个人住房贷款风险分析与防范研究
——以中国建设银行为例
A STUDY ON RISK ANALYSIS AND PREVENTION
FOR PERSONAL HOUSING LOANS ——A CASE OF CHINA CONSTRUCTION BANK
学校：上海交通大学
学院：安泰经济与管理学院
专业：工商管理（MBA）
作者：操祯
导师：田澎
学号：1051209399
班级：M0512094
答辩日期：2008年1月13日
个人住房贷款风险分析与防范研究
——以中国建设银行为例
摘 要
随着国内住房体制改革和居民信贷观念的转变，个人住房贷款市场伴随着个人住房市场的迅速发展也快速成长起来，成为商业银行新的利润增长点和主要个人信贷产品。个人住房贷款的风险防范也成为商业银行风险管理的重要内容之一。作为国内个人住房贷款业务的领跑者，个人住房贷款业务的发展和风险防范对中国建设银行战略目标的实现意见重大。
本文通过对个人住房贷款风险及其影响因素的分析，研究商业银行个人住房贷款风险管理和防范措施，并结合中国建设银行个人住房贷款风险防范现状，提出建设银行进一步防范个人住房贷款风险、提高风险管理水平的建议。
本文首先在第二章回顾了我国个人住房市场的发展历程，并对现状进行了陈述，指出正是由于居民具有购买住房的动机，又不能或不愿意一次性付清所购住房的全部款项，个人住房贷款就有了其生存和发展的空间。之后，本文对我国和建设银行个人住房贷款现状进行了阐述。
巴塞尔新资本协议将商业银行面临的主要风险划分为信用风险、操作风险和市场风险，本文以此为借鉴，在第三章相应地将个人住房贷款和具体债项所面对的风险也划分为信用风险和操作风险，并据以分析风险的影响因素：信用风险中，借款人违约风险的影响因素包括还款意愿和还款能力，提前还款风险的主要影响因素则是居民负债观念、再投资
渠道和住房出售；操作风险的影响因素可以分为内部因素（内部流程、人员因素、系统因素）和外部因素（外部事件）。
然后，在第四章本文区分个人住房贷款信用风险和操作风险，根据其各自的风险影响因素，简要研究了个人信用评分系统和个人住房贷款业务流程优化等商业银行个人住房贷款风险管理的主要举措。
最后，本文第五章在对建设银行的风险管理现状和不足分析的基础上，根据商业银行个人住房贷款风险管理研究结果，提出了建设银行改进个人住房贷款风险管理和防范措施的建议，包括尽快开发个人信用评分系统、提升产品设计和差别化定价能力、完善个人住房贷款内部控制措施和制度建设、对个人住房贷款业务管理结构进行优化、建立严格的奖惩制度以及提高全行的整体风险管理水平。
关键词：个人住房贷款，风险管理，个人信用评分，流程优化，中国建设银行
A STUDY ON RISK ANALYSIS AND PREVENTION
FOR PERSONAL HOUSING LOANS
住房商业贷款——A CASE OF CHINA CONSTRUCTION BANK
ABSTRACT
With the reformation of China’s individual house delivery system and the conversion of residents’ attitude toward borrowing money, domestic market of personal housing loans has rapidly developed. In condition of continuously heated individual house market, commercial banks take personal housing loans as their new profit resources and main consumer credit product, while protection of the personal housing loans risks being an important component of their risk management measures. Then personal housing loans’ development and risk protection are significant to China Construction Bank, which is the leader of the domestic personal housing loans market.
On the basis of analysis on personal housing loans and relative influence factors, this paper studies the personal housing loans risk management of the commercial bank. It's expected to provide ideas to promote the personal housing loans risk management of China Construction Bank in the light of the actuality.
In Chapter II, the paper first looks back on the history of domestic individual house market, and describes the status in quo. It is said that the personal housing loans is invited because the total amount of the house trade exceeds that of the house purchaser’s present payment power. Following is
the up-to-now situation of the personal housing loans both in China and of China Construction Bank.
Since the New Basel Capital Accord (also known as Basel II) defines the risks faced by the commercial bank as three types, which are credit risk, operational risk and market risk, in Chapter III, the paper analyses the risk factors of the personal housing loans by dividing the risks which the loans confront into credit risk and operational risk. Credit risk factors include borrower’s willingness, payment ability, the be-in-debt attitude, reinvestment products and house selling, while both the internal factors(operational process, employee, information system) and the external factors(outside events) will influence the operational risks.
The paper continues to study the personal housing loans credit risk management and operational risk management respectively in Chapter IV, analyzing the personal credit scoring system, personal housing loans process transformation etc.
Finally, the paper provides the recommends to China Construction Bank personal housing loans risk m
anagement on the base of the status of the bank’s risk management. It suggests that China Construction Bank should develop the personal credit scoring system, promote the ability of product design and pricing, enhance the internal control and policies system, reform the process, establish a strict reward/punishment, and improve the whole level of risk management.
KEY WORDS: personal housing loans, risk management, personal credit scoring, process transformation, China Construction Bank