我国商业银行信用卡风险识别与控制研究

发布时间：2018-01-03 15:08

本文关键词：我国商业银行信用卡风险识别与控制研究　出处：《吉林财经大学》2016年硕士论文　论文类型：学位论文

【摘要】：信用卡作为企业与居民短期贷款的重要金融工具已经普及国内外。近些年来我国商业银行信用卡从发行量到有效持有量均逐年高速递增,目前信用卡的发行已成为商业银行利润的重要增长点,与国外信用卡业务发展现状相比,我国信用卡发行的现状十分典型,通过个人研究及实践经验总结出以下几点:第一,各商业银行为了抢占客户资源大量发行信用卡,信用卡发行量逐年增高,信用卡的营业收入和违约率也随之递增,人均信用卡持有量不断增加;第二,我国信用卡相关制度不完善,主要体现在审核时的个人征信审核内容不够全面、个人信息管理和客户信息维护不及时、信用卡额度审批流程不够严谨导致的信用风险;第三,信用卡风险监控流程存在漏洞,导致大量境内外用卡风险没有及时识别为而产生操作风险;第四,由于我国客户的消费观与国外不同,我国大部分信用卡使用是被动的,致使我国信用卡业务为商业银行带来高额利润存在障碍。另外国有银行在国外的分支机构并不多,而且境外我国商业银行能办理信用卡的相关业务少之又少,所以境外持有我国商业银行信用卡存在更高风险。而信用卡风险的风险根源主要体现在风险管理技术的落后、信用评估制度不够完善、发卡机构管理制度不完善、信用卡营销人员管理问题和相关法律法规不完善。目前信用卡已成为生活中消费支付的重要方式,同时信用卡的错误使用、制卡技术问题和商业银行信用卡管理等问题导致信用卡在发行和使用过程中产生风险,所以,我国信用卡在发行和管理方面需要借助国外的先进理论和风险识别模型进行信用卡的风险分析并加以应用,以保障我国信用卡业务的良好发展,以适应国家的经济政策和经济发展。本文通过对当前信用卡现状的分析,对国内外文献分析,参照国内外知名学者所提出的理论、当代信用风险识别和操作风险识别的模型来分析我国商业银行信用卡风险的特点和风险根源。并根据工商银行信用卡的业务操作流程,分析当前信用卡发行、业务操作和客户维护的问题。文章通过选取《新巴赛尔协议》中信用风险识别的内部评价法的和操作风险识别的基本指标法,结合某商业银行信用卡相关数据和工商银行的2012年到2014年年报数据计算分析银行的资本配置。并对工商银行内部控制的风险识别方案加以分析和应用。文章第五章例举两个商业银行风险案例。其中,案例一为主要因风险监控流程和风险评分及识别模型选取的问题导致的批量信用卡盗刷案件,为典型信用卡操作风险案例。案例二为信用卡产品设计和信用卡相关制度的问题导致信用卡循环贷款违约,为典型信用卡信用风险案例。通过对两个典型案例的发生过程和数据计算进行分析,总结案例中存在的风险点并针对案例提出风险控制的建议。同时文章对商业银行进行信用卡发行优化、风险识别和风险控制起到重要作用。在第六章中结合当前信用卡的发展特点、风险表现和风险根源,结合案例中的风险点,针对性地提出信用卡风险控制的相关意见。风险控制建议的提出为商业银行信用卡业务的全面管理和适应国家宏观经济调控和经济发展均有现实意义。本文通过提取信用卡最新研究数据总结信用卡发行现状和发行特点,通过实地调查和信用卡业务操作流程分析信用卡风险的根源。通过阅读文献总结国外信用卡发行经验,对信用卡风险识别的方法进行系统的总结并选取风险识别模型举例并应用于信用卡风险管理。为商业银行在信用卡审批、发行、风险监控及客户维护等方面提供可靠的理论依据,对今后有效规避及控制信用卡风险研究起到重要作用。
[Abstract]:Credit card as an important financial tool for enterprises and residents of short-term loans have been popular at home and abroad. In recent years, China's commercial banks credit card holdings from circulation to the rapid increase year by year, an important growth point of current credit card issuance has become the profit of commercial banks, compared with foreign credit card business development status, current situation of our country credit card issuers are typical, through individual research and practice experience summed up the following points: first, the commercial banks in order to seize a large number of clients to issue credit cards, credit card issuance volume increased year by year, the credit card business income and the default rate is increased, the per capita credit card holdings increased; second, China the credit card system is not perfect, mainly reflected in the content of personal credit audit audit is not comprehensive, personal information management and customer information maintenance is not timely, the amount of credit card The approval process is not precise enough to lead to credit risk; third, credit card risk monitoring process loopholes, resulting in a large number of domestic use the card without the risk of timely identification for arising from operational risk; fourth, due to our customer consumption concept is different from overseas, most of our country's credit card use is passive, resulting in China's credit card business high profits for commercial banks exist obstacles. Another state-owned bank branches abroad are not many, and foreign commercial banks in China can handle the relevant business credit card is less and less, so I hold the overseas commercial bank credit card has higher risk. The risk source of credit risk is mainly reflected in the risk management of technology the backward, credit evaluation system is not perfect, the card issuer management system is not perfect, the management of credit card marketing personnel and related laws and regulations are not perfect the credit. The card has become an important way of life of the consumer to pay at the same time, the use of credit card mistakes, business card printing technology and commercial bank credit card management and other issues resulting in the issue of risk, and use of credit cards so the risk analysis of China's credit card issuing and management aspects of the advanced theory and risk identification model need help foreign credit card and using it to ensure the healthy development of China's credit card business, in order to adapt to the country's economic policy and economic development. Based on the analysis of the current situation of the credit card, the analysis of literature at home and abroad, according to the domestic and foreign scholars proposed the theory of contemporary credit risk and operational risk the recognition model to analyze the characteristics and origin of the risk of China's commercial bank credit risk. And according to the operation process of commercial bank credit card, the analysis of the current credit card issuers, Operations and customer maintenance. This paper selects the New Basel Agreement > < in basic indicators of internal evaluation of risk identification method and operational risk identification, combined with a commercial bank credit card and data related to the industrial and Commercial Bank of China from 2012 to 2014 annual data analysis of bank capital allocation. And analysis and application of the risk identification scheme of industrial and commercial bank internal control. The fifth chapter lists two commercial bank risk cases. Among them, one case is mainly due to causes the selected risk monitoring process and risk score and recognition model of the problem batch of fraudulent credit card cases, credit card is a typical case of operational risk cases. The credit card and credit product design card related system led to the problem of credit card revolving loan default, as a typical credit card credit risk cases. Through the process of two typical cases The calculation and data analysis, summarize the existing case in point of risk and put forward the proposal of the risk control for the case. At the same time the credit card issuers to optimize commercial banks, risk identification and risk control plays an important role. In the sixth chapter, combined with the development characteristics of credit card risk at present, performance and risk source, combined with the case the risk, put forward relevant suggestions to control credit risk. Risk control suggestions for comprehensive management of commercial bank credit card business and adapt to the national macroeconomic control and economic development have practical significance. This paper summarizes the latest research data of credit card issuers issued by extracting the status and characteristics of credit card, through field the investigation and analysis of origin of credit card business operation process of credit card risk. By reading the summary of foreign credit card issuance, the credit card risk. Other methods were summarized and selected and applied to the risk identification model for credit risk management. The issue for commercial banks in the credit card approval, and provide a reliable theoretical basis for risk control and customer maintenance etc., in the future to avoid and control the risk of credit card has played an important role.

【学位授予单位】：吉林财经大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.2

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