房地产泡沫对商业银行个人住房贷款的安全构成了真正的威胁。由于近年来房
价继续大幅上涨，宏观调控，以及下一个房地产价格的影响，房地产市场的发展对
借款人、开发商、商业银行等相关工作都产生了深远的影响。商业银行间的过度竞
争、对客户的盲目追求、贷款条件的不合理降低以及贷款利率的降低，放大了信用
风险
因此在目前的环境下有必要理性认识存在的问题和潜在危害，借鉴国外成熟的
管理经验，增强业务风险管理研究，提高金融机构市场预警、动态预测和预防风险
的程度和能力，确保业务持续、正常发展，保障社会经济体系的稳定具有重要意义
本文认真分析了商业银行个人住房贷款业务的现状，以个人住房贷款信用风险
为主要研究对象，结合商业银行风险控制理论，本文通过logistic回归分析，找出影
响信用风险的相关要素。最后，进行案例分析。在定量分析与定性分析相结合的同
时，结合估计模型，在分析信用表现的基础上，使信用风险的测量更加正确和真实，
最大限度降低风险，降低商业银行的损失可能性。银行和借款人在个人住房贷款基
础上负担新衍生金融产品的风险，信用风险没有消失，并运用证券化转移信用风险
的方法来设计相关的系统。这是本文提出的一些新见解，是本文的创新点
关键词：商业银行；个人住房贷款；风险分析我国商业银行个人住房贷款信用风险研究——以交通银行数据为例
Ⅰ
ABSTRACT
Personal housing loan in our country started in 1998, by the end of 2016, the scale of
individual housing loans increased 200 times more than in 1998, accounting for about 15%
RMB loans of commercial banks, individual housing loans are the main part of China&39;s
credit, therefore, individual housing loan risk is one of China&39;s commercial banks should
pay attention to risk.
The real estate bubble constitutes a real threat to the security of individual housing
loans in commercial banks. In recent years, prices continue to rise sharply, the
macroeconomic regulation and control, and under the influence of a real estate prices, the
development of the real estate market have had a profound impact on borrowers,
developers, commercial banks and other related work. Excessive competition among
commercial banks, the blind pursuit of customers, the irrational reduction of loan
conditions and the reduction of loan interest rates have magnified the credit risk.
Therefore, in the current environment is necessary for rational understanding of the
existing problems and potential hazards, drawing lessons from foreign mature management
experience, enhance the risk management of business, improve the financial institution
market warning, dynamic prediction and prevention of the degree of risk and the ability to
ensure business continuity, the normal development of social economy, it has important
significance to protect the stability of the system.
This paper analyses current situation of individual housing loan business of
commercial banks, credit risk of individual housing loans as the main research object,
combined with the commercial bank risk control theory, this paper through logistic
regression analysis, related factors and find out the influence of credit risk. Finally, a case
study is presented. In the quantitative analysis and qualitative analysis at the same time,
combined with the estimation model, based on the analysis of the credit, the credit risk
measurement more accurate and true, to minimize the risk, reduce the possibility of loss of
commercial banks. Banks and borrowers bear the risk of new derivative financial products
on the basis of individual housing loans, credit risk has not disappeared, and the use of
securitization to transfer credit risk to design the relevant system. This is some of the new
ideas put forward in this paper, which is the innovation of this paper.
KEYWORDS：commercial bank；personal housing loan；risk analysis我国商业银行个人住房贷款信用风险研究——以交通银行数据为例目 录
第一章 绪论.... 1
第一节 研究背景与意义........1
一、研究背景.......1
二、研究意义.......2
三、国内外主要研究现状...........2
第二节 研究思路与创新........2
一、研究思路.......2
二、创新之处.......3
第二章 我国商业银行个人住房贷款相关概念及现状分析........... 4
第一节 相关概念及理论........4
一、风险与信用风险的涵义.......4
二、个人住房贷款定义和信用风险成因...........5
第二节 我国商业银行个人住房贷款的基本情况....7
一、我国商业银行个人住房贷款发展...7
二、我国商业银行个人住房贷款质量...8
第三节 我国商业银行个人住房贷款风险管理现状8
一、个人住房贷款风险管理基本模式...8
二、目前体现的主要问题...........9
第三章 交通银行个人住房贷款业务风险控制现状及存在的问题.........12
第一节 交通银行个人住房贷款业务发展概况......12
一、交通银行概况.........12
二、交通银行个人住房贷款业务的发展历程.13
第二节 交通银行个人住房贷款业务风险控制现状..........14
一、交通银行的公司治理结构与风险框架.....14
二、信用风险管理现状.14
第三节 交通银行个人住房贷款业务存在的风险控制问题..........15
一、业务操作流程优化度较差.15
二、管理权限模糊.........16目录三、缺乏强大的贷款的“三查”制度执行力度. 16
第四章 交通银行个人住房贷款信用风险实证分析...........18
第一节 交通银行个人住房贷款信用风险评估 logistic回归模型.18
一、交通银行个人信用风险评估模型的建立.18
二、模型的分析成果.....19
三、模型的评价.21
第二节 交通银行个人住房贷款信用风险管理实例分析..22
一、提前采取风险防范措施.....22
二、完善个人信用制度，有效地防范基于个人住房贷款方面的信用风险.23
三、及时有效的风险补偿，制定相应的保障策略措施.........23
四、将风险转移给第三方.........24
五、积极采取抑制与防范风险的措施策略.....24
第五章 个人住房贷款信用风险管理的对策和建议...........
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