發(fā)布時間：2018-09-17 20:17

【摘要】：建設(shè)銀行在黑龍江省的房地產(chǎn)行業(yè)的融資過程中起到重要作用。房地產(chǎn)行業(yè)資金密集型的行業(yè)特點使其在發(fā)展過程中大量的依靠銀行貸款，與國有四大銀行相比，建設(shè)銀行的房地產(chǎn)貸款余額列居首位。黑龍江省各地市的房地產(chǎn)市場發(fā)展不平衡，市場信息發(fā)布渠道不夠完善，而黑龍江省區(qū)域內(nèi)房地產(chǎn)客戶存在企業(yè)規(guī)模整體偏小，，實力一般，所以對A分行預測房地產(chǎn)企業(yè)信用風險的要求較高，研究建設(shè)銀行A分行的信用評級模型有其特殊意義。 論文闡述了房地產(chǎn)信貸風險來源和度量研究現(xiàn)狀研究情況，介紹了建設(shè)銀行A分行房地產(chǎn)開發(fā)客戶信貸業(yè)務(wù)現(xiàn)狀，重點介紹了建設(shè)銀行房地產(chǎn)開發(fā)客戶貸款信用評級模型和指標體系，并從財務(wù)風險和業(yè)務(wù)風險兩個方面分析了該體系的特點和不足。根據(jù)信用風險模型存在的不足，論文提出房地產(chǎn)開發(fā)客戶信用評級模型的設(shè)計原則，并分別構(gòu)建了財務(wù)和業(yè)務(wù)指標體系。在財務(wù)指標體系中，通過指標收集和篩選確定財務(wù)指標，之后采用Logistic回歸的方法，對房地產(chǎn)開發(fā)客戶的財務(wù)風險進行評價。在業(yè)務(wù)風險體系方面，在原有指標的基礎(chǔ)上，增加政府政策和開發(fā)資質(zhì)指標，并細化區(qū)域市場變量指標。在確定權(quán)重方面，論文采用專家打分法，根據(jù)評分指導，確定業(yè)務(wù)風險的權(quán)重及分值。 論文通過房地產(chǎn)開發(fā)客戶貸款案例進行實例分析。通過房地產(chǎn)開發(fā)客戶的相關(guān)資料，本文綜合考慮其財務(wù)風險和業(yè)務(wù)風險評分，最后得出綜合評價結(jié)果，得出該房地產(chǎn)開發(fā)客戶違約率較小的結(jié)論。
[Abstract]:Construction Bank plays an important role in the financing process of real estate industry in Heilongjiang Province. The capital-intensive characteristics of the real estate industry make it rely heavily on bank loans in the process of development. Compared with the four state-owned banks, the real estate loan balance of China Construction Bank ranks first. The development of the real estate market in various cities in Heilongjiang Province is not balanced, and the channels for releasing market information are not perfect. However, in Heilongjiang Province, the real estate customers in the region have the overall small scale of enterprises and the average strength. So it is very important to forecast the credit risk of real estate enterprises by branch A, so it is of special significance to study the credit rating model of A branch of China Construction Bank. This paper describes the current situation of research on the origin and measurement of real estate credit risk, and introduces the current situation of real estate development customer credit business in Branch A of China Construction Bank. This paper mainly introduces the credit rating model and index system of real estate development customer loan in China Construction Bank, and analyzes the characteristics and shortcomings of the system from two aspects: financial risk and business risk. According to the deficiency of the credit risk model, the paper puts forward the design principle of the credit rating model of the real estate development customer, and constructs the financial and business index system respectively. In the financial index system, the financial index is determined through the collection and screening of indicators, and then the financial risk of real estate development clients is evaluated by using Logistic regression method. In the aspect of business risk system, on the basis of the original index, the government policy and development qualification index are added, and the regional market variable index is refined. In determining the weight, the paper uses the expert scoring method, according to the guidance of scoring, determine the business risk weight and score. The paper through the real estate development customer loan case to carry on the example analysis. Based on the relevant data of the clients of real estate development, this paper synthetically considers the financial risk and business risk score, finally obtains the comprehensive evaluation result, and draws the conclusion that the default rate of the real estate development customer is small.
【學位授予單位】：哈爾濱工業(yè)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.45

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