Research On Credit Risk Of Personal Housing Mortgage Loan In S Bank

Commercial housing,with its property of investment and consumer goods,becomes the core of the asset allocation of Chinese residents.There are obvious differences in the distribution of real estate in China,too much stock,and long chain of real estate industry.At the same time,the securitized financial products derived from mortgage loans are huge.Real estate is one of the major factors of business cycles,which has a significant influence on economic growth and wealth effect.The bursting of the housing bubble has had a huge impact on the banking sector and the whole financial system every time.According to the statistics,the debt ratio of real estate enterprises in China was more than 60% in 2016 and the real estate industry became a highly leveraged sector.With the expansion of the real estate industry and the constant exposure of risks,the likelihood of default is greatly increased.For commercial banks,how to avoid mortgage risk becomes an important subject of internal control research.This paper takes a typical city bank S in the central region as an example,analyzes the current situation of credit risk management in residential mortgages and puts forward suggestions for improvement.This paper is divided into six parts,the first chapter introduces the background and significance of topic selection,and describes the development of risk management theory and model methods at home and abroad.The second chapter summarizes the personal housing loan business and the risk classification,and analyzes the causes of credit risk in particular.The third chapter compares the development of domestic and foreign loan business,taking S bank as an example,introduces the credit risk management of its loan business,and points out the shortcomings.The fourth chapter synthesizes the research foundation of domestic and foreign scholars.On the basis of S evaluation index system,this paper optimizes the evaluation index system of S bank,selects 18 indicators,and uses principal component analysis to get six principal components: family monthly income,credit status,ratio of repayment and income,career,total loan amount and house price index.And then,we establish the logistic model,and make an empirical test and analysis.the fifth chapter gives the suggestions on the management and the approaches to slow and release the personal loan business risk of S bank in credit risk.The sixth chapter is the conclusions and prospects.