商业银行信用卡业务盈利水平的影响因素研究

发布时间：2017-12-27 00:08

本文关键词：商业银行信用卡业务盈利水平的影响因素研究　出处：《大连理工大学》2017年博士论文　论文类型：学位论文

【摘要】：信用卡是一款高盈利产品,国外信用卡业务的资产收益率(ROA)高达5%以上,远高于银行整体1%左右的资产收益率水平。我国商业银行信用卡业务自2003年以来快速发展,但目前国内大部分银行仍处于亏损状态。为何我国信用卡业务盈利不足,如何实现信用卡业务盈利已成为我国商业银行迫切需要解决的课题。目前国内外在信用卡领域的相关研究主要围绕信用卡经营模式、收入结构等方面,未能从盈利的根本来源——客户出发开展研究,也未能从考虑外部环境因素的系统论视角出发研究信用卡业务盈利的创造过程。为此,本文从盈利的根本来源和系统论的视角出发研究了以下问题:客户特征如何影响信用卡业务盈利水平?在宏观经济、地区差异、市场结构、居民消费、人口结构等外部环境下,信用卡业务盈利水平存在哪些适应性变化规律?从系统论视角,研究在外部环境、客户特征的双因素共同影响下信用卡业务盈利水平是如何创造的?怎样才能有效干预盈利的变动趋势?本文共分七个章节,第一章为绪论;第二章为国内外相关研究综述;第三章为客户特征对信用卡业务盈利水平的影响分析;第四章为客户特征影响信用卡业务盈利水平的结构方程模型研究。构建了客户人口统计特征、消费行为特征对信用卡业务盈利水平影响的结构方程模型,测算出具体客户特征变量对信用卡业务盈利水平的影响路径和影响系数;第五章为外部环境对信用卡业务盈利水平的影响研究。在对我国信用卡产业垄断程度市场定位下,构建了宏观经济、地区差异、市场结构、居民消费和人口结构等外部环境因素对信用卡业务盈利水平的影响网络,研究发现了外部环境对信用卡业务盈利水平的影响规律;第六章为信用卡业务盈利水平的系统动力模型研究。在客户特征、外部环境对信用卡业务盈利水平的双因素影响下,构建了信用卡业务盈利水平的系统动力模型,模拟仿真信用卡业务盈利水平的创造机制,情境分析不同经营策略下盈利的变动趋势;第七章为结论与展望。本文的主要研究成果如下:(1)针对客户特征对信用卡业务盈利水平的影响问题,构建了一个关于客户人口统计特征、消费行为特征对信用卡业务盈利水平影响的结构方程模型。选取商业银行103463个信用卡客户信息及过去一年的交易记录作为研究样本,验证了人口统计特征和消费行为特征对信用卡业务盈利水平的直接影响,以及人口统计特征通过影响消费行为对信用卡业务盈利水平的间接影响,并测算出具体客户特征变量对信用卡业务盈利水平的影响路径和影响系数。(2)针对外部环境对信用卡业务盈利水平的影响问题,构建了一个关于经济发展、地区差异、市场结构、居民消费和人口结构对信用卡业务盈利水平影响的系统分析网络。研究发现我国信用卡市场具有垄断竞争特征,处于边际成本大于边际收益的短期供给过剩阶段;信用卡贷款余额、新增授信总额与经济发展水平建立了长期稳定的正向关系;地区生产总值与客户信用卡平均创利水平不完全一致,绘制了信用卡业务盈利水平的地区分布图;验证了居民收入、城乡差距、净出口、投资、政府支出、抚养压力对居民消费及信用卡消费额的影响关系。(3)基于客户特征、外部环境对信用卡业务盈利水平的双因素影响,构建了信用卡业务盈利水平的系统动力模型。本文应用系统动力学研究方法,建立的CCES系统动力模型考虑了外部环境、客户特征对信用卡业务盈利水平的双因素影响,构建了 28个系统运行方程和各要素的流图关系、参数关系。该模型为解明复杂的信用卡业务要素的相关关系提供了有效的分析工具。研究发现我国信用卡产业存在两个时间拐点,一个是2009年出现的增长拐点,表现为信用卡业务盈利及各项经营指标的迅速提升;另一个是2019年将要出现的下降拐点。目前商业银行信用卡业务最大的挑战是如何采取有效措施熨平2019年即将到来的下行拐点,平稳度过衰退期。本研究为消费金融领域的客户挖掘方法提供了一个新的思路,为商业银行盈利研究提供了一种新的方法,对于完善和推动消费金融理论的发展,弥补系统动力学在商业银行盈利领域的应用研究具有很强的理论价值,对于商业银行明确信用卡业务的盈利规律,在我国经济新常态下制定合适的经营策略具有理论指导意义和决策参考价值。
[Abstract]:Credit card is a high profit product, and the ROA of foreign credit card business is over 5%, which is far higher than that of the bank's overall rate of return of about 1%. The credit card business of China's commercial banks has developed rapidly since 2003, but most of the banks in China are still in a state of loss. Why the credit card business in China is not profitable and how to realize the profit of credit card business has become an urgent problem for our commercial banks to solve. The related research of external field of credit card in China mainly around the operating mode of credit card business, income structure, not from the fundamental source of profit -- customers starting to carry out research, creation process also failed to consider the external environment factors from the system theory perspective on the credit card business profit. Therefore, this article from the fundamental source of profit and system perspective to study the following problems: how to influence the customer characteristics of credit card business profitability? In the macro economy, regional differences, market structure, consumption, population structure and external environment, credit card business profitability changes which are adaptive? From the perspective of system theory in the study, two factors of external environment, customer characteristics on credit card business profitability is how to create? How can the effective intervention trend profitable? This thesis consists of seven chapters. The first chapter is the introduction; the second chapter is the summary of research at home and abroad; the third chapter is the analysis of influence of customer characteristics on credit card the profitability of business; the fourth chapter is the structural equation model to study the profitability of credit card business customer characteristics influence. To build customer demographics, consumer behavior characteristics of the structural equation affects the profit level of the credit card business model, calculate the specific customer characteristic variables on the credit card business profitability path and influence coefficient; the fifth chapter is the study on the influence of the external environment of the credit card business profit level. In the card industry monopoly market positioning of our credit under the influence of the network construction of macro economy, regional differences, market structure, consumption and population structure and external environmental