基于模糊综合评价法住房反向抵押贷款的风险评价  

Risk Evaluation of Reverse Mortgage in China Based on the Method of Fuzzy Comprehensive Evaluation

作　　者：邱琳 

机构地区：[1]上海工程技术大学管理学院,上海

出　　处：《运筹与模糊学》2023年第3期2183-2192,共10页Operations Research and Fuzziology

摘　　要：人口老龄化的加剧和我国住宅率的不断提升使得住房反向抵押贷款作为一种新型的养老金融产品,受到了社会各界的广泛关注。文章以住房反向抵押贷款风险评价调查数据为依托,对住房反向抵押贷款的借款人风险、贷款人风险、抵押物风险和社会风险进行量化,构建住房反向抵押贷款风险评价模型。本文采用模糊综合评价法,客观地评价中国住房反向抵押贷款的借款人风险、贷款人风险、抵押物风险和社会风险;此外使用AHP-FCE模型确定各风险评价指标的权重,即借款人风险的权重为0.5322,贷款人风险权重为0.2448,抵押物风险的权重为0.1483,社会风险的权重为0.0747。从评价结果来看,中国住房反向抵押贷款的风险介于一般和高之间,得分介于3和4之间。研究结果表明,风险评分从高到低依次为贷款人风险、抵押物风险、借款人风险和社会风险。With the aggravation of population aging and the continuous improvement of housing rate in China, reverse mortgage, as a new type of pension financial products, has attracted widespread attention from all walks of life. Based on the survey data of reverse mortgage risk evaluation, this paper quantifies the risk of borrowers, the risk of lenders, the risk of collaterals and social risk. In addition, this paper also adopts the method of fuzzy comprehensive evaluation, which objectively assesses the risk of reverse mortgage in China. Besides, by using the method of Analytic Hierarchy Process (AHP), the study has identified the weights of the risk evaluation indicators, namely 0.5322 for the risk of borrowers, 0.2448 for the risk of lenders, 0.1483 for the risk of collaterals, 0.0747 for social risk. Concluding from the fuzzy comprehensive evaluation, the reverse mortgage risk is found to be between common risk and slightly high risk, scoring between 3 and 4. As shown by the research findings, the order of risk scores from high to low is the risk of lenders, the risk of collaterals, the risk of borrowers, and social risk.

关 键 词：住房反向抵押贷款 风险评价 模糊层次分析法 

分 类 号：F83[经济管理—金融学]