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违约风险是商业银行住房抵押贷款风险中最主要的风险之一。本文通过个案分析与总体样本分析相结合的方式,利用违约决策期权模型对住房抵押贷款违约风险进行实证研究发现,在众多影响违约风险的因素中,贷款年限、无风险利率与住房价格波动率对违约概率的影响较为显著。
Default risk is one of the most important risks in the mortgage risk of commercial banks. Through the combination of case analysis and overall sample analysis, this paper uses the default decision-making option model to make an empirical study on the default risk of home-equity loan. It finds that among the many factors that affect the default risk, the loan life, risk-free interest rate and housing price volatility The impact of default probability is more significant.