汽车消费信贷风险防控策略的研究

发布时间：2018-03-02 01:16

本文关键词： 汽车消费信贷模糊综合评价法博弈研究马尔可夫链　出处：《长安大学》2013年硕士论文　论文类型：学位论文

【摘要】：汽车工业己经成为我国国民经济的支柱产业。随着汽车消费市场的蓬勃发展，汽车消费信贷逐步被消费者接受，成为购车的常见形式，进而推动了汽车产业的发展。目前，虽然我国的汽车消费市场发展很快，但是，我国发展汽车消费信贷的宏观环境还存在许多不完善的地方，如信用体系不完善、相关的法律法规不健全、贷款市场竞争不规范、汽车价格波动幅度太大、贷款人道德水平低下等，使得汽车消费信贷风险逐渐形成，，在一定程度上制约了我国汽车消费信贷的发展，所以加强汽车消费信贷风险策略的研究对汽车产业的发展有着重要意义。本论文探讨了我国汽车消费信贷发展的现状，在广泛查阅国内外文献、深入实际调查、思考的基础上，对现行的汽车消费信贷风险类型进行总结，结合目前商业银行汽车消费信贷的业务模式，通过综合运用模糊综合评价法、博弈论、马尔可夫预测分析法等系统工程学理论和方法，对其汽车消费信贷风险防控策略进行了研究。首先，运用定性与定量相结合的方式，多角度地分析了汽车消费信贷中借款人的风险，建立了一个基于模糊综合评价法的汽车消费信贷借款人风险评价模型，运用此模型可实现对借款人风险程度的分类和识别。其次，在博弈论相关理论基础上，建立了消费者与商业银行在还款过程中相互博弈的模型。通过信息不对称理论，对信贷业务开展过程中存在的三种情况，即借款人正常还款博弈、借款人提前还款博弈和银行内部操作风险博弈进行梳理，从各个环节着手，从根源上分析主要风险，进而得出汽车消费信贷车辆抵押风险主要来自于贷款利率、首付款比例、汽车贬值程度和个人信用违约惩罚力度等结论。最后，结合我国五类贷款分级的规定利用马尔可夫转移矩阵对未来的贷款状态及不良贷款规模进行预测和分析，为商业银行汽车消费信贷业务控制不良贷款率，提供可行的手段。
[Abstract]:The automobile industry has become the pillar industry of our national economy. With the rapid development of automobile market, automobile consumption credit gradually accepted by consumers, has become a common form of Car Buying, thus promoting the development of the automobile industry. At present, although China's automobile market development is very rapid, but the macro environment for the development of automobile consumption credit in China there are still many imperfect places, such as the credit system is not perfect, the relevant laws and regulations are not perfect, the loan market competition is not standardized, the car price fluctuation is too large, the lender low moral standards, the automobile consumption credit risk gradually, to a certain extent, restricts the development of automobile consumption credit in China therefore, strengthening the research of auto consumption credit risk strategy for the development of automobile industry has important significance.
This paper discusses the present situation of the development of China's automobile consumption credit, in literatures, the thorough investigation, on the basis of the existing automobile consumption credit risk types are summarized, combined with the current automobile consumption credit of commercial bank business model, through the comprehensive use of fuzzy comprehensive evaluation method, game theory, Markov the analysis method of system engineering theory and method of prediction, the automobile consumption credit risk prevention and control strategies were studied.
First of all, using a combination of qualitative and quantitative methods, analyses the risk of the borrower in the automobile consumption credit, set up a model of risk assessment of automobile consumer credit borrowers based on fuzzy comprehensive evaluation method, this model can be used to realize the classification and recognition of the degree of risk of the borrower.
Secondly, in the game theory on the basis of relevant theories, establish the consumer and Commercial Bank game with each other in the course of the repayment model. Through the theory of asymmetric information, to carry out three kinds of situations exist in the process of credit business, the borrower repayment of the borrower in normal game, also a game and the bank's internal operational risk game to sort out, starting from each link, analyzes the main risk from the root, and then draw the automobile consumption credit risk mainly comes from the vehicle mortgage loan interest rates, the proportion of the first payment, car depreciation degree and personal credit default penalties and other conclusions.
Finally, combined with the five types of loan grading provisions in China, we use Markov transfer matrix to predict and analyze the future loan status and the scale of non-performing loans, so as to provide feasible means for controlling the bad loan rate of commercial vehicle consumption credit business.

【学位授予单位】：长安大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4;F426.471

【参考文献】