个人抵押贷款违约风险的二元Logistic分析  

A Binary-Logistic Analysis to the Default Risk of Personal Mortgage Loan

作　　者：高凌云[1] 吕喆[2] 

机构地区：[1]山东省经济管理干部学院,山东济南250014 [2]山东省建设银行文东支行,山东济南250014

出　　处：《山东行政学院山东省经济管理干部学院学报》2009年第2期98-100,112,共4页Journal of Shandong Administrative College and Shandong Economic Management Personnel College

摘　　要：美国"次贷"危机爆发的直接原因是抵押借款人的违约。因此,如何有效识别国内借款人的违约风险,提前预防和控制,已经成为我国商业银行在经营过程中面临的主要问题。通过统计学二元Logistic技术对实证数据进行回归分析,探索影响违约风险的主要因素,为商业银行提供风险控制建议。The default of mortgagor is the direct canse of the＂Subprime Lending Crisis＂. Therefore, how to distinguish the default of mortgagors efficiently and how to defend the risk default of mortgagor have been the keys for Commercial bankso This article tries to by binary - Logistic analyze a set of data to construct a model to distinguish the default risk of mortgagors ,for commercial banks to control default risk.

关 键 词：抵押贷款 违约风险 二元Logistic分析 

分 类 号：F830.589[经济管理—金融学]