|本期目录/Table of Contents|

[1]王晓君,骆桦. 基于Logistic模型的住房抵押贷款违约风险实证研究[J].浙江理工大学学报,2013,30(02):137-141.
 WANG Xiao jun,LUO Hua. An Empirical Study on Default Risk of Housing Mortgage Loans Basedon Logistic Model[J].Journal of Zhejiang Sci-Tech University,2013,30(02):137-141.
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 基于Logistic模型的住房抵押贷款违约风险实证研究()
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浙江理工大学学报[ISSN:1673-3851/CN:33-1338/TS]

卷:
第30卷
期数:
2013年02期
页码:
137-141
栏目:
经济与管理
出版日期:
2013-03-01

文章信息/Info

Title:
 An Empirical Study on Default Risk of Housing Mortgage Loans Basedon Logistic Model
文章编号:
16733851 (2013) 02026905
作者:
 王晓君 骆桦
 浙江理工大学理学院, 杭州 310018
Author(s):
 WANG Xiaojun LUO Hua
 School of Sciences, Zhejiang SciTech University, Hangzhou 310018, China
关键词:
 住房抵押贷款 违约风险 Logistic回归模型
分类号:
F830.572
文献标志码:
A
摘要:
    住房抵押贷款已成为我国商业银行拓展信贷营销业务、优化信贷资产结构的主要手段。但是随着中国住房抵押贷款的发展,风险也日益突出。在实地调研的基础上,利用Logistic回归模型对影响我国住房抵押贷款违约风险的因素进行了实证分析,研究发现,借款人每月偿还贷款金额与家庭收入之比越高,违约率就越高;借款人年龄越大,违约率就越高;借款人受教育程度越高,违约率就越低;借款人工作稳定性越高,违约率就越低。这为商业银行在住房抵押贷款发放时管理违约风险提供了有益的帮助。

参考文献/References:

 [1] 郑媛. 商业银行个人住房抵押贷款风险分析[J]. 集体经济: 财税金融, 2010(6): 101102.
[2] 钱争鸣, 李海波, 于艳萍. 个人住房按揭贷款违约风险研究[J]. 经济研究, 2010(增刊): 143152.
[3] Furstenberg V, George M, Green R J. Home mortgage delinquencies: a cohort analysis[J]. Journal of Finance, 1974, 29: 15451548.
[4] Herzog J P, Earley J S. Home Mortgage Delinquency and Foreclosure[M]. New York: National Bureau of Eeonomic Research, 1970.
[5] Williams, Beranek A O W, Kenkel J. Default risk in urban mortgages: a Pittsburgh proto type analysis[J]. American Real Estate and Urban Economics Association Journal, 1974(2): 101112.
[6] 王福林, 贾生华, 邵海华. 个人住房抵押贷款违约风险影响因素实证研究: 以杭州市为例[J]. 经济学, 2005, 4 (3): 739751.
[7] 何晓群. 应用多元统计分析[M]. 北京: 中国统计出版社, 2010.
[8] 马宇. 我国个人住房抵押贷款违约风险影响因素的实证研究[J]. 统计研究, 2009, 26(5): 100105.
[9] 王济川, 郭志刚. Logistic回归模型: 方法与应用[M]. 北京: 高等教育出版社, 2001.

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备注/Memo

备注/Memo:
 收稿日期: 2012-06-01
基金项目: 国家自然科学基金项目(60903143);浙江理工大学系列课程建设项目(11432932320942)
作者简介: 王晓君(1989-),女,浙江慈溪人,硕士研究生,从事数理统计的研究。
通信作者: 骆桦,电子邮箱:luohuahill@163.com
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