浅析商业银行个人住房贷款的违约风险

成都理工大学毕业论文I浅析商业银行个人住房贷款的违约风险——以工商银行四川某分行为例作者姓名：胡娟专业：工商管理班级：2007070401指导老师：马倩影摘要个人住房贷款在中国住房供应体系转型过程当中，扮演了极为重要的角色，它不仅为居民购置住房提供了一个重要的资金来源，也成为金融机构良好的信贷资产，客观上推动了中国房地产市场快速发展。在购房者的强劲需求与金融机构极力推动基础上，中国住房抵押贷款业务迅速发展。虽然个人住房贷款一直都被各商业银行视为优良信贷资产，但近几年来其不良贷款率也有上升的趋势，再加上2007年美国次贷危机的爆发也给我们敲响了警钟。因此,住房抵押贷款违约风险管理越来越受到国内外的关注,研究这一问题具有很强的理论和现实意义。本文通过整理历年来国内外学者在个人住房抵押贷款违约风险方面的研究，首先对违约行为、违约风险及其定义和分类作出界定，从理论上解释不同风险产生的原因。在深入分析国内外个人住房抵押贷款违约风险管理经验的基础上，结合我国实际情况本文得出了我国个人住房抵押贷款值得借鉴的优秀经验和深刻教训。接着以中国工商银行四川某分行为例，运用相关理论和数据进行分析，研究违约借款人特征、违约贷款特征和违约住房特征等，系统地分析影响住房抵押贷款违约的主要风险因素，归纳贷款群体在抵押贷款中违约行为发生的规律，并分析导致违约行为产生的原因。最后针对我国个人住房抵押贷款市场的现状对我国商业银行个人住房抵押贷款违约风险管理提出对策建议：完善住房抵押贷款的法律法规；发展抵押证券化；推进个人信用制度建设；建立政府住房抵押贷款担保制度；健全抵押物处置制度；建立健全住房贷款保险制度；加强银行内部管理；建立个人住房抵押贷款风险预警系统。关键词：个人住房贷款违约风险风险因素风险防范成都理工大学毕业论文IIAnalysisofthedefaultriskforpersonalhousingmortgagesloanofCommercialBanksAbstract：HousingloanstoindividualsinChinahousingsupplysystemtransformationprocess,playsaveryimportantrole,notjustforresidentsofhousingprovidesanimportantsourceoffunding,hasalsobecomeafinancialinstitutiongoodcreditassets,theobjectivetopromotetherapiddevelopmentofChina'srealestatemarket.Thebuyerstronglydemandandthefinancialinstitutionstopromotethebasisofthehousingmortgageloansdevelopedrapidly.Althoughindividualhousingloanshasbeenregardedasexcellentcreditassetsbyallcommercialbanks,butinrecentyearstherateofbadloansisontherise,coupledwiththe2007U.S.sub-primecrisisbrokeout,alsosoundedawarningtous.Therefore,themortgagedefaultriskmanagementhasbeengettingmoreandmoreattentionathomeandabroad,andstudythisproblemhasastrongtheoreticalandpracticalsignificance.Atfirst，thisarticleaimstogiveadefinitionondefaultbehavioranddefaultriskbysummarizingthedomesticandabroadpapersonthistitle,andexplainthereasonsofdefaultrisk’sarisingcausesfromdifferentacademicviews.Indepthanalysisofdomesticandforeignindividualhousingmortgageriskmanagementonthebasisofexperience,combinedwiththeactualsituationinourcountrythisarticlecomestoapersonalhousingmortgageworthwhileexcellentexperienceandprofoundlessons.ThentakingabranchinSichuanprovinceinChinaforexample,usingtherelevanttheoriesanddatatoanalysis,systematicanalysisoftheimpactofmortgagedefaultsinthemajorriskfactors,analysisofthecausesleadingtothebreach.Finally，thethesisconcludesbypresentingadynamicloanriskpreventionstrategywhichincorporatesmonitoring，controlandrisktransferringinmortgageloans.Keywords:personalhousingloan,defaultrisk,riskfactors,riskprevention成都理工大学毕业论文III目录摘要..............................................................................................................................IAnalysisofthedefaultriskforpersonalhousingmortgagesloanofCommercialBanks......................................................................................................II第1章绪论.........................................................................................................11.1研究的背景和意义..........................................................................................11.2研究的主要内容..............................................................................................21.3研究的思路和方法..........................................................................................21.3.1研究的思路...........................................................................................21.3.2研究的方法...........................................................................................3第2章个人住房贷款违约风险研究综述.................................................................42.1个人住房抵押贷款相关概述..........................................................................42.1.1个人住房抵押贷款与个人住房按揭贷款...........................................42.2.2个人住房抵押贷款一级市场与二级市场的概念...............................42.2.3个人住房抵押贷款的特点...................................................................52.2个人住房贷款违约风险的概念......................................................................52.3个人住房贷款违约风险的理论研究..............................................................62.3.1理性违约与被迫违约...........................................................................62.3.2个人住房抵押贷款违约风险期权理论...............................................62.3.3个人住房抵押贷款风险管理再协商理论...........................................62.3.4个人住房抵押违约风险状态跃迁理论...............................................62.4国内个人住房贷款违约风险的研究现状......................................................72.4.1关于个人住房贷款风险的分类研究...................................................72.4.2建立个人住房贷款保险制度来防范违约...........................................82.4.3用博弈论来解释违约...........................................................................8第3章我国个人住房贷款现状及违约成因.............................................................93.1我国个人住房贷款业务发展现状.................................................................93.2我国商业银行个人住房贷款违约风险的成因分析......................................9第4章个人住房贷款违约风险的实证分析...........................................................12成都理工大学毕业论文IV4.1借款人特征与违约风险................................................................................124.2贷款特征与违约风险...................................................................