An Empirical Study on the Early Warning System of Credit Risk for Housing Mortgage Loans in Commercial Banks

Credit risk is the greatest risk of housing mortgage loans of commercial banks.The author constructs an early warning system of credit risk for housing mortgage loans based on the quotient of the residual value of housing mortgage loans and the value of the house.The influence of other variables on warning indicators is decomposed into three dimensions including probability,intensity and duration.Each dimension is further divided into three levels to form 27 sub-modules.An empirical study is made based on 100 samples of housing mortgage loans of Beijing in 2009 by taking their housing public accumulation funds into consideration.The results show that the loan portfolio is a small probability,low intensity and short duration module in April 2012,so the asset is relatively safe.