近年来,我国的金融行业随着经济的飞速发展有了跨越式的进步,个人贷款 市场的兴起与繁荣尤为突出,个人贷款形式多样可以满足各种不同的个人融资需 求。其中规模占比最高、发展速度最快的要数个人住房按揭贷款,规模的快速增 长为银行带来了巨大利润,但重数量轻质量的发展模式也为银行带来巨大的风险 隐患。目前我国房市火爆、房价逐年攀升,人们为了居住和投资不断向银行借款 买房,背上巨额的负债,纷纷成为房奴,社会己经渐渐由“全民存款”向“全民负债” 转变。然而国际上各种经济危机以及国内各种金融乱象已经证明,在经济形势动 荡以及国家对宏观政策和货币政策做出巨大调整时,个人住房按揭贷款会出现批 量式违约,呈现出信用脆弱性。另外,个人住房按揭贷款一般有几十年的存续期, 风险潜伏期也较长,如何在复杂多变及持续下行的经济环境下,做好我国个人住 房按揭贷款的风险控制,降低违约率,使其能够可持续性健康长远发展,是我国 商业银行亟待研宄和解决的重要课题,也是备受社会和众多学者关注的热点问题。 由于我国银行个人住房按揭贷款起步晚,现有的风险防控措施还不够完善,发展 速度也跟不上我国经济发展所带来的变化速度,加上个人住房按揭贷款受国家宏 观调控和经济下行等因素的影响,近几年个人住房按揭贷款的不良率有所攀升。 个人住房按揭贷款不仅直接决定了银行的盈利能力,而且也影响着国家经济的运 行和社会稳定,个人住房按揭贷款的不良率持续上升引起了监管机构和公众的高 度重视。商业银行要不断优化和完善风控体系,能做到提前识别风险,并对风险 进行有效的管控,还要不断进行自我风险管理评价与改进,真正做到个人住房按 揭贷款健康可持续长远发展,此乃商业银行维护国家金融安全和社会稳定的社会 责任,也是银行自身长足发展的必然要求。 本文对国内外专家学者的研宄成果及理论进行了描述,结合我国国情以及XX 银行的实际情况,确定了研宄内容,选取了适合的研宄方法。依据个人住房按揭 贷款、个人住房按揭贷款的风险及分类、以及信用脆弱理论,对XX银行个人住 I房按揭贷款的操作流程和风险管理流程进行了概述,并通过对XX银行的经营和 个人住房按揭贷款风险管理的分析,建立了政治风险、市场风险、不可抗拒风险、 信用风险、操作风险,五个方面的指标评价体系,利用层次分析法对XX银行的 风险管理效果进行了评价,结果表明XX银行在信用、操作风险控制和运营管理 水平方面还有很大提升空间。根据分析和评价结果对XX银行个人住房按揭贷款 风险控制提出了:强化借款人的准入管理以防范信用风险,加强员工素质教育以 防范道德和操作风险、构建风险预警体系做实贷后管理和不良资产处置以化解风 险的对策和建议。论文对XX银行个人住房按揭贷款风险控制进行了实证分析研 究,不仅可以为XX银行在未来的个人住房按揭风险控制上提供一定的改进和指 导意义,而且也可以为其他银行同业提供一定的理论及实操参考。 关键词:信用脆弱;个人住房按揭贷款风险;层次分析法 IIRISKCONTROLOFXXBANKPERSONALHOUSING MORTGAGELOANBASEDONCREDITVULNERABILITY THEORY ABSTRACT Inrecentyears,China'sfinancialindustryhasmaderapidprogresswiththerapid developmentoftheeconomy.Theriseandprosperityofthepersonalloanmarketis particularlyprominent.Thevarietyofpersonalloanscanmeetvariouspersonal financingneeds.Amongthem,personalhousingmortgageloanshavehighest proportionofscaleandthefastestdevelopmentrate.Therapidgrowthofscaleof personalhousingmortgageloanshavebroughthugeprofitstobanks,butthe developmentmodel,whichpaymoreattentiontothequantitythanthequality,has broughthugeriskstobanks.Atpresent,China'shousingmarketisboomingandhouse pricesarerisingyearbyyear.Peoplecontinuetoborrowmoneyfrombankstobuy housesfortheirresidenceandinvestment,andtheytakehugehousedebtsandbecome houseslaves.Thesocietyhasgraduallychangedfrom“all-peopledeposits”to“national debts”.However,variouseconomiccrisesintheworldandvariousfinancialchaosin Chinahaveprovedthatwhentheeconomicsituationisturbulentandthestatemakes majoradjustmentstomacroeconomicpoliciesandmonetarypolicies,personalhousing mortgageloanswillappearinbatchdefaults,showingcreditvulnerability.Inaddition, personalhousingmortgageloansgenerallyhavedurationofseveraldecades,andthe riskincubationperiodisalsolong.Howtocontroltheriskofpersonalhousing mortgageloansinChinainacomplicatedandever-changingeconomicenvironment, andreducethedefaultrate,sothatItssustainablelong-termdevelopmentisan importantissuethatChina'scommercialbanksneedtostudyandsolve.Itisalsoahot issuethathasattractedtheattentionofthesocietyandmanyscholars.Asthebank's personalhousingmortgageloanstartedlateinChina,theexistingriskpreventionand incontrolmeasuresarestillnotperfect,andthedevelopmentspeedcannotkeepupwith thespeedofchange,whichbroughtbyChina'seconomicdevelopmentInaddition,the