房价对商业银行住房贷款风险收益率的影响研究-工商管理专业论文.docxVIP

Subject : Research about the house prices’ impact on the risk adjusted return on capital for housing loans of commercial bank Specialty : Master of Business Administration Name : （Signature） Instructor : （Signature） Abstract Since the housing system was reformed, Chinas real estate prices have been rising at a rate of more than two digits.The real estate market of China in 2007 entered a rapid development period, and the Bank of individual housing mortgage rate and the amount of money paid into the rapidly rising channel. Compared to other loans, mortgages provided by commercial banks have many special risk, if there is no well-established risk management mechanism to provide housing loans prone to the risk of financial institutions, commercial banks are making a great impact, and then spread to the entire secure financial system. Therefore, commercial banks in the payment of housing loans must be fully aware of the special nature of the real estate market to the risk-benefit relationship of housing loan rates and a relatively rational understanding. Aiming at this problem, this paper choose a sample of eight representative provinces of China, and study rates and lending rates change data from 2007 to 2014, then use the individual effects and time effects double fixed panel data model Research on the relationship between the current sensitive commercial bank rates and mortgage’s risk adjusted return on capital. The study found that house prices, mortgage interest rates have a positive correlation with RAROC, and different degrees of economically developed regions have different impact on the risk adjusted return on capital, and the more economically developed areas have indicators inhibition on the housing mortgage risk adjusted return on capital. In this paper, the study found that in todays high price situation, commercial Banks should establish a risk adjusted returns as the core of performance appraisal system and puts forward relevant counter measures.