Empirical Research on the Risk Measurement of Mortgage Loans on Rural Land Contract and Management Rights: A Case Study of Heilongjiang Province

Yin, K.; Lan, Q.; Kan, S., and Su, Y., 2020. Empirical research on the risk measurement of mortgage loans on rural land contract and management rights: A case study of Heilongjiang Province. In: Yang, Y.; Mi, C.; Zhao, L., and Lam, S. (eds.), Global Topics and New Trends in Coastal Research: Port, C...

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Veröffentlicht in:Journal of coastal research 2020-06, Vol.103 (sp1), p.226-230
Hauptverfasser: Yin, Kexin, Lan, Qinggao, Kan, Shuaishuai, Su, Yadi
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description Yin, K.; Lan, Q.; Kan, S., and Su, Y., 2020. Empirical research on the risk measurement of mortgage loans on rural land contract and management rights: A case study of Heilongjiang Province. In: Yang, Y.; Mi, C.; Zhao, L., and Lam, S. (eds.), Global Topics and New Trends in Coastal Research: Port, Coastal and Ocean Engineering. Journal of Coastal Research, Special Issue No. 103, pp. 226–230. Coconut Creek (Florida), ISSN 0749-0208. With the methods of factor analysis, the VAR model, and the GARCH model, selecting 11 indicators related to the agricultural production conditions and rural economy in Heilongjiang Province from 2012 to 2017 as the macroeconomic indicators, and 8 indicators related to credit risk management and asset quality supervision in Heilongjiang Province within the 72 months from 2012 to 2017 as the microeconomic indicators, this paper conducted empirical research on the risk measurement of mortgage loans on rural land contract and management rights in Heilongjiang Province. The VAR of the risks of mortgage loans on rural land contract and management rights was calculated with the VAR-GARCH (1, 1) model. The VAR line chart showed that the risks of mortgage loans on rural land contract and management rights in Heilongjiang Province were at a lower level in 2012, at a stably high level from 2013 to 2016, and then relieved to some extent in 2017. At the end of the article, it was suggested that the financial environment in Heilongjiang Province should be improved and banks' internal control should be strengthened so as to promote the smooth development of mortgage loans on rural land contract and management rights.
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Empirical research on the risk measurement of mortgage loans on rural land contract and management rights: A case study of Heilongjiang Province. In: Yang, Y.; Mi, C.; Zhao, L., and Lam, S. (eds.), Global Topics and New Trends in Coastal Research: Port, Coastal and Ocean Engineering. Journal of Coastal Research, Special Issue No. 103, pp. 226–230. Coconut Creek (Florida), ISSN 0749-0208. With the methods of factor analysis, the VAR model, and the GARCH model, selecting 11 indicators related to the agricultural production conditions and rural economy in Heilongjiang Province from 2012 to 2017 as the macroeconomic indicators, and 8 indicators related to credit risk management and asset quality supervision in Heilongjiang Province within the 72 months from 2012 to 2017 as the microeconomic indicators, this paper conducted empirical research on the risk measurement of mortgage loans on rural land contract and management rights in Heilongjiang Province. The VAR of the risks of mortgage loans on rural land contract and management rights was calculated with the VAR-GARCH (1, 1) model. The VAR line chart showed that the risks of mortgage loans on rural land contract and management rights in Heilongjiang Province were at a lower level in 2012, at a stably high level from 2013 to 2016, and then relieved to some extent in 2017. 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Lan, Q.; Kan, S., and Su, Y., 2020. Empirical research on the risk measurement of mortgage loans on rural land contract and management rights: A case study of Heilongjiang Province. In: Yang, Y.; Mi, C.; Zhao, L., and Lam, S. (eds.), Global Topics and New Trends in Coastal Research: Port, Coastal and Ocean Engineering. Journal of Coastal Research, Special Issue No. 103, pp. 226–230. Coconut Creek (Florida), ISSN 0749-0208. With the methods of factor analysis, the VAR model, and the GARCH model, selecting 11 indicators related to the agricultural production conditions and rural economy in Heilongjiang Province from 2012 to 2017 as the macroeconomic indicators, and 8 indicators related to credit risk management and asset quality supervision in Heilongjiang Province within the 72 months from 2012 to 2017 as the microeconomic indicators, this paper conducted empirical research on the risk measurement of mortgage loans on rural land contract and management rights in Heilongjiang Province. The VAR of the risks of mortgage loans on rural land contract and management rights was calculated with the VAR-GARCH (1, 1) model. The VAR line chart showed that the risks of mortgage loans on rural land contract and management rights in Heilongjiang Province were at a lower level in 2012, at a stably high level from 2013 to 2016, and then relieved to some extent in 2017. At the end of the article, it was suggested that the financial environment in Heilongjiang Province should be improved and banks' internal control should be strengthened so as to promote the smooth development of mortgage loans on rural land contract and management rights.</abstract><cop>Fort Lauderdale</cop><pub>Coastal Education and Research Foundation</pub><doi>10.2112/SI103-049.1</doi><tpages>1</tpages></addata></record>
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subjects Agricultural production
Autoregressive models
Case studies
COASTAL ECONOMIC DEVELOPMENT
Coastal engineering
Coastal inlets
Coastal research
Coasts
Empirical analysis
Factor analysis
Indicators
Loans
Measurement
Mortgage loans on rural land contract and management rights
Ocean engineering
Offshore engineering
Risk management
risk measurement
Rural areas
Stochastic models
VAR model
title Empirical Research on the Risk Measurement of Mortgage Loans on Rural Land Contract and Management Rights: A Case Study of Heilongjiang Province
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