商业银行危机与房地产泡沫破裂临界值的研究

The Research of Banking Crises and The Breaking Critical Point of Real Estate Bubble

本文从房地产泡沫破裂会对商业银行贷款产生风险的角度出发,首次提出了房地产泡沫破裂临界值的概念,并且用数理形式给出了定义,分析了影响临界值大小的因素,论述了临界值和贷款风险的关系;另外,参照其它国家和地区的房地产泡沫情况,对我国的房地产泡沫大小及可能的破裂速度给出了估计,计算了泡沫破裂临界值。

Basing on that real estate bubbles breaking can cause banking loan risks, this paper first puts forward the conception of the critical point of real estate bubble, gives its definition in math, analyses the factors that can affects the critical point, and discussed the relation between the critical point and loan risks. In the other hand, referencing other countries and areas, this paper estimates the level of the real estate bubble and the speed of its breaking and calculates the critical point.