我国汽车金融公司的信贷风险管理研究

发布时间：2018-10-15 07:03

【摘要】：摘要：近年来,汽车金融公司作为专业的提供汽车消费信贷服务的机构开始在国内金融市场上逐渐出现和成长。自2004年国内首家汽车金融公司——上汽通用汽车金融公司成立以来,截止2012年年底,已经陆续成立了16家汽车金融公司。但由于我国个人信用体系的不健全、法律法规的不完善、缺乏专业的汽车消费信贷人才等因素,汽车金融公司缺乏有效的风险管理和控制体系,风险问题成为影响和制约我国汽车金融公司健康持续发展的瓶颈,信用风险显得尤为突出。本文首先介绍了我国汽车金融公司信贷风险的成因,从国家宏观经济政策、经济周期波动、市场竞争、社会环境因素等四个方面分析了信贷风险形成的外因,从内部员工的风险识别能力、公司内部风险管控系统分析了信贷风险形成的内因。另外,运用博弈模型对汽车金融公司信贷风险形成过程进行了简单展示,并说明信用风险是信贷风险管理的重点。然后,本文通过对信贷风险度量模型和数据可得性进行分析比较后,选择运用Logistic回归模型对汽车金融公司的信贷风险影响因素进行实证分析,以信贷客户的个人信用作为研究对象,信贷客户的个人资料作为数据基础,通过SPSS软件的分析,得出与信贷违约率显著相关的因素。此外,本文以三一汽车金融公司为例进行案例分析,对其信贷业务和信贷风险管理进行介绍,并提出可供借鉴的参考意见。最后,依据汽车金融公司信贷风险的成因、信贷风险类型和实证研究结果提出了信贷风险管理的对策。
[Abstract]:Absrtact: in recent years, auto finance companies, as professional institutions providing auto consumer credit services, have gradually emerged and grown in domestic financial markets. Since the establishment of SAIC General Motors Finance Company, the first auto finance company in China in 2004, 16 auto finance companies have been set up by the end of 2012. However, due to the imperfect personal credit system, the imperfect laws and regulations, the lack of professional auto consumption credit personnel and other factors, auto finance companies lack an effective risk management and control system. The risk problem has become the bottleneck which affects and restricts the healthy and sustainable development of automobile finance companies in our country, and the credit risk is especially prominent. This paper first introduces the causes of credit risk of auto financing companies in China, and analyzes the external causes of credit risk formation from four aspects: national macroeconomic policy, economic cycle fluctuation, market competition, social environmental factors, etc. From the risk identification ability of internal employees, the internal risk control system analyzes the internal causes of the formation of credit risk. In addition, the paper uses the game model to show the forming process of credit risk of automobile finance company, and explains that credit risk is the key point of credit risk management. Then, after analyzing and comparing the credit risk measurement model and the data availability, we choose to use the Logistic regression model to analyze the influencing factors of the credit risk of the automobile finance company. Taking the personal credit of the credit customer as the research object and the personal data of the credit customer as the data base, the factors related to the credit default rate are obtained by the analysis of SPSS software. In addition, this paper takes Sany Automobile Finance Company as an example to analyze its credit business and credit risk management, and puts forward some suggestions for reference. Finally, according to the causes of credit risk, the types of credit risk and the results of empirical research, the countermeasures of credit risk management are put forward.
【学位授予单位】：中南大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.39

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