摘要
随着我国市场化改革的逐步推进,以及金融创新工具的大量涌现,银行面临的信用风险愈发复杂,已然成为银行重点防控的风险类型。同时,房地产行业迅速发展,房地产价格迅猛上升,使得依赖银行贷款作为其主要资金来源的房地产市场存在着巨大的潜在信贷风险。以房地产信贷风险对商业银行的传导为切入点,通过构建压力测试和VAR模型研究了房地产信贷风险对商业银行的宏观传导,并在分析结果的基础上提出了防范房地产信贷风险的建议。
With the gradual marketization reform in our country,as well as the emergence of financial innovation tool,banks face increasingly complex credit risk. At the same time,along with the development of economy and the improvement of urbanization construction,real estate industry develops rapidly,and real estate prices rise sharply. Based on the transmission of the real estate credit risk on commercial bank as the breakthrough point,this paper studies the macro transmission of real estate credit risk on commercial banks by constructing the pressure test and VAR model. On the basis of the results of the analysis,we put forward some suggestions of preventing real estate credit risk.
出处
《榆林学院学报》
2016年第1期41-47,共7页
Journal of Yulin University
