| 房价波动与商业银行资产质量相关性的实证研究 |
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| 引用本文： | 马千里,花魁,窦国鹏. 房价波动与商业银行资产质量相关性的实证研究[J]. 湖北财经高等专科学校学报, 2011, 23(2): 50-52 |
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| 作者姓名： | 马千里 花魁 窦国鹏 |
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| 作者单位： | 东北财经大学,研究生院,辽宁,大连,116025 |
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| 摘 要： | 本文利用格兰杰检验方法分析了国内房价波动和商业银行资产质量之间的关系。在模型所涵盖的周期内,房价对银行不良贷款率的解释性并未得到验证,这可能是由于国内外市场状况差别所致。最后,本文根据以上研究提出了提高中国银行业房地产信贷风险管理水平的几点启示。
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| 关 键 词： | 房地产信贷 风险管理 格兰杰检验 |
Empirical Study on the Relevance between Real Estate Price Fluctuation and Commercial Bank Asset Quality |
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| MA Qian-li,HUA Kui,DOU Guo-peng. Empirical Study on the Relevance between Real Estate Price Fluctuation and Commercial Bank Asset Quality[J]. Journal of Hubei College of Finance and Economics, 2011, 23(2): 50-52 |
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| Authors: | MA Qian-li HUA Kui DOU Guo-peng |
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| Affiliation: | (Graduate School of Dongbei University of Finance and Economics,Dalian,Liaoning 116025) |
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| Abstract: | the paper studies the co-relation between real estate price fluctuation in China and bank asset quality.During the mode cycle,real estate prices haven’t show explanatory power to banks’non-performing rate.This is due possibly to the fact that Chinese and abroad markets are different.At last,the paper tentatively proposes some insights on improving management level of credit risk management of banks in China. |
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| Keywords: | Real Estate Loan Risk Management Granger Test |
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