| 房价下跌对我国商业银行个人住房信贷带来的冲击——基于银行压力测试房价敏感性分析方法 |
| |
| 引用本文： | 方舟.房价下跌对我国商业银行个人住房信贷带来的冲击——基于银行压力测试房价敏感性分析方法[J].金融理论与实践,2011(1). |
| |
| 作者姓名： | 方舟 |
| |
| 作者单位： | 华中科技大学,经济学院,湖北,武汉,430074 |
| |
| 摘 要： | 本文首先描述了当前房地产市场的现状和未来房地产市场的发展动向,随后介绍了个人住房贷款客户理性违约发生成本,最后着重论述了银行压力测试中针对房价因素的敏感性分析方法,并利用该方法对某股份制商业银行一级分行数据进行测试,判断了该分行在房价下跌的不同情景假设下承受风险的能力。
|
| 关 键 词： | 个人住房贷款 银行压力测试 承受风险 |
The Impact of Falling Property Price on Commercial Banks' Personal Mortgage Loans: Based on Analytical Approach of Sensitivity on Property Price Under Banks' Stress Test |
| |
| Fang Zhou.The Impact of Falling Property Price on Commercial Banks' Personal Mortgage Loans: Based on Analytical Approach of Sensitivity on Property Price Under Banks' Stress Test[J].Financial Theory and Practice,2011(1). |
| |
| Authors: | Fang Zhou |
| |
| Abstract: | This thesis firstly describes the current status and future development trend of property markets.Then it introduces the incurring costs of clients' rational default on personal mortgage loans.Finally it emphasizes the analytical approach of sensitivity on property prices under banks' stress test,applying it to test the data from a first-level branch of a joint-equity commercial bank,judging the branch's risk-taking capability under various context assumptions of declining property price. |
| |
| Keywords: | Personal Mortgage Loans Bank's Stress Test Enduring Risk |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
