金融理论与实践
金融理論與實踐
금융이론여실천
Financial Theory and Practice
2012年
6期
44~48
,共null页
住房按揭贷款 提前还款 风险 Logistic回归模型
住房按揭貸款 提前還款 風險 Logistic迴歸模型
주방안게대관 제전환관 풍험 Logistic회귀모형
residential mortgage loans; prepayment; risk; Logistic regression model
伴随着我国房地产市场的发展，商业银行的住房按揭贷款在近十几年间取得了快速增长，已成为商业银行重要的信贷品种之一，而提前还款风险则是商业银行在住房按揭贷款风险管理中不可回避的信用风险之一。通过建立Logistic回归模型，并运用因子分析、判别分析等技术，对商业银行住房按揭贷款的正常与提前还款样本进行了计量模型分析，剖析了各项因素对提前还款风险的影响，概要总结了影响借款人提前还款决策的变量特征，提出了加强提前还款风险预警管理的建议。
伴隨著我國房地產市場的髮展，商業銀行的住房按揭貸款在近十幾年間取得瞭快速增長，已成為商業銀行重要的信貸品種之一，而提前還款風險則是商業銀行在住房按揭貸款風險管理中不可迴避的信用風險之一。通過建立Logistic迴歸模型，併運用因子分析、判彆分析等技術，對商業銀行住房按揭貸款的正常與提前還款樣本進行瞭計量模型分析，剖析瞭各項因素對提前還款風險的影響，概要總結瞭影響藉款人提前還款決策的變量特徵，提齣瞭加彊提前還款風險預警管理的建議。
반수착아국방지산시장적발전，상업은행적주방안게대관재근십궤년간취득료쾌속증장，이성위상업은행중요적신대품충지일，이제전환관풍험칙시상업은행재주방안게대관풍험관리중불가회피적신용풍험지일。통과건립Logistic회귀모형，병운용인자분석、판별분석등기술，대상업은행주방안게대관적정상여제전환관양본진행료계량모형분석，부석료각항인소대제전환관풍험적영향，개요총결료영향차관인제전환관결책적변량특정，제출료가강제전환관풍험예경관리적건의。
With the development of real estate market in China, the residential mortgage loan of commercial banks has gained rapid growth in the recent over ten years, thus constituting one of the important credit products in commercial banks. However, the prepayment risk becomes one of the unavoidable credit risks during the risk management of residential mortgage loans in commercial banks. Through setting up Logistic regression model, using technologies of factor analysis and discriminant analysis, the thesis has conducted the quantitative model analysis for normal and prepayment loans samples of commercial banks, analyzed the impacts of all the factors on the prepayment risks, and included the features that influence the borrowers to make the prepayment decision, then proposed the suggestions to strengthen the precaution management of prepayment risks.
