A Study On Credit Risk Management Of Real Estate Loan Of Commercial Banks In China

Credit risk is the most important risk which commercial banks are bearing. Due to its singleness of financing channel, Chinese real estate industry depends heavily upon the indirect financing channel from commercial banks, which results in serious credit risk in real estate loans of commercial banks.Therefore, credit risk management of real estate loans has long been the hotspot of the research of commercial banks management and real estate academic circles both home and abroad. There are plenty of correlative research papers, but the research from the point of view of the New Basel Accord on credit risk of real estate loans management of commercial banks in China are seldom. Because the Basel Committee on Banking Supervision require all commercial banks over the world must implement the New Basel Accord before the end of 2006, it is urgent that establishing the credit risk management system of real estate loans of commercial banks in China according to the New Basel Accord. This dissertation, researching how to establish the credit risk management system of real estate loans of commercial banks in China according to the New Basel Accord, is thus of great theoretical and practical significance.This dissertation can be divided into seven chapters and logically into three parts: The first part is problem-raising part, that is, the first chapter of introduction. It expounds the problem of research of this article—the meaning of putting forward of credit risk management of real estate loans of commercial banks and selecting a topic, the relevant literatures of financial theories both home and abroad, credit risk management and credit risk of real estate loans and summarizes the research thought, analyzing method and basic innovative point.The second part is problem-analyzing part, which is the core of this dissertation, mainly including the second, the third, the fourth, the fifth and the sixth chapter. This part conducts an in-depth analysis of credit risk of real estate loans of commercial banks and measuring method from the two aspects of both basic theory and the basic status in China.The second chapter is about basic factors of credit risk of real estate loans of commercial banks. Firstly this chapter defines the credit risk of real estate loans of commercial banks, then this chapter investigates the basic factors of the credit risk of single real estate exposure and the credit risk of real estate loans portfolio of commercial banks. The basic factors of the credit risk of single real estate exposure are probability of default, loss given default, exposure at default and maturity. Besides...