邮储银行Y市分行个人消费贷款信用风险管理研究

发布时间：2018-03-18 00:02

  本文选题：个人消费贷款　切入点：信用风险　出处：《扬州大学》2017年硕士论文　论文类型：学位论文

【摘要】：近年来,随着中国经济稳步发展,国内人民的消费能力不断上升,个人消费贷款业务呈现出快速发展态势。个人消费贷款作为可以刺激和提高国民群体消费需求的一种方式,在消费群体中形成了用途广、贷款灵活、使用快捷的贷款特点。商业银行将个人消费贷款作为优质资产业务发展,极大促使了银行资产业务朝多元化发展和战略地位的不断提高。但由于我国个人消费贷款业务相对于西方国家开办较晚,结构发展失衡,在个人消费贷款风险管理中,各家商业银行又普遍存在监测能力差、管理手段落后、控制能力弱等问题,从四大国有银行个人消费贷款2%-3%的不良率来看,一直都高于国际1%的平均水平,这使得如何又快又好的发展个人消费贷款成了我国商业银行面临的重要课题,也更显得优秀的风险管理能力必将成为各家商业银行个人消费贷款发展的核心竞争力。根据西方发达国家商业银行个人消费贷款发展经验,个人消费贷款所面临的最大风险仍然是信用风险。所以,如何做好个人消费贷款信用风险的管理将对其发展具有重大的积极意义。本文在分析了个人消费贷款信用风险分类、特点和成因等基础上,以邮储银行Y市分行为研究个案,梳理了在个人消费贷款发展中遇到的问题,通过借鉴国内外关于个人消费贷款信用风险评估的理论和研究成果,运用Logistic回归模型对邮储银行Y市分行个人消费贷款信用风险进行实证分析的方法,对年龄、婚姻状况、教育程度、单位性质、职务、收入还贷比、信用分类等七项与借款客户个人信用评分紧密相关的指标相关影响因素进行回归分析,剔除与因变量是否履约情况不显著相关因素,从而得出个人信用评分模型,进而提出从加强消费贷款团队建设、完善风险管理内部环境、优化信用风险管理手段和完善消费贷款流程管理等四个方面,提高邮储银行Y分行个人消费贷款信用风险管理水平。
[Abstract]:In recent years, with the steady development of China's economy, the consumption power of the domestic people has been rising, and the business of personal consumption loans has shown a rapid development. As a way to stimulate and increase the consumer demand of the national population, the personal consumption loan is a way to stimulate and increase the consumption demand of the national population. In the consumer group has formed a wide range of uses, flexible loans, the use of fast loan characteristics. Commercial banks take personal consumer loans as high-quality assets business development, It has greatly promoted the diversification of bank assets business and the continuous improvement of strategic position. However, due to the late opening of personal consumption loan business in our country compared with the western countries, the structure development is out of balance, so in the risk management of personal consumption loan, The commercial banks also generally have problems such as poor monitoring ability, backward management means, weak control ability, and so on. Judging from the bad rate of 2%-3% of the personal consumption loans of the four major state-owned banks, they have always been higher than the international average of 1%. This makes how to develop personal consumption loans quickly and well has become an important issue facing our commercial banks. Moreover, it will become the core competitiveness of individual consumption loan development of commercial banks. According to the development experience of commercial banks in western developed countries, The biggest risk faced by personal consumption loan is still credit risk. Therefore, how to manage the credit risk of personal consumption loan is of great positive significance to its development. On the basis of characteristics and causes, taking Y City Branch of Postal savings Bank as a case study, this paper combs the problems encountered in the development of personal consumption loan, and draws lessons from the theory and research results of credit risk assessment of personal consumption loan at home and abroad. Using the Logistic regression model to analyze the credit risk of personal consumer loan in Y branch of postal savings bank, the paper analyzes the age, marital status, education level, unit nature, position, income / loan ratio, etc. Credit classification and other seven factors closely related to the personal credit score of the loan customer were analyzed by regression analysis, and the individual credit rating model was obtained by excluding the factors that were not significantly related to the performance of dependent variables. Further, it puts forward four aspects: strengthening the construction of consumer loan team, perfecting the internal environment of risk management, optimizing the means of credit risk management and perfecting the management of consumer loan flow. Improve the postal savings bank Y branch personal consumer loan credit risk management level.
【学位授予单位】：扬州大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F618.3;F832.479
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本文编号：1627072