【作者】 毛莉明；

【导师】 魏灿秋；

【作者基本信息】 四川大学 ， 企业管理， 2006， 硕士

【摘要】 随着城镇住房制度改革的不断深入，越来越多的居民需要购买商品房来解决居住问题，对于住宅这种价值较高的消费品，很多居民通过金融机构的贷款获得购房资金。国家为了帮助中低收入阶层能够拥有自己的住房，借鉴新加坡的中央公积金制度，于1991年开始推行住房公积金制度。由于住房公积金具有“低存低贷“的政策优势，住房公积金贷款已成为职工使用公积金主要方式。尽管公积金贷款已经表现出良好的市场前景，但目前较高的还款率并不能说明公积金中心开展这项业务就没有风险。因此，对个公积金贷款出现的潜在的风险进行深入细致的探讨是非常必要的。在发达国家，金融机构开展个人住房抵押贷款业务已有上百年的历史，该项业务已十分成熟。相应的这些国家的学者对个人住房抵押贷款违约风险问题也进行了大量的理论和实证探讨。本文通过总结国内外学者实证研究成果得出一些具有启示性和指导性的结论，为本文实证研究的变量选择与量化方法提供了理论指导。本文利用X市住房公积金中心个人住房贷款档案资料，采集320个样本，其中违约贷款样本有66人，正常贷款样本254个，利用SPSS12.0统计软件中的因子分析和判别分析对调查数据进行了分析，实证得出了影响X市住房公积金中心个人住房抵押贷款违约风险的主要因素，建立了违约风险判别函数，为今后X市住房公积金管理中心在贷款审批阶段即能识别新的个人住房抵押贷款可能所属的风险类别提供数理分析工具，从而为中心在贷款发放之初就能实施违约风险管理提供科学依据。根据文献研究和实证研究结论并结合X市住房公积金管理中心贷款风险管理现状，探讨了如何加强和改善该市公积金贷款违约风险管理措施。从该市住房公积金管理中心的视角来看，当前应做好以下三方面的工作：一是提高认识，增强违约风险防范意识；二是提高违约风险管理技术；三是进行业务流程改造，完善内控机制。更多还原

【Abstract】 With the rapid increasing of reform on town housing system, more and more people need to buy commercial house for inhabitancy. Because house is expensive consumable, many people attain the funds of buying house through financial institution. In order to help middle-lower earning people buy their own house, the country pushes the system of housing accumulation fund. Now the housing mortgage loan of housing accumulation fund is the main way of using housing accumulation fund. So it is necessary to study the potential risk of the housing accumulation fundIn developed countries, financial institutions have already had a history of more than one hundred years to lend residential mortgages, and this business is very mature. Correspondingly, scholars of these countries have carried on a lot of theoretic and empirical researches to probe into residential mortgage default risk, and achievements in those researches are very abundant. Those achievements offer some theoretical reference for choosing variables and quantization of this research. In this paper, 254 normal loan samples and 66 default loan samples are collected, so the total capacity of the samples is 320. SPSS12.0 software is used to do Factor Analysis, Discriminant Analysis by using those investigated data. The paper regards the determinants of residential mortgage default risk as research object, and attempts to identify the major determinants. This research will help the housing accumulation fund center in X city build theoretic and technological foundation to reduce default risk at the beginning of residential mortgages lending.Based on literatures reading, empirical research and after combining foreign experience and residential mortgage default risk management status, the paper gives some proposals on how to strengthen and improve the management of default risk. From the housing accumulation fund center’s point of view, they should do a good job of the following three respects at present: First, taking precautions consciousness against default risk; Second, improve the management skill of default risk; Third, carrying on the reformation of operation flow, and improving the mechanism of interior control.更多还原