Research Of Controlling And Preventing On Individual Housing Loans Liquidity Risk Of China's Commercial Bank

With the improvement of China's housing reform as well as the sustained and rapid development of the national economy, China's real estate industry has developed rapidly, and total individual housing loans has continued to rise. Because of individual housing loans with real estate as collateral, which is the relatively high-quality assets considered by commercial banks, as well as the relatively high profit of individual housing loans, the continuous expansion of this kind of business attracts commercial banks.With the rapid increase in the total housing loans, the risk is gradually exposed. Liquidity risk is a composite risk with the high invisibility, so it is a crucial risk that is easily neglected by commercial bank. Therefore, this thesis trys to do a research on the control and preventing on liquidity risk.Chapter one, Introduction:It mainly introduce the research on liquidity risk management theory at home and abroad, tries to find the advantages in foreign liquidity risk management theory and the imperfect aspects of the theory in China. It also sets out the framework of this research and points out the method and Innovations of the study in this chapter.Chapter two, the status in quo of individual housing loans liquidity risk:It describes the concept of individual housing loans as well as its characteristics, and then describes the types of individual housing loans risk and further analyses the forming mechanism of individual housing loans liquidity risk and its current situation in China.Chapter Three, the effect factors of individual housing loans liquidity risk:It analyses the effect factors of individual housing loans liquidity risk of commercial banks, and determines the affecting indicators of liquidity risk and finds the factor weights of the indicators with Delphi Method and analytic hierarchy process(AHP).Thus, the banks will make emphasis on key risk indicators in the monitoring process.Chapter Four, The control system of individual housing loans liquidity risk:It proposes and establishes the control system theory in individual housing loans liquidity risk of commercial banks. Here, the single indicators control and the integrated one are established according to 3a principle in statistics. Chapter Five, Preventing on individual housing loans liquidity risk of commercial banks:The individual housing loans liquidity risk of commercial banks is prevented from housing loans securitization and other prevention tools.The last chapter is conclusion and outlook:It makes a brief summary on this thesis, and then points out the shortages as well as the further development of the study.