Commercial Bank Personal Housing Loan Risk Early Warning Research Under The New Normal

In May 2014,the total secretary of the first time to "new normal" to describe the current economic growth in China,at the same time pointed out that China's current economic development presents a new feature,that China officially entered the high growth rate of the new normal development period.In the new normal context,the Chinese property market also showed a trend of gradual adjustment,the property market regulation and control policies increasingly complex,unpredictable housing prices,closely related to the bank personal housing loans(referred to as a mortgage)business also showed new features,Although a mortgage has always belonged to the bank's high-quality assets,but accompanied by a rapid increase in the proportion of mortgage,the risk is gradually exposed.In addition,the US subprime mortgage crisis gives us a profound lesson,the current existence of China's subprime mortgage crisis and similarities,therefore,the commercial bank mortgage risk research is particularly important.This paper is divided into five chapters:Chapter 1: Introduction.This paper mainly introduces the background and significance of this paper,evaluates the relevant literature at home and abroad,expounds the research content and main innovation of the paper.The second chapter is the theoretical basis of the commercial bank mortgage risk early warning research.This paper mainly introduces the theory of economic new normal theory,information asymmetry theory,financial vulnerability theory,Keynesian consumption theory and stress testing basic theory,which provides theoretical support for the relevant argument below.Chapter 3: A realistic analysis of the expected risk of default for commercial banks in the new normal period.This chapter first analyzes the characteristics of the default risk of the mortgage in the new normal period,and finds out that there are similar symptoms in the early period of the subprime mortgage crisis in China,and further explores the relationship between the quality of the loans and commercial banks.Relationship,which illustrates the current importance of risk early warning research on bank mortgages.Chapter 4: Commercial bank mortgage risk test and its expected results.Through the construction of macro-stress test model for non-performing loans of Chinese banks,it is pointed out from the model that the current commercial bank loan loss is insufficient.Through the 2017 and 2016 forecast results comparison,further shows that the bank's ability to resist risks to be improved.Chapter 5: Enlightenment on Strengthening the Early Warning of Mortgage Risk of Commercial Banks in China.In view of the above research on the risk of mortgage,the paper puts forward some suggestions on how to focus on the increment and stock of loans,deepen the macroeconomic cycle research,analyze the long-term price trend,construct the stress test model and cooperate with the insurance companies.