交行上海分行个人住房抵押贷款的风险管理的研究

上海交通大学硕士学位论文交行上海分行个人住房抵押贷款的风险管理的研究姓名：许骏隽申请学位级别：硕士专业：工商管理指导教师：傅亚平2009011120024320071262002STUDYONBANKOFCOMMUNICATIONSSHANGHAIBRANCH’SRISKMANAGEMENTOFINDIVIDUALRESIDENTIALMORTGAGEABSTRACTAfterBankOfCommunications(BOCOMM)changedherstrategytoindividualbusiness,individualresidentialmortgagebecameoneofmostimportantbusinessinBOCOMM.In2002,theincrementalquantityofresidentialmortgageinBOCOMMShanghaiBranchwasonly4,300millionRMB.Butin2007,thenumberroseto1.26billionRMB,almosttripleofitin2002.ButwiththeroleofindividualmortgageloanismoreandmoreimportantinBOCOMM,moreefficientriskcontrolmeasuresofindividualmortgageloanisrequiredbyBOCOMMShanghaiBranch.Meanwhile,thesubprimemortgagecrisisinAmericanisanalarmalert.Sohowtodoriskcontrolofresidentialmortgagewhileensuringnobadeffectonresidentialmortgagebusinessdevelopmentisakeyquestiontoresolve.AsanemployeebeingengagedinresidentialmortgagebusinessformanyyearsinBOCOMMShanghaiBranch,afterIdidmanydeepresearchworkIwritethisdissertationfocusesonhowtochangethepresentBOCOMMShanghaiBranch’sindividualresidentialmortgageriskmanagementtostrengthenit,moreefficientlyprotecttheloanssafety.IhopethedissertationcandosomehelpforhealthydevelopmentofBOCOMMShanghaiBranch’sindividualresidentialmortgage.TakingriskmanagementofindividualresidentialmortgageloanofBOCOMMShanghaiBranchastheobjectofstudy,USsubprimelendingcrisisandappearingrisksinhousingmortgageloanfromcommercialbanksinChinaasbackground,thedissertationstudiedandanalyzedseveralpotentialriskfactorsconfrontinginindividualresidentialmortgageloanandBOCOMMShanghaiBranch’sriskmanagementtothesefactors.Finally,thedissertationputforwardtotheadviceonhowtoimproveBOCOMMShanghaiBranch’sriskmanagementofindividualresidentialmortgageloan.Themaintoolusedbythedissertationisinstance.Thedissertationusesalotofpracticalinstancestoanalyzetheriskresourcesandmanagementofindividualmortgageloan.Furthermore,forreferringtopresentindividualmortgagemarketsituationandadvancedriskmanagementofforeignbanks,theadvisementsraisedbythedissertationhavemorepracticalvalues.KeyWords:Riskmanagement;Individualresidentialmortgage;Subjectiveriskresources;Objectiveriskresources200810232008102320081023MBA11120072.719970.39%200712%2%20-30801995MBA2127881MBA31FIGURE1MainOrganizationofDissertation1318823MBA42121.1211121122006200637.75%MBA525.96%2007620071997200719082532700005000100001500020000250003000019972002200721997-2007FIGURE2BalanceofIndividualMortgageLoanInChinafrom1997to200719971902002825320062.2720072.721010020051012723200711760661020066MBA620066920002006)10200619.88.711.13552.122121212215010MBA71.52%2006209019.824.935945221231200722%35%32%MBA821053222212211/2007283665/13786MBA97.443.6-6.766.73FIGURE3HousePricetoIncomeRatioinChinafrom1996to20072212320046.1520077.446.71220062066820072300020071211531/3034.515119971412213200711TABLE1HousePriceofShenzhen,GuangzhouandShanghaiMBA1020071113.52008511014/200720071017350/36200839316/20071019.520082008617258200881320723.55700.61.520072222221200020055,,,,,,,,,2006,,,,,,,MBA1160%22222008108.27419985700.3(FDI)2.02199611520081186514.77.5397119.611.05.71-9CPI7.01-87.3%20071-94.1%4.8%2008MBA12MBA1344FIGURE4IndividualMortgageLoanCourses5MBA14313113111200730%70%6020%5FIGURE5RiskResourcesofIndividualMortgageLoanMBA15;200292000122002619927364,49431122002200351717712MBA166457949231220042020313MBA1766FIGURE6ShanghaiHousePricetoIncomeRatioinRecentYears199920022003MBA1831431418012070%844.200411020002050103142MBA192005315:315120021217501519858151818601855161831523153MBA2052TABLE2MainMaterialsRequiredForIndividualMortgageLoaninBOCOMMShanghaiBranch5720051MBA2131542004723AB2004415A461202004528B49620AB323213211MBA223212200511:3213..MBA23322:32211(1)120064286.12%7.83,27.90.90.853222;MBA24200762115487/2007110670/50%20071017350/20086811159/835.682007323MBA25414111301273140B412200120025.1%20032003MBA26412120023182007828731836144757070282801002003004005006007008009003183614475707028282002200320042005200620077FIGURE7BOCOMMShanghaiBranch’sIndividualResidentialMortgageEndBalance20074.488MBA272007,25.40%,23.48%,21.54%,5.53%,4.50%,4.48%,15.07%82007FIGURE8IndividualMortgageLoanBalancePercentagerateofMainBanksinShanghai41222002200710.5815.60910.58%11.17%12.48%14.65%14.76%15.60%0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%2002200320042005200620079FIGURE9BOCOMMShanghaiBranch’soccupiedRateofMortgageLoaninTotalLoans4123MBA2810200216.21200742.21200211.98%17.66%916.2118.4022.7929.0635.7942.2111.98%12.42%13.75%16.44%16.71%17.66%0.005.0010.0015.0020.0025.0030.0035.0040.0045.000.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%16.2118.4022.7929.0635.7942.2111.98%12.42%13.75%16.44%16.71%17.66%20022003200420052006200710FIGURE10IndividualResidentialMortgageIncomesanditsOccupiedRate4132003200320025.120033.8420041.5420070.6520080.57MBA292003862002200712620023(1112)0204060801001201400.00%1.00%2.00%3.00%4.00%5.00%6.00%43861231321181265.12%3.84%1.54%1.02%0.57%0.65%20022003200420052006200711FIGURE11IncrementalIndividualMortgageLoanandDefaultRateofBOCOMMShanghaiBranch2008.30.90%