住房按揭贷款提前还款风险预警实证研究

An Empirical Research on the Precaution of Prepayment Risk Related to Residential Mortgage Loans

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。

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.