China's Commercial Banks Personal Housing Mortgage Loan Default Risk Management Research

This paper systematically summarizes theory of the personal housing collated loan risk. Through the literature synthetically consolidation, this paper makes a systematic summary of the risk variables studied by foreign scholars, risk formation factors, models measure risk data and risk management theory and so on. It provides the theoretical basis on personal housing collated loan for commercial banks’ effective management. From the analysis of the current situation of China’s real estate market, the author proposes the risk mainly comes from real estate developers, borrowers, and the bank’s internal management, legal and economic environment. Summarize the bank risk management model for existing situation and reveal the existing problems at present, corresponding empirical analysis with ICBC Shanghai branch of actual risk management.This paper systematically summarize the personal housing collateral loans related to default risk management theory. Up and combed through a comprehensive document, the thesis of foreign scholars studying the initiative and passivity causes default risk factors and risk management theories, sum up a system for commercial banks to mortgage loans for individual housing default risk management to offer a theoretical basis. In theory the basis of analyzing and articles flowed from China’s real estate market analysis of the status quo, the paper put forward the main features of personal housing collateral loans risk. By reducing the existing personal housing collateral loans risk management situation of the commercial banks of China, revealed the main problem of the commercial banks of China to mortgage loans for individual housing risk management. Finally, as a domestic commercial bank shanghai branch for example, through to the borrower of personal factor is there a breach of the leading factor for the paper to which actual in risk management initiative and passivity for the default risk management assessment, to the corresponding analysis and evaluation forward to further improve and perfect.According to the analytical and empirical research of the conclusions, overseas experience and the risk management situation of personal housing collateral loans in Chinese commercial banks, the paper in complete the initiative and passivity is default risk of default risk prevention measures for one in charge, and constructing industries early warning system measuring real risk indicators, to apply pressure test means the value of the risks and improving China’s individual credit rating system and strengthen the quantitative analysis of the scientific application. In addition, internal business process transformation of the bank and the establishment of the science of the risk management system and create new products and perfect the mechanism of risk transfer, explore how to improve the personal housing collateral loans risk management measure.