个人住房货款因其客户数量庞大、安全性高等原因,一直以来都是商业4艮行重

点发展的个人消费货款品种 近年来,随着美国次货危机的爆发以及我国政府对房

地产市场调控的不断深入,房地产市场交易量下滑,房价上涨的势头得到遏制,商

业银行个人住房货款风险开始逐步显现.不可否认的是,当前,我国居民当前对于

自住型住房、文善型住房的需求依然强烈,商业银行仍然将个人住房货款作为重点

发展的个人消费货款品种,这就对当前环境下商业银行个人住房货款的风险防控体

系提出了更高的要求。本文写作的目的就是在分析当前个人住房货款风险现状的基

础上,通过对J银行的个人住房货款历史数据进行分析,建立个人信用评分卡,并

对J银行个人住房货款风险控制体系的完善提出建议。

本文首先对当前商业银行个人住房货款的发展现状、风险控制状况进行概述,

分析了当前商业银行个人住房货款风险控制体系的优势与不足,并对J银行个人住

房货款发展现状、风险控制绩效、风险防控中的不足进行了分析,提出了J银行个

人住房货款风险防控体系中可改进的地方。

其次,通过对J银行2000年至2012年的个人住房货款明细数据进行分析,选

取了与借款人信用风险相关的变量,借助SAS软件和CART软件对J银行个人住房

赞款明细数据进行数椐挖掘与构建决策树模型,建立了适用于J银行个人住房货款

的个人信用评分卡,为J银行判断借款人信用风险提供了量化了的手段.

最后,结合J行个人住房货款风险防控体系中可改进的地方与个人信用评分卡,

提出了健全并完善J银行现有的风险控制体系的思路,并总结全文研究所取得的成

果,提出论文的不足以及后续研究工作的进一步展望。

本研究借鉴现有商业银行个人住房货款风险分析和控制研究成果,结合J银行

的个人住房货款样本数据,运用数据分析与挖掘的方法,建立了适合于J银行的个

人住房货款的信用评分卡,并对J银行2000年至2012年的个人住房货款相关数椐

进行评分测量,在此基础上,提出了 文进J银行现有个人住房货款风险防控体系的

建议。本研究成果将在一定程度上完善J银行的个人住房货款风险防控体系,并对

类似J银行的城市商业银行个人住房货款风险防控提供借鉴。

关键词:个人住房货款;个人住房货款风险;风险控制;个人信用评分

ABSTRACT

Individual housing loans has a rapid development in commercial banks for its large

number of customers,high security and other features. But in recent yeaxswith the

outbreak of the U.S. subprime mortgage crisis and the deepy regulation of the Chinese

government on the real estate market, various risk factors of individual housing loans has

already gradually appeared with the reduction of the real estate transaction and the fall of

the price. Therefore, in the new situation, on the basis of meeting the growing self-stay

and improving housing loan demandsmercial banks improve the risk prevention and

control capability has become an urgent research topic with the practical value.The

purpose of this paper is based on analysis of the current risk status of individual housing

loans,through the analysis of the J Bank historic individual housing loan detailed data,

establish personal credit score card to individual housing loan, and make better

recommendations the risk prevention and. control of J bank individuals housing

loans.Firstly5overview the current status of the development of individual housing loans

of commercial banks and tiie risk control status; Make analysis of the sfrengths and

weaknesses of the current housing loans of commercial banks risk control system.And

analyze the situation of individual housing loans,risk control ,performaiice5the

shortcomings of the risk control in the J bank, all of which is to improve the risk

prevention and control system of J bank individuals housing loans.

Then, through the analysis of the J Bank from 2000 to 2012 individual housing loan

detailed data, select the variables related to the credit risk of the borrower, with the help

of SAS software and CART software at the J-bank detailed data and construct the

decision tree model. In the end establish personal credit score card to individual housing

loans, which should help J banks to determine the credit risk of the borrower with

quantified methods.

Finally, combine the improvement of the J bank risk prevention and control system

with personal credit score card, which will help make sense of the risk control system,and

summarize the research results and present the lack of the study and the further outlook.

This study will make use of the existing research about the risk analysis and control

of individual housing loans.This study will select the J Bank as a research object with the

data analysis and mining methods. Analyze the detailed data of individual housing loans

From 2000 to 2012,and then select the relevant variables related to the credit risk of the

borrower, establish the personal credit score card and measure with the historical

data.Finally propose recommendations to improve the J Bank of individual housing loan

risk prevention and control system. The results of this study will be conducive to the

other commercial banks.

KEYWORDS: individual housing loans; individual housing loan risk; risk control;

personal credit score