Study On The Credit-Risk Evaluation And Countermeasures Of Individual Housing Mortgage-Loan In Commercial Bank

With the rapid development of individual housing mortgage loans in our country, we witness a quick rise in the credit risk, the ratio of which in our country is obviously higher than that in developed counties like United States and will see further increase in the future. Though most commercial banks have paid more attention on the credit management in individual mortgage loans, the current unscientific and ineffective credit evaluation system, as well as the little choice for loan applicant on the production of individual housing mortgage loans makes the commercial banks in China dropped behind on the credit management, and take a negative impact on the development of individual housing mortgage loans at the long run.For the situation above, the study works at exploring an available and scientific evaluation system and proposing some other countermeasures to control the credit risk effectively for commercial banks. On the basis of the knowledge of information science and game theory, the dissertation makes a deep research on the cause of the credit risk, and propose a capable system including the evaluation,prediction of the credit risk and the countermeasures to control the credit risk, which will give some advice to the commercial bank and government works in conjunction to decrease the credit risk in the individual housing mortgage loans in practice.The study firstly define the credit risk in individual mortgage loans, and make a brief introduction to the productions of individual mortgage loans in China, what is most important is to explore the cause of the credit risk using the knowledge of information science and game theory. Then the following chapter focuses on building up a whole and sound credit risk index system according to those principles such as combination availability with efficiency, stability with dynamics and so on after analyzing and choosing all important variables from three sides which are quantified. Based on the index system for individual mortgage loans, an ANN (Artificial Neural Network) model for credit risk evaluation will be proposed after that in chapter 4. Analyzing the data of borrowers using ANN model, the result will show the relationship between the...