摘要
摘要
自我国实行住宅商品化改革以来，房地产欧亿·体育（中国）有限公司得到了迅猛发展，与此同时，
受益于房地产市场的繁荣，个人住房抵押贷款市场也得到了长足发展。但随着贷
款体量和规模的不断增长以及复杂多变的国内外经济形势，由个人住房抵押贷款
带来的风险也逐渐凸显。尤其是当下我国处在经济下行周期，经济进入新常态，
宏观调控政策趋紧，房地产市场趋于理性，个人住房贷款风险逐渐暴露的情况下，
提升银行个人住房贷款违约风险的识别与管理能力已成为当务之急。
对此，本文以 JT银行温州分行个人住房贷款业务作为研究的对象，在风险管
理现状分析的基础上利用 Logistic计量模型探究影响个人住房抵押贷款违约的因
素，剖析背后的机理，以期通过研究提升 JT银行温州分行个人住房贷款的风险识
别和控制能力。本文的主要研究过程和结论如下：
（1）通过对 JT银行温州分行经营数据与管理流程的梳理，发现温州分行个
人住房贷款占到了个人信贷总额的 76.1%，超出了合理的范围。同时，在风险管理
上，还存在多个问题。
（2）从借款人特征、房产特征、贷款特征、区域特征四大维度选取变量建立
Logistic模型对违约行为进行回归分析，研究结果表明：借款人年龄、学历、借款
人为本地人、等额本金的还款方式以及房价指数对违约行发的发生具有显著的负
相影响作用；而普通企业职工、个体商户或企业主以及其他职业相比国家单位工
作的借款人违约概率更高。
（3）通过 Logistic模型得到预测准确率，结果显示，模型的整体预测的准确
率在 94.7%，总体预测准确率较高，可以用于风险的识别与预警。其中，第 I类错
误率为 3.5%，第 II类错误率为 18.4%，仍有进一步提高的空间。
（4）基于存在问题以及实证回归的结果针对性地提出了相应的风险防范对策，
包括：拓宽信息获取渠道，强化信息审核力度、构建科学的风险量化评价体系、
加强风险管理专业人员队伍建设、落实贷后工作，明确岗位责任制。其中，每一
点的对策都包含相应的具体实施措施。
关键词：个人住房贷款；违约风险；风险管理；Logistic模型
I
Abstract
Abstract
Since the implementation of housing commercialization reform in China, the real
estate industry has developed rapidly. At the same time, benefiting from the prosperity
of the real estate market, the personal housing mortgage market has also developed by
leaps and bounds. However, with the continuous growth of loan volume and scale and
the complex and changeable economic situation at home and abroad, the risks brought
by personalhousing mortgage loansare becomingmore and moreprominent.
Especially at present, when China is in the economic downturn cycle, the economy has
entered the new normal, the macro-control policies are tightening, the real estate market
tends to be rational, and the risk of personal housing loans is gradually exposed, it has
become an urgent task to improve the bank's ability to identify and manage the default
risk of personal housing loans.
In this regard, this paper takes the personal housing loan business of Wenzhou
Branch of JT bank as the research object. Based on the analysis of the current situation
of risk management, this paper uses the logistic measurement model to explore the
factors affecting the default of personal housingmortgage loan and analyze the
mechanism behind it, in order to improve the risk identification and control ability of
personal housing loan of Wenzhou Branch of JT bank through research. The main
research process and conclusions of this paper are as follows:
(1) Through combing the operation data and management process of JT bank
Wenzhou Branch, it is found that Wenzhou Branch's personal housing loans account for
76.1% of the total personal credit, which is beyond the reasonable range. At the same
time, in terms of risk management , there are still many problems.
(2) Select variables from the four dimensions of borrower characteristics, real
estate characteristics, loan characteristics and regional characteristics to establish a
logistic model for regression analysis of default behavior. The results show that: the
borrower's age, education, the borrower is a local, the repayment method of equal
principal and house price index have a significant negative impact on the occurrence of
default behavior; The default probability of borrowers working in national units is
higher than that of ordinary enterprise employees, individual merchants or business
owners and other occupations.
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