Low Carbon Economy Of Commercial Bank Real Estate Credit Risk Research

With the deepening of the financial system, the real estate credit increasingly tighten, as a typical capital-intensive industries the real estate industry is bound to be a huge impact. With rising real estate loan balances in recent years, the credit risk is constantly gathering in terms of the bank. How to prevent and control real estate credit risk has become an urgent need to study and solve problems. In today’s context of adhering to sustainable development and developing a low-carbon economy, the real estate industry has become the key industries of scientific development because of its large, high energy consumption in buildings. Therefore, the development of low-carbon economy affects the economic development of real estate; real estate credit will inevitably impact the risk of banks. This paper aims to build a low-carbon mechanism of factors of real estate credit risk on bank, and verifies the role of low-carbon economy the size of the real estate credit risk. Thus put forward the corresponding countermeasures and suggestions for the promotion of the healthy development of the banking and real estate industry which is significant.This paper studies the theory of the real estate credit risk and analyzes the current status of China’s real estate credit risk. Based on the mechanism of low-carbon factors affecting the real estate credit risk, Credit Risk+model was constructed on the real estate credit risk low-carbon economy and non-low-carbon economy will be measured to determine the size of carbon factors to the extent of the real estate credit risk. Take a city commercial banks X for example and select X-city’s commercial banks credit data of real estate between from January 2011 to December 2013. And take low-carbon economic factors into account, and then divide the class of green and non-green, based on the Credit Risk+model to measure. From the main analysis to measure the expected loss, the biggest loss and unexpected loss of three aspects to seek real estate green credit losses expected size and risk of loss distribution characteristics.Finally, based on the measurement of X bank real estate risk, drawn the three conclusions:whether it is a green real estate credit and non-green class probabilities are asymmetric loss; Real estate credit delinquencies green class is lower than non-green class real estate loans; Green volatility risk class real estate loans greater than non-green loans. By fully analyzed its causes, the paper puts forward some suggestions in the carbon constrained China’s banking industry to prevent the real estate credit risk. The first is to strengthen the government’s macro-control role; the second is that to improve industry access threshold and strengthen self-discipline; the last is that to complete for green real estate credit banks operating system.