【作者】 范晶；

【导师】 王怀明； 王开田；

【作者基本信息】 南京农业大学 ， 金融学， 2004， 硕士

【摘要】 个人住房贷款业务是近年新兴发展起来的业务品种，短期内以其低坏账率迎合了商业银行做实资本充足率的需求，引发行业内的营销扩张热潮，商业银行在对风险未做深入剖析的情况下就盲目跟进，缺乏成熟的风险管理技术相配合，这种思想上的麻痹大意为日后风险的爆发埋下了隐患。 风险管理是银行经营活动中永恒的主题，本文要解决的主要问题就是在采用实证分析指出实际风险程度和不利后果的基础上，提醒商业银行对此引起重视，同时借鉴西方先进的风险管理技术，初步探索和研究如何将风险管理策略引入个人住房信贷业务，并尝试构建一个融商业银行和社会、金融、政策整个大环境在内的严密的风险管理框架，为商业银行和其他有关决策者建言献策。 本文分五个部分逐层展开： 第一部分是阐述银行信贷风险管理研究的理论基础。简述了对银行信贷风险的概念、特性及种类的基本认识，介绍风险管理策略框架。 第二部分是对我国个人住房贷款业务的发展介绍和风险分析。陈述了个人住房贷款业务的产生、发展概况，发展的必要性和前景，以及风险的类型，并深入剖析了风险产生的深层根源，为下一步实证研究提供理论依据。 第三部分是对南京市的个人住房贷款风险状况进行实证分析。首先对个人住房贷款业务的数量和质量进行比较说明，然后重点从地区房地产周期、居民购买力、购房投机动机、资本市场状态及利率变动趋势几个方面分析了潜在风险，目的是证明风险防范的必要性和紧迫性。 第四部分是介绍国外在个人住房贷款风险管理方面的先进经验，思考国外成功经验给予我国的启示，为下文提出对策建议做铺垫。 第五部分是探索构建我国个人住房贷款风险管理框架。借鉴国外成熟的信贷风险管理操作模式，结合我国实际情况，提出构建以事前防范为要义的、以商业银行为核心的、社会集体参与的风险管理框架设想。更多还原

【Abstract】 The personal housing loan business is a new developing variety of business that is developed in recent years. Its low bad debts rate showed in short period caters to commercial bank in improving capital sufficiency. As a result, it causes the marketing upsurge. However, without clear-headed cognition on the risk and ripe risk management skills the commercial banks follow up blindly, which brings many hidden dangers.Risk management is the eternal theme in the business activities of the bank. For the purpose of reminding the commercial banks to pay more attention to the risk of personal housing loan and making suggestions for the commercial banks and other relevant policymakers, the thesis adopts real data to demonstrate the actual risk degree and unfavorable effect. At the same time, here we use the advanced experiences of other countries for reference to seek for how to introduce the tactics of risk management into the personal housing loan business, and try to structure an integrated risk management frame that involving the commercial banks and the society, finance, policy environments.This paper consists of five chapters:The first part reviews the theoretical foundation of risk management, including the strategy frame of risk management, as well as the concept, characteristic and category of credit risk.In the second part, the development of the personal housing loan is presented. Besides, this chapter analyzes the root of the risk deeply. This offers the theoretical foundation for the following research.The third part adopts real data to illustrate the state of Nanjing’s personal housing loan risk. In order to prove necessity and urgency of risk management, the author selects five angles to analyze the potential risk, namely, regional real estate cycle, purchasing power of the residents, speculative motive, the capital market and the trend of interest rate.The fourth part introduces the advanced experiences in personal housing loan risk management abroad as enlightenment for our country. This chapter is to pave the way forthe ensuing countermeasures in the last chapter.In the end, the author conceives how to perfect the personal housing loan risk management frame of our country. The key to the question is that stricter and more active precautions should be taken. Furthermore, it is also required that other correlative social departments should participate in the risk defense collectively cooperating with the commercial banks.更多还原