I 摘要 银行作为现代经济运行的核心，是国民经济重要的组成部分，其重要性不言而喻， 信贷是银行收入重要来源，规模最小的银行也会高达50%以上，个人抵押贷款作为信 贷的重要构成部分，其占比正在逐年提高，而且增速较为明显，随着中国经济的增长， 国内特大和一线城市房价飙涨，这种情况已经蔓延到三、四线城市，一旦房价下跌将造 成不可估量的损失，而房子作为银行抵押物的主要组成部分，其价值决定了银行抵押 贷款的风险，所以资产质量的好坏不仅关系着银行的经营状况，还关系着国家经济发 展的好坏。 本文以邮储银行绵阳分行为研究对象，结合自身的工作经验，收集并分析历年发 展数据、阅读近年风险提示文件、资产质量分析通报、违规处罚等真实材料，不同角度 分析邮储银行绵阳分行个人抵押贷款风险背后隐藏的真实原因和影响。 首先，概述了邮储银行个人抵押贷款概念、特点和分类，描述了现在邮储银行在风 险方面的做法，查阅国内外文献关于个人抵押贷款风险的研究，发现对银行的风险研 究中，大多集中在理论分析，案列分析，而模型在银行中的研究偏少，关于模型在个人 抵押贷款风险防范和分析就更少。 其次，通过总结分析了邮储银行绵阳市分行在个人抵押贷款业务的整个处理流程、 个人抵押贷款的风险防范制度和风险防范技术甄别手段等各方面的基本概况，提出了 邮储银行绵阳分行个人抵押贷款风险存在风险和意识理念不够充分，工具和技术不够 成熟，内控机制不够完善，人员素质有待加强等问题。 最后，通过采集邮储银行绵阳分行个人抵押贷款的经营数据，运用RAROC模型 对邮储银行绵阳市分行个人抵押贷款风险进行分析，并提出了着重加强人才培养，提 高风险防控意识；加快业务发展，降低存款成本提高信贷收益，强化风险管控，防范重 点风险。 关键词：邮储银行；抵押贷款；信贷风险；风险防范 论文类型：专题研究 西南科技大学硕士学位论文 II Abstract As the core of modern economic operation, banks are an important part of the national economy, and its importance is self-evident. Credit is an important source of bank income, and the smallest banks will also be as high as 50%. As an important part of credit, the proportion of personal mortgage loans is increasing year by year, and the growth rate is relatively obvious. With the growth of China's economy, house prices in domestic mega-and first-tier cities have soared. This situation has spread to third and fourth tier cities, once house prices fall will cause inestimable losses, and houses as a major part of bank collateral, its value determines the risk of bank mortgages, so the quality of assets The quality of the bank is not only related to the operating conditions of the bank, but also related to the quality of the national economic development. This paper takes Mianyang Branch of Postal savings Bank as the research object, combined with its own working experience, collects and analyzes the development data over the years, reads the real materials such as risk prompt documents, asset quality analysis notification, illegal punishment and so on, and analyzes the real reasons and effects behind the personal mortgage risk of Mianyang Branch of Postal savings Bank from different visual angles. First of all, this paper summarizes the concept, characteristics and classification of personal mortgage loan of Postal savings Bank, describes the current practice of Postal savings Bank in the aspect of risk, and refers to the domestic and foreign literature on the risk of personal mortgage loan. It is found that most of the research on bank risk is focused on theoretical analysis and case analysis, while the research of model in bank is less, and there is very little on the prevention and analysis of personal mortgage risk. Secondly, through summing up and analyzing the whole processing flow of personal mortgage business, the risk prevention system of personal mortgage loan and the screening means of risk prevention technology, this paper puts forward that the risk and consciousness concept of personal mortgage loan in Mianyang Branch of Postal savings Bank is not sufficient, the tools and technologies are not mature enough, and the internal control mechanism is not perfect. The quality of personnel needs to be strengthened and so on. Finally, by collecting the management data of personal mortgage loan of Mianyang Branch of Postal savings Bank, this paper analyzes the risk of personal mortgage loan of Mianyang Branch of Postal Reserve Bank by using RAROC model, and puts forward that we should strengthen the cultivation of talents and improve the awareness of risk prevention and Abstract III control, speed up the development of business, reduce the deposit cost, improve the credit income, strengthen the risk management and control, and guard against the key risks. KEY WORDS: postal savings bank; loan against collateral; credit risk; risk prevention TYPE OF THESIS：Monographic Study 西南科技大学硕士学位论文 IV 目 录 1 绪论 ...................................................................................................................................... 1 1.1 研究背景及意义 ....................................................................................................... 1 1.1.1 研究背景 ........................................................................................................ 1 1.1.2 研究意义 ........................................................................................................ 5 1.2 研究目标、内容、方法及创新 ............................................................................... 6 1.2.1 研究目标 ........................................................................................................ 6 1.2.2 研究内容 ........................................................................................................ 6 1.2.3 研究方法 ........................................................................................................ 7 1.2.4 本文创新和特色 ............................................................................................ 8 1.2.5 技术路线 ........................................................................................................ 9 2 文献综述 ............................................................................................................................ 10 2.1 个人抵押贷款业务的内涵 ..................................................................................... 10 2.1.1 关于个人抵押贷款业务的定义 .................................................................. 10 2.1.2 个人抵押贷款业务的特点 .......................................................................... 11 2.2 个人抵押贷款风险的识别、计量、检测和控制 ................................................. 11 2.3 国内外文献关于个人抵押贷款风险的研究 ......................................................... 13 2.3.1 关于个人抵押贷款风险的研究 .................................................................. 13 2.3.2 关于RAROC模型的研究 .......................................................................... 14 2.3.3 RAROC模型在商业银行的运用 ................................................................ 15 3 邮储银行绵阳市分行个人抵押贷款风险防范现状分析 ................................................ 17 3.1 邮储银行绵阳市分行概况 ..................................................................................... 17 3.1.1 邮储银行绵阳市分行基本情况 .................................................................. 17 3.1.2 邮储银行绵阳市分行个人抵押贷款经营情况 .......................................... 17 3.1.3 邮储银行绵阳市分行个人抵押贷款产品介绍 .......................................... 20 3.2 邮储银行现阶段风险防控水平 ............................................................................. 21 3.2.1 邮储银行绵阳市分行个人抵押贷款业务流程 .......................................... 21 3.2.2 邮储银行绵阳市分行个人抵押贷款风险防范技术 .................................. 23 3.2.3 邮储银行绵阳市分行个人抵押贷款风险防范文化 .................................. 23 3.3 邮储银行绵阳市分行个人抵押贷款风险防范存在的问题 ................................. 24 3.3.1 风险管理意识薄弱和风险管理理念亟待提高 .......................................... 24 3.3.2 风险管理工具和技术不够成熟 .................................................................. 24 3.3.3 风险管理内控机制不