摘要
本文分析了我国房地产市场及其贷款业务发展情况。通过比较国内外关于我国房地产贷款压力测试的方法和结论,选取IMF的研究参数对我国14家上市商业银行的房地产贷款进行压力测试,并将测试结果与国内有关研究参数条件下的测试结果相比较。测试结果表明,IMF的研究参数值设置偏高,但我国商业银行的盈利能力和抗风险能力较难通过压力测试的结论成立,尤其是系统重要性银行的潜在风险应引起重视。据此本文提出了相关对策建议。
This paper analyses the development of China’s real estate market and its loan business.After comparing the methods and conclusions of Chinese real estate loan stress testing,this paper tests the real estate loans of 14 listed commercial banks in China,using the research parameters of IMF.Test results show that,the setting of IMF parameters is too big,but the conclusion is that the profitability and anti-risk ability of commercial banks in China are difficult to pass the stress test,in particular,the potential risks of systemically important banks should be paid attention to.Finally,the relevant recommendations are put forward.
作者
黄元东
Huang Yuandong(Shaoyang Branch of PBC,Hunan China)
出处
《金融发展评论》
2019年第10期92-104,共13页
Financial Development Review
