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摘要住房抵押贷款是房地产金融的一个重要组成部分，在我国商业银行信贷总额中占有非常大的比重。由于房地产业上下联系到多个产业链，因此，住房抵押贷款与我国金融业的健康发展有着密不可分的联系，并且房地产金融的健康发展对于我国和谐社会的建设也同样有着非常重要的意义。近年来，我国个人住房按揭贷款快速发展，其风险也逐步提升，并呈现出加速迹象。然而房地产金融的风险主要体现在信用风险上。所以，加强房地产信用风险的防范是当务之急。30015
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本文从分析住房抵押贷款信用风险的介绍入手，探讨了我国住房抵押贷款的风险现状，以及影响因素的分析。其次，阐述了信用风险评估体系的建立原则，从三个文度对影响信用风险的变量进行选择和分析，建立商业银行信用风险评估指标体系。并在该体系下，建立ANN神经网络信用风险评估模型，基于某银行数据，对各个影响因素与信用风险度的关系进行模拟和预测，并分析结果。最后，通过借鉴国外住房贷款信用风险管理经验，为国内住房抵押贷款信用风险提出防范对策。
毕业论文关键词：住房抵押贷款，信用风险，信用风险评估指标体系，神经网络模型
Abstract
The housing mortgage is an important part of the real estate finance, and it occupies a very large proportion in the total credit of our country's commercial banks.Because the real estate industry contact to a number of industrial chain. Therefore, the healthy development of the housing mortgage loan with China's financial industry has a close contact, healthy development and real estate finance for the construction of a harmonious society in China also has a very important significance. In recent years, the rapid development of inpidual housing mortgage loans in China, the risk is gradually improved, and showing signs of acceleration. However, the risk of real estate finance is mainly reflected in the credit risk. Therefore, the strengthening of real estate credit risk prevention is a priority.
This paper, from the introduction of the housing mortgage credit risk, discusses the risk of housing mortgage loan and the analysis of the factors.Secondly, the establishment principle of the credit risk assessment system, from the three dimensions of the credit risk of the variable selection and analysis, the establishment of commercial banks credit risk assessment index system.And in the system,the establishment of artificial neural network (ANN) credit risk evaluation model, based on the data of a bank, the impact of various factors and credit risk degree of relationship of simulation and prediction, and the results of the analysis. Finally, by using the foreign housing credit risk management experience, the domestic housing mortgage credit risk is put forward to prevent countermeasures.
Key Words: Housing mortgage loan;Credit risks;Credit risk assessment index system;Artificial Neural Network
目录
1 绪论 1
2 住房抵押贷款及信用风险概述 3
2.1 住房抵押贷款的概念及特征 3
2.2 我国住房抵押贷款的发展和风险情况 3
2.2.1 我国住房抵押贷款发展的历史过程 3
2.2.2 加强我国住房抵押贷款信用风险管理的必要性 4
2.3 住房抵押贷款信用风险的存在形式 5
2.4 商业银行信用风险的来源 5
2.4.1 借款人的信用风险 5
2.4.1.1 被迫违约 5
2.4.1.2 理性违约 6
2.4.1.3 提前还贷 6
2.4.2 房地产商的违约行为 6