英语论文网

Private Housing Mortgage Loan Risk Analysis for Bank
of Communications Jiujiang Branch
GRADUATING PROJECT
MSc. International Finance
Private Housing Mortgage Loan Risk Analysis for Bank
of Communications Jiujiang Branch
ACKNOWLEDGEMENT
英文论文网First of all, I would like to express the greatest gratitude to my supervisor, TessTAULBER. I am fortunate to receive her advices regularly. This keeps me in theright orientation on the research. Her deep insight on the subject is quitevaluable to me, and I cannot complete the paper without her supervision.Besides, thanks to Peng KANG, the director of personal finance department ofBank of Communications Jiujiang Branch. He helps me to obtain the data aboutthe research.
In addition, thanks to my collegues, Zhifang CHEN, Jun YANG, Xunfu CHEN,
for valuable advices and constant encouragement.To the people above, my sincere thanks.
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ABSTRACT
This paper intends to give suggestions to Bank of Communications Jiujiang
Branch on risk management of private housing mortgage loan. There are major
five risk sources: borrower, mortgage, bank’s operation, interest rate, and
liquidity. In literature review and methodologies, analysis shows credit risk
management in Jiujiang Branch is the shortcoming. The paper uses
“CreditRisk+” model to evaluate the credit risk from the borrowers quantitatively,
and analyzes other risk sources qualitatively. 15.89 million CNY should be
allocated as economic capital. Besides, price risk of the mortgage, loopholes in
loan contract, and mismatch in term to maturities of asset and liability and so
forth contribute to the risk of the loan. And then the paper expects the trends of
several risks for the loan in future and gives suggestions to Jiujiang Branch for
risk management including internal rating-based, penal sum system, constant
monitoring, risk transfer, asset securitization, and stress testing and so on.
Finally, conclusions will be made. Limitations and recommendations on further
research are also given.
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TABLE OF CONTENTS
ACKNOLEDGEMENT‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧II
OATH OF PERSONAL NATURE OF WORK‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧II
ABSTRACT‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧̷本论文由英语论文网提供整理，提供论文代写，英语论文代写，代写论文，代写英语论文，代写留学生论文，代写英文论文，留学生论文代写相关核心关键词搜索。