我国近几年随着房地产成交量的不断推高，带动个人住房贷款市场得到前所未有的 高速发展。尽管相对于企业类贷款存在大金额违约情况的发生，个人住房贷款个体违约 给银行带来的损失普遍较小，但是由于个人住房贷款期限较长，风险往往会在贷款发放 的三年后暴露，而且个人住房贷款风险暴露具有体量小、数量多、个体差异大等特征， 往往会形成风险积累，给银行造成大规模的风险，进而影响银行的整体信贷资产质量。 所以，笔者认为研究个人住房贷款风险的识别与防范有着重要的实际意义。 本文以CA银行渭南分行为例，运用风险管理相关理论，借鉴国内外学者关于个人 住房贷款业务风险识别防范的研究成果，结合长期从事的CA银行渭南分行信贷工作经 历，试图探索解决识别与防范案例行的个人住房贷款风险这一实际问题。 从分析案例银行发展概况、现有风险管理机制、风险架构以及风险控制策略入手， 通过选取案例银行历史样本数据进行风险识别。对借款人、贷款、房屋、外部经济四个 特征维度下的十六个相关变量，按标准进行量化处理和统计分析，运用AHP层次分析 法对风险因子进一步测度，最后结合定性、定量的分析及典型案例分析，提出加大个人 资信审查力度、完善业务风险管理体系、注重人才队伍建设、严格开发商准入及担保、 落实贷后管理责任等五个方面的针对性防范措施。 上述措施的实施，可有效地降低案例行个人住房贷款风险，减少信贷资产损失。随 着这一主题的深入细致研究，坚信不仅有利于加强银行信贷资产的安全，同时有利于促 进金融行业、房地产行业发展。 关键词：个人住房贷款；风险识别；风险防范 II Abstract Withthecontinuousincreaseofrealestatetransactionsinrecentyears,personalhousing loanbusinesshasbeenunprecedenteddevelopment.Althoughcomparedwithenterpriseloan default,individualdefaultbringslesslosstothebank,butduetothelongtermofindividual housingloan,theriskisoftenexposedthreeyearsaftertheloanisissued,andtherisk exposureofindividualhousingloan,differentfromenterpriseloan,ischaracterizedbysmall size,largequantityandlargeindividualdifference,whichwillformriskaccumulationand causeriskaccumulationtothebankLargescalerisk,andthenaffectthequalityofthebank's overallcreditassets,soitisparticularlyimportanttostudytheriskpreventionofpersonal housingloans. ThispapertakesWeinanbranchofCabankasanexampletostudytheriskidentification andpreventionofpersonalhousingloan.Thispaperusesthetheoryofriskmanagement,the researchresultsofdomesticandforeignpersonalhousingloanriskprevention,combinedwith thelong-termworkexperienceofWeinanbranchofCabank,toexplorehowtoidentifyand preventthisrisk. Startingwiththeanalysisofthedevelopmentsituation,existingriskmanagement mechanism,riskstructureandriskcontrolstrategyofcasebanks,thispaperselectsthe historicalsampledataofcasebanksforriskidentification.Thequantitativeprocessingand statisticalanalysisofsixteencharacteristicvariablesinfourcharacteristicdimensions,namely, borrower,loan,housingandexternaleconomy,andthefurthermeasurementofriskfactorsby AHP.Finally,combinedwithqualitativeandquantitativeanalysisandtypicalcaseanalysis,it isproposedtostrengthenpersonalcreditreview,improvetheriskmanagementsystemof personalhousingloanbusiness,payattentiontotheconstructionofbanktalentteam,strictly enforcedeveloperaccessandguarantee,andimplementpost-loanmanagement responsibilities,andputforwardtargetedpreventivemeasures. Theimplementationoftheabovemeasurescaneffectivelyreducetheriskofthebank's personalhousingloanbusiness.Withthein-depthanddetailedstudyofthistopic,Ifirmly believethatitisnotonlyconducivetostrengtheningthesecurityofbankcreditassets,but alsoconducivetopromotingthedevelopmentofthefinancialindustryandtherealestate industry. Keywords:PersonalHousingLoan;Riskidentification;RiskPrevention III 目录 第一章绪论...............................................................................................................................1 1.1研究背景.......................................................................................................................1 1.2研究目的与意义...........................................................................................................2 1.3国内外研究现状...........................................................................................................2 1.3.1国外研究现状.....................................................................................................3 1.3.2国内研究现状.....................................................................................................3 1.4研究主要内容、方法及框架.......................................................................................4 1.4.1研究主要内容.....................................................................................................4 1.4.2研究方法.............................................................................................................5 1.4.3论文框架.............................................................................................................5 第二章个人住房贷款相关概念与理论基础...........................................................................7 2.1个人住房贷款的概念...................................................................................................7 2.1.1个人住房贷款定义.............................................................................................7 2.1.2个人住房贷款特点.............................................................................................7 2.1.3个人住房贷款一般受理流程.............................................................................7 2.2个人住房贷款风险相关理论.......................................................................................8 2.2.1风险的含义.........................................................................................................8 2.2.2信用风险的相关理论.........................................................................................8 2.2.3市场风险的相关理论.........................................................................................9 2.2.4操作风险的相关理论.........................................................................................9 第三章CA银行渭南分行个人住房贷款风险管理现状......................................................10 3.1CA银行渭南分行简介...............................................................................................10 3.2CA银行渭南分行个人住房贷款发展现状...............................................................10 3.3CA银行渭南分行个人住房贷款风险管理机制及架构...........................................11 3.4CA银行渭南分行个人住房贷款风险控制策略.......................................................13 3.4.1授信管理政策...................................................................................................13 3.4.2业务运行机制...................................................................................................14 第四章CA银行渭南分行个人住房贷款风险识别..............................................................17 4.1宏观因素影响分析.....................................................................................................17 4.2银行内部影响因素分析.............................................................................................19 4.3定量分析.....................................................................................................................22 4.3.1变量的选取和量化...........................................................................................22 IV 4.3.2变量的表述性分析...........................................................................................24 4.3.3AHP层次分析法...............................................................................................26 4.3.4AHP层次分析法结论.......................................................................................31 4.4CA银行渭南分行典型案例分析...............................................................................32 4.4.1案例背景...........................................................................................................32 4.4.2案例过程...........................................................................................................32 4.4.3案例结果......................................................................