全国房地产业信用风险压力测试分析  

Stress Testing Analysis on the Credit Risks of China's Real Estate Industry

作　　者：杨晋丽[1] 沈琨[1] 

机构地区：[1]中国人民银行征信中心,北京100140

出　　处：《云南财经大学学报》2011年第1期84-91,共8页Journal of Yunnan University of Finance and Economics

摘　　要：在新一轮房地产调控预期增强并转为现实的背景下,通过建立全国房地产开发贷款信用风险压力测试模型,分析房价、利率、房地产信贷规模、GDP以及房屋销售等因素发生变动时,全国房地产开发贷款质量的变动,以及不同压力情境下房地产开发贷款的质量状况。分析结果表明:房价、信贷规模、GDP对房地产开发贷款的质量具有显著影响,长、短期影响程度有差异。With the new round of strengthening the regulation expectation of the real estate industry, through constructing a stress - testing model on the loan credit risks of China＇s real estate development, the authors analyze the loan quality change of national real estate development when house price, interest rate, credit scale, GDP and house selling change, and the loan quality of real estate development under different stress. The results show that house price, credit scale and GDP have significant influences on the loan quality of real estate development, with differences in long and short term influences.

关 键 词：房地产调控 房地产开发贷款质量 压力测试 

分 类 号：F832.45[经济管理—金融学]