商业银行消费信贷中的提前偿还风险影响因素与风险管理——理论与实证

The Risk and the Management of the Prepayment Behavior in Commercial Bank's Consumer Credit Loans:Theory and Empirical Analysis

论文分析了当前我国商业银行开展消费信贷中提前偿还行为研究的背景,从历时效应、利率、房价、贷龄、借款人特定因素等方面介绍了西方学者对提前偿还行为的研究结果。论文调查了我国800例十年期以上住房抵押贷款,基于比例风险模型的研究表明:贷龄四年内年均提前还款的比例在8%左右,第五年开始还款速度加快。影响提前偿还的显著因素包括主贷款人的收入、婚姻状况和工龄。基于实证研究结果,论文对商业银行的提前偿还风险管理进行了探讨,主张采用延时服务替代目前征收罚息的做法。

The paper analyzes the background of the study on prepayment behavior in China, and reviews the foreign literatures which focus on the factors influencing loan prepayment include aging effect, interest, house price, house age and borrower characteristics. The paper studies 800 cases of mortgage loans, and finds that 8% loans are prepaid annually during the first 4 years and then the prepayment accelerates. The factors which influence prepayment behavior include income, marriage status and employed age. Finally, the paper gives some proposals to manage prepayment risk.