personalhousingmortgageloanissubjecttonationalmacro-controlandeconomic downturn,thenon-performingrateofpersonalhousingmortgageloanshasincreasedin recentyears.Personalhousingmortgageloansnotonlydirectlydeterminethebank!s profitability,butalsoaffectthenationaleconomicoperationandsocialstability.The risingnon-performingrateofpersonalhousingmortgageloanshasattractedthe attentionofregulatorsandthepublicmercialbanksmustconstantlyoptimizeand improvetheriskcontrolsystem,identifyrisksinadvance,controlriskseffectively, continuetoconductself-riskmanagementevaluationandimprovement,andtruly achievesustainableandlong-termdevelopmentofpersonalhousingmortgageloans.It isthesocialresponsibilityofcommercialbankstosafeguardnationalfinancialsecurity andsocialstability,andalsoaninevitablerequirementforthebank’sownlong-term development. Thisthesisdescribestheresearchresultsandtheoriesofexpertsandscholarsat homeandabroad.BasedonChina!snationalconditionsandtheactualsituationofXX Bank,theresearchcontentisdeterminedandtheappropriateresearchmethodsare selected.Accordingtotheriskandclassificationofpersonalhousingmortgageloan, andthecreditvulnerabilitytheory,thisthesisintroducestheoperationprocessandrisk managementprocessofXXBank’spersonalhousingmortgageloan.Theanalysisof riskmanagementestablishesanevaluationindicatorsystem,whichincludespolitical risk,marketrisk,irresistiblerisk,creditriskandoperationalrisk.Itusestheanalytic hierarchyprocesstoevaluatetheriskmanagementeffectofXXBank.Theresultshows thatthereisstillmuchroomforimprovementintermsofcreditofoperationalrisk controlandoperationalmanagementofXXBank.Accordingtotheanalysisand evaluationresults,theriskcontrolofpersonalhousingmortgageloanofXXBankis proposed,whichincludesstrengthentheaccessmanagementofborrowerstoprevent creditrisk,strengthenthequalityeducationofemployeestopreventmoralityand operationalrisks,andbuildariskearlywarningsystemtoachieverealmanagement IVafterloananddisposingofnon-performingassetstodefuserisk.Thisthesisconductsan empiricalanalysisofXXBank'spersonalhousingmortgageloanriskcontrol,whichnot onlyprovidescertainimprovementandguidingsignificanceforXXBank'sfuture personalhousingmortgageriskcontrol,butalsoprovidescertaintheoriesandoperation referenceforotherbanks. KEYWORDS:CreditVulnerabilityTheory;TheRiskOfPersonal HousingMortgageLoan;AnalyticHierarchyProcess v目录 1绪论1 1.1研究背景1 1.2研究意义2 1.3国内外研究现状 2 1.4研究内容7 1.5研究方法7 2相关理论综述 9 2.1个人住房按揭贷款概述 9 2.2个人住房按揭贷款风险概述 10 2.3信用脆弱理论 12 3XX银行个人住房按掲贷款概况与风险管理现状 15 3.1XX银行个人住房按揭贷款概况 15 3.2个人住房按揭贷款业务操作流程 16 3.3个人住房按揭贷款风险管理的组织架构与制度 19 4XX银行个人住房按掲贷關险评估 20 4.1评价指标体系的建立 20 4.1_1评价指标体系构成要素 20 4.1.2评价指标体系构建原则 21 4.2风险评价方法的确定 19 4.2.1风险评价方法选择 19 4.2.2层次分析法 22 4.3XX银行个人住房按揭贷款风险管理评价 24 4.3.1评价指标的选择 24 4.3.2评价指标的确定 30 4.4XX银行个人住房按揭贷款风险管理实证分析 30 4.4.1判断矩阵构建 30 VI4.4.2确定权重 29 4.4.3结果分析 33 5XX银行个人住房按掲贷款风险控制策略优化建议 35 5.1加强借款人管理,防范信用风险 35 5.1.1完善个人信用评价体系 35 5.1.2强化借款人信用风险的识别 36 5.1.3加强借款人收入真实性的核查 37 5.1.4借款人收入意外风险的防范 37 5.2规范内部管理,防范操作风险 38 5.2.1落实岗位职责 38 5.2.2加强教育,持续提升员工职业道德与业务素质 39 5.2.3运营管理水平风险防范 40 5.3完善个人住房按揭贷款风险预警体系 41 5.3.1完善个人住房按揭贷款风险预警系统 42 5.3.2建立房地产行业风险预警系统 42 6结论与展望 44 6.1^44 6.2展望41