融资融券业务中的客户征信评级系统

发布时间：2018-04-18 04:30

本文选题：融资融券 + 信用风险　；参考：《天津大学》2012年硕士论文

【摘要】：融资融券业务是我国证券行业一项新业务，业务开展以来不仅活跃了证券市场交易，增加了交易量，，也提高证券公司的交易佣金收入，成为了证券公司新的收入增长点。但同时证券公司也不得不面对国内目前信用基础薄弱的现状，不能充分了解投资者证券账户之外的资产状况，使得证券公司向投资者发放的信贷资产是没有相应的信息保障存在着业务风险。因此，建立证券公司对融资融券客户的信用评估系统，对券商提高证券公司的客户甄别能力，防范客户信用风险、促进业务正常运行有着积极的现实意义。同时，对整合各个金融部门的信用信息资源、防范金融风险，以此提高金融服务水平具有重要意义。本文采用理论与实践相结合的方法，以防范证券公司融资融券业务客户信用风险为视角，从业务实践角度出发，研究客户信用评级系统在证券公司融资融券业务中的地位和作用。根据证券公司自身业务特点，通过对国内外信用评估体系及方法的研究。提出客户信用评级系统的设计建设与应用方案：建立证券公司客户信用评级因子池；建设证券公司客户信用评级系统；分析证券公司与银行等其他金融行业在客户信用评级管理制度及系统方面的同异；利用证券公司客户信用评级系统，进行客户营销和分析统计管理。并且，通过对目前金融行业征信评级现存问题的分析，对证券公司征信评级体系进行完善，乃至未来行业客户信用评估信息融合进行展望。
[Abstract]:Margin business is a new business in China's securities industry, the business has not only active in the stock market, trading volume increased, also increased the securities trading commission income, securities companies become new revenue growth. But at the same time, the securities company has to face the current situation of the domestic credit foundation is weak, outside investors securities account assets can not fully understand, the securities company to investors credit assets is not the appropriate information security there is a business risk.
Therefore, the establishment of a securities company on the margin of the customer's credit evaluation system, to improve the brokerage securities company's customers discriminating ability and prevent the credit risk of the clients, promote has a positive practical significance to the normal operation of the business. At the same time, the credit information resource integration of the various financial sector, preventing financial risks, has important significance to improve the level of financial services.
This paper uses the combined method of theory and practice, in order to prevent securities margin financing business credit risk perspective, starting from the practice angle, position and function of the credit rating system of securities companies in the margin trading business. According to the securities company's own business characteristics, through the study of the evaluation system and method of domestic and international credit the design construction and puts forward the applied scheme of customer credit rating system: the establishment of a securities company customer credit rating factor pool; construction of credit rating system of securities companies; analysis of securities companies and banks and other financial industries with differences in customer credit rating system and management system; the credit rating system of securities companies, customers statistical analysis of marketing and management. And through the analysis on the current problems existing in the financial industry credit rating, the securities company The credit rating system is improved and the future industry customer credit evaluation information fusion is expected to be prospected.

【学位授予单位】：天津大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.51;F224

【相似文献】