Risk Assessment And Management Of Commercial Bank's Individual Housing Loan

During the two decades from late 1997 to late 2017,the housing mortgage loan of China increased from ? 19 billion to ? 21.9 trillion,with an annual growth rate up to 42.3%.Individual housing loan had become an important asset of the commercial banking system.The research on risk assessment and management of individual housing loan is of great importance to the healthy and sustainable development of commercial Banks.Based on the concept of individual housing loan and its risk,this paper expounded the theory of individual housing loan default behavior,summarized the research methods of individual housing loan risk and the empirical research on the default risk of individual housing loan in recent years.After that,an empirical study on risk assessment and management of individual housing loan was carried out based on the data of Chengdu's personal housing mortgage loans from a commercial bank.First of all,the Feature variables were selected form four dimensions: debtor characteristics,property characteristics,loan characteristics and regional characteristics.Secondly,the characteristic variables were quantified as the literature method.Then the variables with significant differences were found by descriptive statistical analysis.Finally,the quantitative regression model of personal housing mortgage loan risk of commercial Banks in Chengdu was established based on Logistic regression analysis model.It can be seen from the regression equation that personal mortgage loan risk in Chengdu area is affected by six factors,led by LTV.In the practice of risk management,risk subject could choose different probability limit points of regression model to refine the rate of risk I(the default customer forecast for normal customer and issue loans)and risk II(normal customer forecast for the default customer and suspended loans),according to different external environment,bad load rate and enterprise strategy,so as to guide the management of loan risk.