| 个人抵押贷款违约风险的二元Logistic分析 |
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| 引用本文： | 高凌云,吕喆. 个人抵押贷款违约风险的二元Logistic分析[J]. 山东行政学院学报, 2009, 0(2): 98-100,112 |
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| 作者姓名： | 高凌云 吕喆 |
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| 作者单位： | 山东省经济管理干部学院,山东,济南,250014;山东省建设银行文东支行,山东,济南,250014 |
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| 摘 要： | 美国“次贷”危机爆发的直接原因是抵押借款人的违约。因此，如何有效识别国内借款人的违约风险，提前预防和控制，已经成为我国商业银行在经营过程中面临的主要问题。通过统计学二元Logistic技术对实证数据进行回归分析，探索影响违约风险的主要因素，为商业银行提供风险控制建议。
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| 关 键 词： | 抵押贷款 违约风险 二元Logistic分析 |
A Binary-Logistic Analysis to the Default Risk of Personal Mortgage Loan |
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| Gao Ling-yun,Lv zhe. A Binary-Logistic Analysis to the Default Risk of Personal Mortgage Loan[J]. Journal of Shandong Administrative College and Shandong Economic Management Personnel College, 2009, 0(2): 98-100,112 |
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| Authors: | Gao Ling-yun Lv zhe |
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| Affiliation: | 1.Shandong Economics and Administration Institute;Jinan 250014;China;2.Shandong Construction Bank;China |
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| Abstract: | The default of mortgagor is the direct cause of the"Subprime Lending Crisis".Therefore,how to distinguish the default of mortgagors efficiently and how to defend the risk default of mortgagor have been the keys for Commercial banks.This article tries to by binary-Logistic analyze a set of data to construct a model to distinguish the default risk of mortgagors,for commercial banks to control default risk. |
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| Keywords: | Mortgage Loan Default Risk Binary-Logistic Analysis |
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