基于MCLP模型的个人住房抵押贷款违约风险研究

Loan Breach Risk of Personal House Mortgage Based on MCLP Model

个人住房抵押贷款一旦出现大规模的违约便会对金融体系的稳定和宏观经济的平稳运行带来很大的负面影响。通过对我国商业银行个人住房抵押贷款真实数据进行分析,分离出可能对贷款履约产生影响的个人基本情况、个人信用状况以及贷款合约等15项指标。在此基础上,使用MCLP模型构建了个人住房抵押贷款违约风险模型,并比较了MCLP模型与传统Logistic模型的预测结果,发现前者具有更高的准确度。最后,基于研究结论提出了相关建议。

As one of the main loans of commercial banks, it will bring about a great negative effect on the stability of financial system and stable operation of macro-economy if the large-scale of personal house mortgage loan breach takes place. By analy- zing the real data of personal house mortgage loan of China commercial banks, we sort out about 15 indices on such factors as personal basic conditions, personal credit positions and loan contract which will affect the performance of the contract. On the basis of this, we use the MCLP model to set up a risk model of personal house mortgage loan and compare it with the predic- tion results of traditional Logistic model, and we find that the former has a higher degree of accuracy, and finally we put for- ward some proposals based on this conclusion.