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The Analysis of the Break Contract Risk of Residential Mortgage

Author: ChenZuo
Tutor: ZuoXiangGuo
School: Wuhan University of Science and Technology
Course: Business management
Keywords: residential mortgage the break contract risk Shift probability
CLC: F293.3
Type: Master's thesis
Year: 2008
Downloads: 306
Quote: 1
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Abstract


In recent years, with the rapid development of real estate market in China, commercial Banks in China is rapidly expanding size of real estate loans, especially the residents’ personal residential mortgage balances presenting straight upward trend since 1998. It is a tendency that the center of real estate loans structure is moving to personal residential mortgage from the real estate developers’. In fact, because personal residential mortgage is a long-term consumer credit loans with the character of long-term, retail and amortizations, the risk always accumulates and releases gradually and slowly. In the process of vigorously developing personal residential mortgage, alone with continuous expansion of the business, the existing problems and risks are gradually exposed. As we know, commercial Banks regard safety, liquidity, efficiency as the key point of the credit management principle. However the failings like backward infrastructure of personal residential mortgage, shortage of personal credit system and others, at the same time, personal residential mortgage having some characters like multi-object, wide range poor liquidity, long-term, non-ideal risk guard mechanism and some other market reasons, bring considerable risks to commercial banks.Based on the situation of commercial Banks in China, the paper established a personal residential mortgage business situation, through the establishment of loan default risk shift probability matrix, analyzes and predicts the future development of the loan by the state and finds out the corresponding countermeasure and precautions to avoid the risk of personal residential mortgage, and taking Wuhan city as an example, investigates the housing provident fund loans. This article mainly includes the following:The first chapter mainly describes the introduction of the paper’s background and significance, review of relevant research results at home and abroad, and put forward to solve the related problems.The second chapter covers personal residential mortgage risk analysis and summarizes personal residential mortgage and personal residential mortgage risks, then defines the break contract risk of personal residential mortgage, and introduces its forms and effects. The third chapter analyzes personal residential mortgage default risk state transition probability theory, including personal residential mortgage default risk state transition probability hypothesis, assumptions, transition probability calculation method and markov prediction method.The fourth chapter takes a personal residential mortgage contract in the reserve bank of Wuhan city as an example, analyzes and forecasts of personal residential mortgage default risk, through the establishment of default risk loans state transition probability matrix.In the fifth chapter, the corresponding countermeasures to risk are proposed based on analysis above.Chapter 6 does some researches and summaries, including the work done by the articles and the future can further research.

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CLC: > Economic > Economic planning and management > Urban and municipal economy > Urban Economics and Management > The real estate economy
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