Analysis On Default Risk Of Personal Residential Mortgage Loan In Y Branch Of SPDB

The default risk of domestic research began in the late 1990 s,with the gradual establishment of China's financial system,the level of research continues to deepen.For commercial banks,risk and return are closely linked,this paper first search connotation credit risk characteristics and features of default risk factors,talk about the probability of default and default rates and other quantitative measure of statistical indicators of default risk and abroad measurement models were reviewed to identify the statistical analysis method is suitable for Y line.On the basis of samples collected housing loans on Y Bank,Y Bank for the default risk of individual housing loans empirical analysis.Through the practice of residential mortgage from domestic and foreign research results,combined with Y bank residential mortgage,mainly from the borrower characteristics,loan features,property characteristics,regional characteristics of the four dimensions of the index system to build housing loan default risk assessment were selected the borrower's occupation,age of the borrower,the loan amount,monthly income,monthly payments accounted for,the total value of housing and other 14 variables,using the software SPSS 20.0,respectively,for samples descriptive statistical analysis and inference statistical analysis,and then using factor analysis,Logistic regression analysis of factors affecting the risk of default on residential mortgage empirical analysis,conclusions can be drawn expected to provide a reference for the identification and control of commercial bank residential mortgage default risk.