Dissertation > Excellent graduate degree dissertation topics show

Chinese individual housing mortgage credit risk research

Author: ShiRongJuan
Tutor: LiuHuiXia
School: Northwestern University
Course: Finance
Keywords: Personal housing mortgage loans Credit Risk KMV model New Basel Capital Accord
CLC: F293.3
Type: Master's thesis
Year: 2011
Downloads: 264
Quote: 0
Read: Download Dissertation

Abstract


Japan's bubble economy since the end of the 20th century, the collapse of the Southeast Asian financial crisis, the U.S. subprime crisis-induced global financial turmoil such as the economic crisis have generated a very bad effect, causing great concern in the whole world Governments and social public's deep thinking caused by these economic crisis causes, directly or indirectly, with the risk of real estate finance are closely related. In China, the real estate industry is one of the basic industry of the national economy at this stage, plays an important role in the rapid development of the national economy. Along with the acceleration of the pace of reform and the process of urbanization in China's housing allocation system, the traditional welfare housing system turned to the monetization of housing distribution system, individual housing mortgage loans has also experienced rapid growth. Credit risk is one of the most important risk of personal housing mortgage loans. Therefore, the study of individual housing mortgage credit risk, prevent credit risks for Chinese commercial banks to provide the necessary basis, has a very important significance. In this paper, the credit risk of individual housing mortgage loans. First, study the significance of personal housing mortgage credit risk leads to the international and domestic context, perspective and theoretical basis of the research literature review. Secondly, on the basis of a review of personal housing mortgage loans for the development of four stages, qualitative analysis method analyzes the status quo of China's real estate and personal housing mortgage loans, and analyzes the personal housing mortgage credit risk situation and existing problems. Third, by re-Interpretation of the seven variables KMV model, the choice of the Chinese real estate industry \expected term of the loan default rate. The empirical results show that, other conditions are the same, the same loan amount, loan term, the longer the smaller the expected probability of default. That reinterpret the KMV model variables, the model in estimating individual housing mortgage credit risk probability of default when there is a certain applicability for Chinese commercial banks to provide a basis for decisions of personal housing mortgage loans. Finally, on the strengthening of individual housing mortgage credit risk prevention, this paper put forward some suggestions operability.

Related Dissertations

  1. Publishing credit Credit Risk Control Problem,G231-F
  2. Improve the Small and Medium-sized Enterprises Credit Risk Rating System of Commercial Bank,F832.4
  3. A Study on Personal Credit Risk Based on IRB in Bank of China,F832.4
  4. The Research on the Retail Credit Risk Management of Bank of Communication,F832.3
  5. Study on Management of Retail Credit Risk in Rural Credit Cooperative,F832.4
  6. Reseaching on Using of Credit Derivatives of Our Country,F224
  7. The Reform Direction of Baselii Accord under Subprime Crisis and the Inspiration to China,F832.1
  8. The Credit Risk Management of Rural Micro-finance,F832.4
  9. Third party logistics warehouse receipts pledge to carry out research activities,F832.4;F224
  10. Positions in commercial banking business credit insurance against risk prevention research,F832.2
  11. Commercial Bank Risk Evaluation System of SMEs,F832.4;F224
  12. Rural Commercial Bank Credit Risk Assessment System Design and Implementation,F224;F832.3
  13. Based on machine learning certain research credit risk assessment techniques,TP181
  14. Our personal housing mortgage loan prepayment behavior Empirical Study,F832.4;F224
  15. Bank of China, Liaoning Branch after loan Credit Risk Evaluation,F832.4
  16. Default correlation based on the degree of concentration risk control method,F830.5
  17. City Commercial Banks' Credit Risk Management,F832.4
  18. Credit risk management techniques and profit forecasting model,F224
  19. Research on the Credit Risk Management Evaluation System Based on the Warning Theory,F224
  20. Study on the Stock and Risk Management of Supply Chain Based on Trade Credit,F253.4
  21. Study on Credit Risk Management in Consumer Credit Based on Network Organization,F224.32

CLC: > Economic > Economic planning and management > Urban and municipal economy > Urban Economics and Management > The real estate economy
© 2012 www.DissertationTopic.Net  Mobile