摘要
当前,房地产宏观调控引发的房地产市场调整将给金融机构贷款安全造成影响。本文运用向量自回归方法,以河南省洛阳市为例,对商品房价格、销售量、利率变化对金融机构房地产贷款质量的影响,进行了实证分析和压力测试。本文认为在房地产萧条情形下,银行会受到较大打击,但通过压力测试表明银行可以承受。
Real estate market adjustment initiated by its macro-control will make effect on financial in-stitution loans.This article makes an empirical analysis on commercial housing price,sales volume and change of interest rate’s effect on quality of financial institution real estate loans with applying the vector auto regression method.The result of pressure test shows that in the condition of real estate depression,banks will get a relatively attack but in a sustainable level.
出处
《金融理论与实践》
北大核心
2010年第11期103-106,共4页
Financial Theory and Practice
关键词
金融机构
房地产贷款
压力测试
向量自回归
Financial Institution
Real Estate Loan
Pressure Test
Vector Auto Regression
