Risk Assessment and Prediction of Mortgage Loans to Individual Farmers: A Case Study of China
发布日期：2025-06-11
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Abstract：High default rates have long been regarded as a significant internal barrier to the advancement of mortgage loans secured by land-use rights in China. To analyze the factors that affect the default of land-use right mortgage loans, this study empirically examines data on mortgage loans over land use rights in an eastern Chinese province by applying the Cox proportional hazards model. The findings reveal that factors such as loan amount, credit score, planting insurance coverage ratio, and order-to-sales ratio significantly impact the likelihood of default. Moreover, according to the Kaplan–Meier (KM) curve results, default rates are particularly likely to rise during specific weeks around the 27th, 36th, and 45th weeks of the loan cycle, which may be related to the harvest cycle of agricultural products. Further, to explore the loan status for risk control purposes, we develop a robust risk prediction model, characterized by its continuous prediction capability, lack of need for sample pairing, and exceptional robustness, using Nomogram plots and ROC curves. Our research provides commercial banks with a reliable way to forecast and monitor the default risks of land-use right mortgage loan.
作者：Guangqing Zhang、Hong Mei
文章来源：《Asia-Pacific Financial Markets》（11 June 2025）
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