Study On The Stress Test Of Personal Housing Loan Of Commercial Banks

Personal housing loans bear 60% of the value of the house,that is,when the house price falls,the bank interest rate rises,the GDP growth rate changes,and the bank operating process changes,whether these individual housing loans will affect the quality of the bank’s assets and whether it will form a large number of non-performing loan,thus affecting the bank’s operating water.Peace and stability of the bank’s financial system.From the angle of pressure testing,this paper uses three methods such as factor analysis,comparative analysis method,case analysis method and so on,and introduces the Z bank to carry out empirical research to analyze the related factors of the risk of commercial individual housing loan,and to screen out the key factors through the model construction,so as to discuss the high risk of commercial banks’ evasion.The way of horizontal non-performing loan rate puts forward relevant opinions and suggestions for risk management of personal housing loan of commercial banks.In this study,we use the scenario hypothesis and the heavy pricing gap model to analyze the credit risk caused by the market risk caused by the interest rate change and the fall of house prices,which lead to the increase of the default rate of individual housing loans,as well as the impact or influence of these two types of risks on the assets quality and capital safety of Z banks.Through the analysis of the results of the two pressure test,this paper holds that the market risk caused by the change of interest rate will significantly affect the asset quality and safety of Z bank.When the interest rate of Z bank rises,it is based on the assumption of the risk structure of the Z bank interest rate(including the asset situation and debt situation in a certain period of the bank).For stability,interest rate sensitive asset interest rate sensitive liabilities will significantly affect the net interest income of Z bank.In addition,when house prices fall to a certain extent,the default rate of individual housing loans will be significantly improved,and the increase in the reserve rate of commercial banks will significantly increase the impact of the default rate of individual housing loans on the net profit of Z banks,while the default rate of individual housing loans will be accompanied by the increase of the price decline when the house prices fall.In addition,the net profit of Z bank will also be significantly affected.Under the condition of the same price fall,the default rate of individual housing loan is converging,the higher the Z bank’s reserve rate is,the more obvious the impact degree of the default rate of the individual housing loan when the house price falls to a certain extent,and then the net profit of the loss of the Z bank is on the net profit.The more.Therefore,this paper believes that Z banks should strengthen the risk identification and risk prevention and control technology of commercial banks,do a good job of differential management and differential pricing when banks are in different regions,strengthen pre-loan approval and post loan management for individual housing loans to banks,and pay more attention to the pressure testing system in the process of risk management.At the same time,we should pay attention to data analysis and application of stress test results.