X银行信用卡信用风险管理研究

发布时间：2018-06-25 11:40

本文选题：商业银行 + 信用卡　；参考：《华东师范大学》2013年硕士论文

【摘要】：近二十年来,随着国民收入的提高和居民消费习惯的转变,信用卡业务得到了快速发展。信用风险是信用卡业务面临的主要风险。国际上,大量先进的信用风险度量模型已被成熟的应用于信用卡的信用风险管理,而我国商业银行因信用卡发展历史不长,在信用风险的度量和管理还非常有限。与国外银行信用卡业务的高盈利性相比,我国商业银行信用卡业务发展还远远不够,如何提高我国商业银行信用卡信用风险管理水平,加强对信用风险管理的认识,从而提高信用卡的盈利能力,在与外资银行的竞争中处于不败之地是本文的研究目的和意义。本文首先介绍了信用卡产业的发展模式与业务特征,引出信用卡业务的三大主要风险,并指出信用风险是信用卡业务的主要风险,也是现阶段主要管控的对象。在介绍了信用卡信用风险的表现形式之后,文章对信用卡信用风险进行了详细的论述,分析了信用卡信用风险形成的原因。在此基础上,对现行的信用风险的评估方法与模型进行了阐述。在分析了不同的信用卡评分方法之后,结合实际情况,选择了Logistic回归和决策树方法作为本文的实证分析模型。最后利用X银行2007-2010年开卡的信用卡客户信息,主要选取了年龄,性别,婚姻,学历,年收入,额度使用率,历史逾期记录,近半年取现次数等8个因素,运用Logistic回归模型和决策树模型分别分析建立了其对信用卡违约率的预测模型,并对模型进行了检验,并得出可以将Logistic回归和决策树分析运用到银行信用卡信用风险的防范的结论。最后结合国内外文献,信用卡信用风险的相关理论及对某商业银行的实证分析,提出了构建银行内部的个人信用评价体系；加强内部信息管理建设及合规性,制定明晰的策略及加强动态监管；引进高素质的人才和培养现有员工等建议。
[Abstract]:In the last twenty years, with the improvement of national income and the change of residents' consumption habits, credit card business has developed rapidly. Credit risk is the main risk of credit card business. In the world, a large number of advanced credit risk measurement models have been used in credit risk management of credit cards, and commercial banks in China have been used for credit risk management. The development history of the card is not long, the measurement and management of credit risk is still very limited. Compared with the high profitability of foreign bank credit card business, the development of the credit card business of our commercial banks is far from enough. How to improve the credit risk management level of the commercial banks of our commercial banks and strengthen the understanding of credit risk management so as to improve the credit. It is the purpose and significance of this paper that the profitability of the card is in an invincible position in the competition with foreign banks.
This paper first introduces the development mode and business characteristics of credit card industry, leads to three major risks of credit card business, and points out that credit risk is the main risk of credit card business and the main control object at the present stage. After introducing the expression form of credit card credit risk, the article makes a detailed analysis of credit card credit risk. On the basis of the analysis of the different credit card scoring methods and the actual situation, the Logistic regression and the decision tree method are selected as the empirical analysis model of this paper. Finally, X silver is used in the analysis of the different credit card scoring methods. The credit card customer information of 2007-2010 years' opening card, mainly selected age, sex, marriage, education, annual income, amount use rate, history overdue record, and 8 factors of taking cash in nearly half a year, using Logistic regression model and decision tree model respectively to establish the prediction model of default rate of credit card, and examine the model. It is concluded that Logistic regression and decision tree analysis can be applied to the prevention of credit risk of bank credit cards.
Finally, based on the literature at home and abroad, the related theory of credit card credit risk and the empirical analysis of a commercial bank, this paper puts forward the construction of a personal credit evaluation system within the bank, strengthening the construction and compliance of the internal information management, formulating clear strategies and strengthening dynamic supervision, leading to high quality personnel and training existing employees and so on. Argumentative.
【学位授予单位】：华东师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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