我国房地产价格与 银行信贷风险相关性综述
摘要
我国于1998年实行住房货币化改革之后,房地产逐步进入市场化阶段,迎来了快速发展。房地产市场的健康发展可以支撑和带动整个国民经济的发展,但房地产市场过度的、脱离经济基本面的波动则有可能影响经济的稳定发展。房地产行业属于资金密集型行业,需要大规模的资金支持,而我国金融市场尚不发达,主要依靠商业银行为房地产市场参与者提供信贷支持。因此,随着我国房价的快速攀升,银行体系的信贷风险也随之积聚。在我国房价过快增长的背景下,探究房地产价格与银行信贷风险间的作用机制及相关关系显得尤为迫切。
引文
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[23].唐波.基于神经网络模型的商业银行信贷风险研究.征信.2016.03
[24].贾云赟.商业银行房地产开发信贷风险的统计分析.统计与决策.2012.15
[25].王俊籽刘澜涛.基于Logistic模型的我国商业银行房地产信贷风险研究.财政金融研究.2017.02
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[29].陈新胜李广鹏徐凌.基于KMV模型的商业银行信贷风险度量研究.甘肃科学学报.2014.05
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[2].周京奎.房地产泡沫生成与演化——基于金融支持过度假说的一种解释.财贸经济.2006.05
[3].项卫星李宏瑾白大范.银行信贷扩张与房地产泡沫:美国、日本及东亚各国和地区的教训.国际金融研究.2007
[4].段军山.信贷扩张、房地产价格波动与银行稳定:理论及其经验分析.宏观视野.2008.04
[5].李健飞史晨昱.我国银行信贷对房地产价格波动的影响.上海财经大学学报.2005
[6].段忠东曾令华黄泽先.房地产价格波动与银行信贷增长的实证研究.金融论坛.2007
[7].王晓明.银行信贷与资产价格的顺周期关系研究.金融研究.2010.03
[8].黄梓蔚潘海英.银行信贷规模与房地产价格波动关系研究.价格理论与实践.2014.11
[9].成秋明高云峰.银行信贷与房地产价格的关系——中国省级面板数据的实证分析.投资研究.2011.08
[10].余金平台玉红王胜蓝.金融信贷与房地产价格关系分析——基于上海市实证研究.财务与金融.2014.01
[11].许加银倪乐央包婷婷.温州市房地产市场与银行信贷、实体经济关联关系分析.上海金融.2014.12
[12].王庆芳.我国房地产价格、经济增长与信贷扩张研究——基于房地产双重资产属性的分析.现代财经.2015.01
[13].肖本华.我国的信贷扩张与房地产价格.山西财经大学学报.2008
[14].崔光灿.房地产信贷、价格及市场供求关系研究.金融论坛.2008
[15].宋勃雷红.银行信贷冲击与房地产价格波动:1999-2014——基于我国一、二线城市面板数据分析.金融论坛.2016.05
[16].王锋李宇嘉.我国经济增长背景下的房地产市场与金融稳定.财贸研究.2008.05
[17].邱崇明李辉文.房价波动、银行不稳定和货币政策.财贸经济.2011.03
[18].谭政勋王聪.中国信贷扩张、房价波动的金融稳定效应研究——动态随机一般均衡模型视角.金融研究.2011.08
[19].陈志英韩振国邓欣.信贷、房价波动与银行稳定关系的实证研究.理论探索.2013.02
[20].耿同劲赵昊俊.中国房地产价格与银行体系稳定性研究.当代经济研究.2012.05
[21].范育涛.我国房地产价格波动对我国银行信贷风险的影响——基于动态面板模型GMM的分析.价格理论与实践.2013.10
[22].祝继高李天时尤可畅.房地产价格波动与商业银行贷款损失准备——基于中国城市商业银行的实证研究.金融研究.2017.09
[23].唐波.基于神经网络模型的商业银行信贷风险研究.征信.2016.03
[24].贾云赟.商业银行房地产开发信贷风险的统计分析.统计与决策.2012.15
[25].王俊籽刘澜涛.基于Logistic模型的我国商业银行房地产信贷风险研究.财政金融研究.2017.02
[26].刘洪川王琳. CR+模型在商业银行信贷风险管理中的应用.云南财经大学学报.2006.05
[27].尹航南灵.我国商业银行房地产信贷风险相关因素分析——基于CPV信用风险度量模型.金融经济.2010
[28].郭玉敏刘阳. Credit Metrics模型在我国商业银行信贷风险管理的应用研究.华北金融.2013.03
[29].陈新胜李广鹏徐凌.基于KMV模型的商业银行信贷风险度量研究.甘肃科学学报.2014.05
[30]. Franklin Allen, Douglas Gale. Bubbles and Crises.Royal Economic Society.1998
[31]. Aoki K, Proudman J, C. Vlieghe."Housing prices,consumption and monetary policy:A financial accelerator approach,". The Journal of Finance.2004
[32]. Davis E P, Zhu H. Bank lending and commercial property cycles:some cross-country evidence.2004
[33]. Stefan Gerlach, Wensheng Peng. Bank lending and property prices in Hong Kong.Journal of Banking and Finance. 2005.29
[34]. Collyns C, Senhadji A.Lending booms,real estate bubbles and the Asian crisis. 2002
[35]. Iacoviello M. House Prices, Borrowing Constraints and Monetary Policy in the Business Cycle. The American Economist. 2005
[36]. Gimeno R,Martinez-Carrascal C. The relationship between House Prices and House Purchase Loans:The Spanish Case. Journal of Banking and Finance.2010
[37].SaeWoonPark;DooWoanBahng;YunW.Park. Price Run-up in Housing Markets, Access to Bank Lendingand House Prices in Korea. The Journal of Real Estate Finance and Economics.2010
[38]. Johnv. Duca; John Muellbauer; Anthony Murphy.House Price and Credit Constraints:Making Sense of the U.S.Experience.Economic Journal.2011
[39]. Y. McCarthy; K. McQuinn. Credit conditions in a boom and bust property market. Central Bank of Ireland Research Technical Paper.2013
[40].Koetter,Poghosyan. Real Estates Impact on Bank Distress.Banking and Financial Supervision.2008.18
[41].Fong P W, Wong A C S. Stress-Testing Banks'Credit Risk Using Mixture Vector Autoregressive Models.Stress testing for Financial Institutions. London:Risk Books.Assessing the Resilience of ASEAN Banking Systems.2008
[42].Goetz von Peter. Asset prices and banking distress:A macroeconomic approach.Journal of Financial Stability.2009
[43].Nasser Mohammadi; Maryam Zangeneh. Customer Credit Risk Assessment using Artificial Neural Networks.InternationalJournal ofInformationTechnologyand Computer Science.2016
[44].Tika Arundina; Mohd. Azmi Omar; Mira Kartiwi. The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences.Pacific-Basin Finance Journal.2015
[45].Deni Memi?. Assessing Credit Default using Logistic Regression and Multiple Discriminant Analysis:Empirical Evidence from Bosnia and Herzegovina. Interdisciplinary Description of Complex Systems.2015
[46].KMV. Global Correlation Factor Structure. San Francisco, KMV Corporation, August 1996
[47]. KMV. KMV and Credit Metrics. San Francisco,KMV Corporation.1997
[48]. Morgan, J. P. Credit Metrics. New York, Technical Document, April 2.1997
[49].Credit Suisse First Boston. Credit Risk+:A Credit Risk management Framework. Credit Suisse First Boston Internation.1997