analyzing the long-term trend of house prices, constructing a stress test model and cooperating with insurance companies.
【学位授予单位】：河北经贸大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.479

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