Research On Real Estate Credit Risk Of Commercial Banks In China Based On Logistic Model

Commercial bank is a business risk place, it has a variety of risk types, so risk management is one of the important functions of commercial banks. In the management of commercial bank assets, credit assets is the most important earning assets, as long as the business of commercial bank credit assets business, credit risk is inevitable.Especially in the process of deepening the reform of housing system of our country and urban transformation, the real estate industry of our country gradually become the pillar industry of the national economy, which with the closely related commercial bank real estate credit work not, play a key role for the development of the real estate industry.But the influx of credit funds from commercial banks to the real estate industry, the real estate industry will be the introduction of the real estate market risk of financial risks, and may even trigger a real estate bubble. In this context, in order to prevent risks, maintain the safety of the bank’s assets, avoid the loss of funds, The research and Analysis on real estate credit of commercial banks in our country can not only guard against the risk, guarantee the safety of bank funds, but also have important practical significance to maintain the stability and safety of commercial banks.In this paper, the real estate credit risk as the object of study, based on the perspective of commercial banks, in order to explore more effective ways to determine the real estate credit risk and its targeted risk management for the purpose. Firstly, the paper describes the research background and significance of the real estate credit risk of commercial bank,after consulting a large number of documents based on to the domestic and foreign research status were summarized and analyzed, and puts forward to draw on the experience of the foreign mature theory and risk evaluation model of the real estate credit risk management is of important significance to study. And then expounds the basic theory of commercial bank real estate credit involved, the meaning and characteristics of the real estate credit risk, and combined with the new Basel agreement on the content of the credit risk of real estate is illustrated, which laid a solid theoretical foundation to the research inthis paper. According to the basic theory, the third chapter describes the current situation of China’s real estate credit, and analyzes some of the main problems, put forward realistic basis for the analysis and demonstration of the next.The fourth chapter is the empirical part of this paper, combining the national conditions of our country, this paper finally selected logistic model as a commercial bank real estate credit risk evaluation model, and selects the financial data of Shanghai and Shenzhen stock a listed real estate enterprises2012-2014, principal component analysis and factor analysis by SPSS 17.0 software,summed up the logistic model to make a real estate credit risk early warning factor variables. In this paper the empirical study based on the built model show that logistic model is established for the sample forecast effect is comparatively ideal. Using the established model can calculate enterprise default probability, judging whether there is the risk of default, and whether the bank to the enterprise issuing loans provide a basis for judgment. According to the basic analysis of empirical results and before, finally, the paper from the perspective of commercial Banks on how to prevent the real estate credit risk puts forward some corresponding policy Suggestions.