长春工业大学硕士学位论文原创性声明 本人郑重声明：所呈交的硕士学位论文《A 银行济南分行个人住 房贷款风险管理研究》，是本人在指导教师的指导下，独立进行研究 工作所取得的成果。除文中已经注明引用的内容外，本论文不包含 任何其他个人或集体已经发表或撰写过的作品成果，不存在学位论 文买卖、代写、抄袭等学术不端行为。对本文的研究做出重要贡献 的个人和集体，均已在文中以明确方式标明。本人完全意识到本声 明的法律结果由本人承担。 作 者 签 名： 校内导师签名： 企业导师签名： 日 期: 年 月 日 长春工业大学硕士学位论文版权使用授权书 本学位论文作者及指导教师完全了解“长春工业大学研究生学位论文 版权使用规定”，同意长春工业大学保留并向国家有关部门或机构送交学 位论文的复印件和电子版，允许论文被查阅和借阅。本人授权长春工业 大学可以将本学位论文的全部或部分内容编入有关数据库进行检索，也 可采用影印、缩印或扫描等复制手段保存和汇编学位论文。保密的论文 在解密后遵守此规定。 作 者 签 名： 校内导师签名： 企业导师签名： 日 期: 年 月 日摘要 I 摘要 近年来，中国经济高速发展，国民生活水平不断提高，房屋交易买卖活动异常 活跃，居民炒房、房产投资等热点话题不断。随着近几年济南人口数量的增多，房价 持续上涨，贷款购房现象十分普遍，房地产市场风险一部分程度上转移到了商业银行。 与此同时，当前房贷市场充斥着大量的投资、投机型需求，房价收入比高不可攀，加 之目前又处于一个利率变动的敏感时期，等等因素叠加起来，房贷的风险问题逐渐凸 显出来。 A 银行济南分行成立于 2002 年，是该行统筹建立环渤海经济圈布局、发展山东 市场的重要分行。自 2015 年向零售转型以来，个人住房贷款成为发展零售业务的重 要抓手，贷款规模及占比不断扩大。个人住房贷款业务相比银行其他贷款业务来讲风 险相对较低，其风险管理容易被忽视。 在上述背景下，本文通过查阅、收集个人住房贷款业务、银行贷款风险管理以 及济南地区房地产市场变化等相关领域的大量文献与数据，对商业银行个人住房贷款 风险管理的相关理论及研究成果进行了阐述。 在此基础上，以 A 银行济南分行为研究对象，从该银行总行近几年个人贷款及 住房贷款业务情况、济南分行个人住房贷款业绩比较、济南地区房地产市场分析等多 个方面进行研究，对 A 银行济南分行个人住房贷款业务规模及风险管理现状进行了分 析。其次，结合济南地区特点及数据，运用文献研究法、案例研究法、调查研究法等 方式，从信用风险、操作风险、市场风险、流动性风险和法律风险的角度阐述了该银 行当前面临的风险及成因，并对三类特殊案例：首付贷、假按揭、人为串通进行了重 点剖析。 最后，本文结合 A 银行济南分行个人住房贷款面临的风险，通过理论联系实际的 方法，对风险表现提出了有针对性的优化建议：如建立全面的个人信用评价体系、优 化调整信贷结构、加强对开发商和中介机构的管理等，以此建立全面风险管理体系。 本文研究所得，有利于优化 A 银行济南分行目前个人住房贷款风险的管理工作， 进一步加强对未来风险的预测和管理能力，并给同业在个人住房贷款风险管理工作中 提供参考。 关键词：个人住房贷款 房贷市场 风险成因分析 风险管理 优化建议Abstract II Abstract In recent years, with the rapid development of China's economy and the continuous improvement of the people's living standard, the activity of housing transaction is extremely active, and hot topics such as speculation and real estate investment of residents continue. With the continuous rise of housing prices in Jinan in recent years, it is difficult for ordinary income groups to pay off the high amount of housing at one time. Loans to banks have become the choice of most buyers. Part of the risk of the real estate market has been transferred to commercial banks.At the same time, the current housing loan market is full of a large number of investment, investment model demand, house price income ratio is also high, and now it is in a sensitive period of interest rate changes, and other factors add up, the housing loan risk gradually highlights. Jinan Branch of bank A was established in 2001, which is an important part of the bank's layout of Bohai economic circle and development of Shandong market. Since the transformation to retail in 2015, personal housing loan has become an important hand in the development of retail business, and the scale and proportion of loans have been expanding. Compared with other loan businesses, the risk of personal housing loan business is relatively low, and its risk management is easy to be ignored. Under the above background, this paper expounds the theory and research results of the risk management of individual housing loan in commercial banks by consulting and collecting a large number of documents and data in the fields of personal housing loan business, bank loan risk management and real estate market change in Jinan. On this basis, based on the research object of Jinan Branch of bank A, this paper analyzes the scale of personal housing loan business and risk management status of Jinan Branch of bank A from the aspects of personal loan and housing loan business of head office of bank a in recent years, performance comparison of personal housing loan of Jinan branch, real estate market analysis of Jinan area, etc. Secondly, combined with the characteristics and data of Jinan area, using the methods of literature research, case study, investigation and research, this paper expounds the current risks and causes of the bank from the perspectives of credit risk, operational risk, market risk, liquidity risk and legal risk, and focuses on three types of special cases: down payment loan, fake mortgage and artificial collusion.Abstract III Finally, according to the risk faced by the individual housing loan of Jinan Branch of bank A, this paper puts forward targeted optimization suggestions for the current risk faced by the bank through the method of combining theory with practice, such as establishing a comprehensive personal credit evaluation system, optimizing and adjusting the credit structure, strengthening the management of developers and intermediaries, etc., so as to establish a comprehensive risk management system. The research results of this paper are beneficial to optimize the current management of individual housing loan risk of Jinan Branch of bank A, further strengthen the management ability of possible risks in the future, and provide reference for the peers in the risk management of individual housing loan. Key words: Personal housing loan Mortgage market Cause analysis Risk management Optimization suggestions目 录 IV 目 录 摘要................................................................ I Abstract ............................................................. II 第 1 章 绪 论........................................................ 1 1.1 研究背景及意义 .................................................. 1 1.1.1 研究背景 .................................................. 1 1.1.2 研究目的及意义 ............................................. 1 1.2 国内外研究综述 .................................................. 2 1.2.1 国外研究现状 ............................................... 2 1.2.2 国内研究现状 ............................................... 3 1.2.3 文献述评 .................................................. 4 1.3 研究方法 ........................................................ 4 1.4 研究内容与框架 .................................................. 4 1.5 创新与不足 ...................................................... 6 第 2 章 相关概念及理论分析 ............................................ 7 2.1 个人住房贷款的基本内容 .......................................... 7 2.2 个人住房贷款风险的含义及分类 .................................... 8 2.3 风险管理理论依据 ............................................... 10 第 3 章 A 银行济南分行个人住房贷款现状分析............................. 13 3.1 济南市住房市场现状 ............................................. 13 3.2 A 银行个人住房贷款现状 ......................................... 13 3.3 A 银行济南分行房贷业务现状 ..................................... 15 3.3.1 济南分行基本情况介绍 ...................................... 15 3.3.2 济南分行房贷业务贷款利率 .................................. 15 3.3.3 济南分行贷款产品规模与结构 ................................ 15 3.3.4 济南分行不良贷款现状 ...................................... 17 3.4 济南分行风险管理现状 ........................................... 18 3.4.1 济南分行风险管理内容 ...................................... 18 3.4.2 济南分行房贷业务流程 ...................................... 20 第 4 章 A 银行济南分行住房贷款存在的风险及成因分析..................... 21 4.1 信用风险的表现形式及成因分析 ................................... 21 4.1.1 信用风险的表现形式 ........................................ 21 4.1.2 信用风险成因分析 .......................................... 21 4.2 操作风险的表现形式及成因分析 ................................... 22 4.2.1 操作风险的表现形式 ........................................ 22 4.2.2 操作风险成因分析 .......................................... 23 4.3 市场风险的表现形式及成因分析 ................................... 26 4.3.1 市场风险的表现形式 ........................................ 26 4.3.2 市场风险成因分析 .......................................... 27 4.4 流动性风险的表现形式及成因分析 ................................. 29目 录 V 4.4.1 流动性风险的表现形式 ...................................... 29 4.4.2 流动性风险成因分析 ........................................ 30 4.5 法律风险的表现形式及成因分析 ................................... 30 4.5.1 法律风险的表现形式 ........................................ 30 4.5.2 法律风险成因分析 .......................................... 30 4.6 特殊房贷风险案例分析 ........................................... 31 4.6.1 首付贷 .................................................... 31 4.6.2 假按揭 .................................................... 32 4.6.3 人为串通 .................................................. 33 第5章A银行济南分行个人住房贷款风险管理优化建议............................. 34 5.1 风险管理的总体目标 ............................................. 34 5.1.1 稳中求进、健康发展 ........................................ 34 5.1.2 推进全面风险管理、各部门分工协作 .......................... 34 5.1.3 风险管理的差异化与动态化 .................................. 34 5.2 济南分行信用风险管理优化建议 ................................... 34 5.2.1 建立全面的个人信用评价体系 ................................ 34 5.2.2 引入房屋保险产品 .......................................... 35 5.2.3 优化调整信贷结构 .......................................... 35 5.2.4 加强对开发商和中介机构的管理 .............................. 36 5.3 济南分行操作风险管理优化建议 ................................... 36 5.3.1 优化个贷工作流程 .......................................... 36 5.3.2 强化内部管理制度 .......................................... 38 5.4 济南分行市场风险管理优化建议 ................................... 39 5.4.1 积极适应贷款定价方式 ...................................... 39 5.4.2 加强对房价走势的分析 ...................................... 39 5.5 济南分行流动性风险管理优化建议 ................................. 39 5.5.1 住房贷款证券化 ............................................ 39 5.5.2 完善资产负债配置 .......................................... 40 5.6 济南分行法律风险管理优化建议 ................................... 40 5.6.1 创新抵押物处置方式 ........................................ 40 5.6.2 采用公证方式直接实现债权 .................................. 40 总 结............................................................... 41 致 谢............................................................... 42