factors of the credit card business profitability, the study found that influence to the credit card business profit level of the external environment; the sixth chapter is the Research on the system the dynamic model of credit card business profitability. In the customer's characteristics and external environment influences on two factors of profit level of credit card business, and build a system dynamic model of credit card business profitability, profit level simulation of credit card business creation mechanism, situation analysis on the trend of changes in earnings management strategy; the seventh chapter is the conclusion and prospect. The main research results are as follows: (1) in view of the impact of customer characteristics on the profitability of credit card business, we constructed a structural equation model on the impact of demographic characteristics and consumer behavior characteristics on the profitability of credit card business. Select the 103463 commercial bank credit card customer information and transaction records of the past year as the research sample, verify the direct influence of demographic characteristics and consumer behavior characteristics of the credit card business profitability, and demographic characteristics indirectly affect the profitability of the business card of credit by influencing consumer behavior, and calculate the specific customer characteristic variables impact on the profitability of credit card business path and influence coefficient. (2) in view of the impact of external environment on the profitability of credit card business, a systematic analysis network about the impact of economic development, regional differences, market structure, residents consumption and population structure on the profitability of credit card business is constructed. The study found that China's credit card market has the characteristics of monopolistic competition, in the short-term oversupply stage marginal cost is greater than marginal revenue; new loans, the total amount of credit and the level of economic development has established long-term stable positive relationship between GDP and credit card; credit card average profit level is not completely consistent, draw the distribution map of credit card business profitability; verify the income gap between urban and rural areas, net exports, investment, government spending, raising pressure card spending on consumption and credit relationship. (3) based on the dual influence of customer characteristics and external environment on the profit level of credit card business, a system dynamic model of the profit level of credit card business is built. In this paper, a dynamic model of CCES system is established by applying the method of system dynamics. Considering the influence of external environment and customer characteristics on the profitability of credit card business, 28 operational equations and flow graph relations and parameter relationships of all elements are constructed. The relationship between the elements of the business card model provides an efficient tool to make clear the complex credit. The study found that there are two turning points in the credit card industry in China, one is the growth inflection point which appeared in 2009, which shows that the profitability of the credit card business and all the business indicators are increasing rapidly. The other is the downward inflection point that will appear in 2019. At present, the biggest challenge for commercial bank credit card business is how to take effective measures to iron down the coming downturn point in 2019 and pass the recession smoothly. Provides a new way for the study of customer consumer finance mining methods, provides a new method for the research of profit of commercial banks, to improve and promote the development of consumer finance theory, research and application of system dynamics in the field of profit for commercial banks has a strong theoretical value and profit for commercial law clear the bank credit card business, in the new normal economy of our country develop appropriate management strategies have theoretical significance and reference value.
【学位授予单位】：大连理工大学
【学位级别】：博士
【学位授予年份】：2017
【分类号】：F832.2

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