关于J+银行深圳分行个人住房贷款风险分析.pdfVIP

摘 要 摘 要 个人住房贷款是商业银行主要的资产业务之一，其风险状况与宏观经济环境 紧密相关，更直接受到房地产市场形势的影响。广东省深圳市的住房价格自2005 年开始快速上涨，于2007年下半年迅速回落，为本轮房地产景气周期全国领先的 样本城市，由房价下跌引发的负资产断供现象更倍受关注。 J银行深圳分行是深圳市个人住房贷款市场主要的参与者之一，随着业务的迅 速发展和经营环境的转变，个人住房贷款违约压力日渐增大，本文主要分析J银行 深圳分行个人住房贷款的风险，并提出一些改善风险管理水平的建议。 文章分为两部分。第一部分是绪论，提出本文研究的问题、相关概念与方法、 总体思路和主要内容。第二部分是正文，分为四章：第二章，信用风险分析，分 别就信用风险特征、违约原因进行研究；第三章，住房市场风险分析，研究深圳 住房市场的现状与趋势，探讨房价下跌引发的理性违约情况，并假设房价进一步 下跌，就可能导致的违约损失作敏感性分析；第四章，营运风险分析，研究组织 管理架构、内部控制制度、依法合规经营、合作机构管理、恶意套取房贷等方面 的风险；第五章，提出改善风险管理水平的建议。 本文借助笔者多年从事商业银行信贷风险管理的经验，通过大量事实与数据 的分析，深入探讨了J银行深圳分行个人住房贷款业务的风险，提出了合理的风险 分析框架和一些风险管理措施，对提高个人住房贷款风险管理水平能起到积极的 参考作用。 关键词：个人住房贷款，风险分析，风险管理 I Abstract Abstract One of the main assets business of commercial banks—mortgage gets full impact from the real estate market and its risk state is directly affected by macro-economic environment nowadays. In recent years, Shenzhen, Guangdong Province becomes a leading typical model of China’s real estate market situation, as its housing price had risen rapidly since 2005 and has dropped drastically since the second half year of 2007. Meanwhile, Shenzhen is drawing more attentions by its default rate of mortgage and large number of negative asserts homeowners. J Bank Shenzhen Branch is a major player of mortgage market as it is developing its business and getting used to the changing market, it is also facing more pressure due to the increasing default rate of mortgage. In this paper, author is going to analyze the risk state of mortgage of J Bank Shenzhen Branch and provide some useful suggestions on improving risk management abilities. This paper is divided into 2 parts. The first part is exordium, which puts forward the