Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)

Research on Credit Risk Identification of Real Estate Industry in China's Commercial Banks

Authors
Yifan Huang
Corresponding Author
Yifan Huang
Available Online September 2017.
DOI
10.2991/ictim-17.2017.73How to use a DOI?
Keywords
Credit risk, Z score model, Fisher test, Real estate industry
Abstract

The core competitiveness of commercial banks is reflected in the ability of risk management, and the most important of all risk management is credit risk management. In addition, for commercial banks, real estate loans are a very important source of income, therefore, investment in real estate funds has increased, but the real estate business non-performing loan rate continues to rise. At present, the real estate industry has been included in the high-risk industries, therefore, to strengthen the real estate credit risk identification for the healthy development of the bank is very important. In the paper, credit risk is briefly introduced, including concept, classification and identification methods. Then we introduce the Z-score model, which is measured the credit risk. We find that the result is not very accurate, so we revised the model considering the situation of our country and the characteristics of the real estate industry. Finally, the Z model is prospected on the basis of the theoretical exposition.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

Volume Title
Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)
Series
Advances in Economics, Business and Management Research
Publication Date
September 2017
ISBN
978-94-6252-405-7
ISSN
2352-5428
DOI
10.2991/ictim-17.2017.73How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yifan Huang
PY  - 2017/09
DA  - 2017/09
TI  - Research on Credit Risk Identification of Real Estate Industry in China's Commercial Banks
BT  - Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)
PB  - Atlantis Press
SP  - 933
EP  - 945
SN  - 2352-5428
UR  - https://doi.org/10.2991/ictim-17.2017.73
DO  - 10.2991/ictim-17.2017.73
ID  - Huang2017/09
ER  -