| After the outbreak of the global financial crisis,countries have began to adopt quantitative easing economic stimulus policies in order to accelerate the economic recovery.According to statistics,from 2007 to 2018,the balance of domestic and foreign currency loans of China’s commercial banks are basically growing year by year.In the past three years,the growth rate has dropped slightly,but the annual average growth rate is still reached more than 12%.However,the global economy continues to be weak,the quality of its credit assets has gradually declined while the scale of credit business of commercial banks in China continues to expand.According to the statistics of the China Banking and Insurance Regulatory Commission,the non-performing loan balances and non-performing loan ratios of commercial banks in China have continued to rise in recent years.From 2015 to 2018,the balance of non-performing loans of commercial banks in China was 1.27 trillion yuan,1.51 trillion yuan,1.71 trillion yuan and 2 trillion yuan,and the average annual growth rate reached to 16.37%.It can be said that the gradual deterioration of the quality of credit assets of commercial banks in China has become one of the biggest problems in the current risk management of commercial banks to a certain extent.The control and resolution of non-performing assets will also become the key to the follow-up development and risk prevention and control of commercial banks in China.In the various risk prevention and control measures for credit assets of commercial banks,collateralization has always been the most traditional but alsothe most effective means.The existence of collateral allows commercial banks to recover part of the funds by selling or disposing of collateral when the customer is unable to return the loan in time due to various reasons,so as to minimize losses.However,the current operation and management status of most commercial banks in the valuation,review and revaluation of real estate collaterals have deficiencies in confirmations of the initial value valuation of real estate collateral and the fluctuation of value volatility.According to the statistics of a state-owned commercial bank,in the disposal of real estate collateral for non-performing loans from 2017 to 2018,the gap in the final disposal of real estate collateral due to overestimation of external evaluation was as high as 22%.Based on the current situations of the evaluation and management of real estate collateral value of commercial banks in China,this paper analyzes the existing problems in the current evaluation process and model,and puts forward the management principles and recommended procedures for the dynamic internal evaluation of real estate collateral of commercial banks.Then,based on the analysis of the main causes of the high external evaluation and the traditional evaluation model of real estate collateral assessment,the criteria for collecting and selecting comparable cases are proposed.Some parameters that need to be manually selected and adjusted in the three evaluation models are solidified by big data and standardized forms to reduce the deviation of evaluation value caused by artificial selection and adjustment.At the same time,according to the types of real estate collaterals of commercial banks in China,the evaluation model and specific application conditions,applicable limitations and supplementary evaluation methods of specific real estate collateral should be proposed.In the post-loan revaluation of real estate collateral,it starts from the purpose of value management of post-lending real estate collaterals,jumps out of the traditional real estate collateral assessment model and manages the value of collateral from the perspective of price volatility.Different revaluation frequencies and methods are set according to different price fluctuation ranges,and the corresponding results are correlated with specific credit business,originalcollateral evaluation value,pledge rate,etc.,and the first,second and third level risk warning standards and corresponding are determined.Risk prevention and control recommendations,realizing the application of real estate collateral value in the identification,prevention and control of specific credit risks,and realizing the dynamic management of real estate collateral value and credit risk prevention and control functions.Finally,this paper uses the real estate collateral case data of commercial banks to carry out simulation test on the optimized internal evaluation model of real estate collateral.Analyzes the test results and verifies the possibility of internal dynamic evaluation of commercial bank real estate collateral,the accuracy of valuation of the real estate collateral evaluation model and the applicability of specific real estate pledges,the risk warning and prevention and control of some credit business.At the same time,the limitations of the optimized real estate collateral assessment model on some real estate collaterals and suggestions for improvement are also proposed.It is hoped that the optimization and subsequent optimization will realize the dynamic internal assessment and risk of all real estate collateral prevention and control. |
PDF Full Text Request