摘要
房地产价格下行给金融机构贷款会带来多大风险?本文采用向量自回归方法,以江苏省的数据为例,实证分析房地产价格、成交量、利率变化对金融机构房地产贷款不良资产的影响,进行压力测试。文章认为在房地产萧条情形下,银行会受到较大打击,但银行可以承受,并通过压力测试。
The decline of real estate price has raised concern about risk of financial institution＇s loan. We use a VAR model to explain how the price, sale of real estate and interest rate impact financial institution＇s non-performing loan. It is also known as stress test. The empirical analysis shows that banks may be shocked, but they may survive the stress test.
出处
《上海金融》
CSSCI
北大核心
2009年第7期73-75,共3页
Shanghai Finance
