Our Country Commercial Bank Real Estate Credit Risk Identification And Prediction

The real estate credit is that commercial bank serves the real estate and extends credits on various aspects of the real estate reproduction. As one of the industries to stimulate economic development, real estate is an economic activity with high-risk as well as high-yield, characterizing of long cycle, high investment and many influence factors. With the development of the real estate industry, credit support from commercial banks constitutes the funds of real estate enterprise, which forms large dependence on commercial banks. Commercial banks face certain credit risk which will be huge and immeasurable once the real estate development companies and individuals of housing mortgage loan breaches of faith, unable to repay the bank’s credit, the credit risk faced by commercial banks is huge. Therefore, it is necessary to research the credit problems of the real estate industry to predict and reduce the risk faced by commercial banks.Based on the basic theories of real estate, the influence factors of affecting the real estate credit risk were analyzed and identified, which could radically reduce the occurrence probability of credit risk. Through prediction of commercial banks credit risk, five kinds of factors of the20real estate companies were selected. Using gray forecasting method, gray algorithm was implemented by Matlab, in which23indicator data of20real estate enterprises from2005to2010was processed and the corresponding indicators forecast data of2011and2012was obtained. Through data fitting analysis residual error plots showed that the forecasting method was fit and was able to more accurately predict the various indicators. Finally, according to the indicator data predicted of2011and2012. the variation trend of these indicators was obtained, indicating the listed real estate company’s future growth capacity, management capacity, solvency, profitability and cash flow situation between2011and2012. Conclusions showed that the credit risk of commercial banks brought by real estate companies would be reduced. Under the influence of the national macro-control and the awareness of credit risk of commercial banks, the real estate credit will appear extent contraction。The paper consists of four parts. The first part is an introduction of the research background and significance, review of real estate credit risk measure, main research content and ideas of this paper. The second part describes the real estate credit risk and risk identification theory, paving the way for further research. The third part focuses on indicator factors affecting the listed real estate companies and gray forecasting method was applied to predict the real estate credit risk. The fifth part contains main conclusions and prevention system building of the real estate credit risk。...